An adaptive directional importance sampling method for structural reliability analysis

Abstract The importance sampling is merged with directional simulation in this paper. A sampling function is defined on the unit hyper sphere which samples random directions. The directions are sampled around a direction that aims to the design point. The sampling function uses spherical coordinates to generate random directions. The method is made adaptive by a closed form updating rule to renew the sampling parameters. To reduce the number of calls on the limit state function, a root finding procedure is put forward. The proposed method is tested with well-known test problems and its performance is compared with the conventional directional simulation. The results demonstrate the accuracy and efficiency of the proposed method for rare event estimation.

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