Sensitivity Measures in Structural Reliability Analysis

Both reliability and sensitivity measures are important results of a structural reliability analysis. For reliability problems of the random variable type the measures can be computed approximately by first and asymptotic second order reliability methods. In this paper the parametric sensitivity of the most likely failure point is studied. A formula for the sensitivity of the unit normal vector to the failure surface in this point is derived. The parametric sensitivity of the first order reliability index is considered as well, and examples illustrating the results are given. Finally it is shown how parametric sensitivity factors for the probability of failure can be estimated by directional Monte Carlo simulation.