TIME-DEPENDENT SYSTEM RELIABILITY-ANALYSIS BY ADAPTIVE IMPORTANCE SAMPLING

A method for evaluating time-dependent reliability of a structural sys tem subjected to stochastic loads is presented. Structural deteriorati on due to environmental stressors is also taken into account. An adapt ive Monte Carlo simulation procedure combined with conditional expecta tion is proposed. The optimum common ratio of the standard deviation o f an importance sampling variables to that of the corresponding origin al valuables is estimated iteratively as well as their mean values. Un like systems evaluated by simple Monte Carlo simulations, the accuracy of the failure probability evaluated by adaptive importance sampling is relatively insensitive to the magnitude of the probability.