ADAPTIVE KERNEL-METHOD FOR EVALUATING STRUCTURAL SYSTEM RELIABILITY

Importance sampling methods have been developed with the aim of reduci ng the computational costs inherent in Monte Carlo methods. This study proposes a new algorithm called the adaptive kernel method which comb ines and modifies some of the concepts from adaptive sampling and the simple kernel method to evaluate the structural reliability of time va riant problems. The essence of the resulting algorithm is to select an appropriate starting point from which the importance sampling density can be generated efficiently. Numerical results show that the method is unbiased and substantially increases the efficiency over other meth ods.