An adaptive directional importance sampling method for structural reliability analysis

• Published in: Structural safety Vol. 70; pp. 14 - 20
• Main Authors: Shayanfar, Mohsen Ali, Barkhordari, Mohammad Ali, Barkhori, Moien, Barkhori, Mohammad
• Format: Journal Article
• Language: English
• Published: Amsterdam Elsevier Ltd 01.01.2018; Elsevier BV
• Subjects: Adaptive importance sampling; Adaptive sampling; Cross entropy; Directional simulation; Importance sampling; Monte Carlo method; Reliability analysis; Reliability engineering; Sampling; Secant algorithm; Simulation; Spherical coordinates; Structural reliability; Studies; Structural reliability; Monte Carlo method; Cross entropy; Directional simulation; Adaptive importance sampling; Secant algorithm
• ISSN: 0167-4730; 1879-3355
• DOI: 10.1016/j.strusafe.2017.07.006

•Application of importance sampling in the directional simulation scheme.•Adaptability of the importance directional sampling function.•Employment of closed form rules to update parameters of the sampling function.•The proposed method utilizes an efficient root finding procedure. 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.