MULTIMODAL SIMULATION METHOD FOR SYSTEM RELIABILITY-ANALYSIS

In system reliability analysis, it is frequently necessary to resort t o Monte Carlo simulation (MCS). The importance sampling method (ISM) i s an advanced MCS method that may greatly improve the efficiency and a ccuracy of simulation approaches. Its application to structural system reliability analysis is focused here. Importance of proper determinat ion of the sampling density is emphasized based on a critical review o f other suggested sampling densities. A new sampling density, the weig hted general normal sampling density (WGNSD), is proposed. This densit y is proportional to the ideally optimal one at the most important poi nts of the variable space, and it is general for structural system rel iability analysis. A variety of applications of this method arc presen ted for illustration, as well as for demonstration of success with the proposed sampling density, including nondifferentiable failure surfac es and higher-dimensional problems.