An efficient reliability algorithm for locating design point using the combination of importance sampling concepts and response surface method

作者：Shayanfar Mohsen Ali^*; Barkhordari Mohammad Ali; Roudak Mohammad Amin

来源：Communications in Nonlinear Science & Numerical Simulation, 2017, 47: 223-237.

DOI：10.1016/j.cnsns.2016.11.021

• Importance sampling
• Response surface method
• Bucher experimental design
• Two-step updating rule

Monte Carlo simulation (MCS) is a useful tool for computation of probability of failure in reliability analysis. However, the large number of required random samples makes it time-consuming. Response surface method (RSM) is another common method in reliability analysis. Although RSM is widely used for its simplicity, it cannot be trusted in highly nonlinear problems due to its linear nature. In this paper, a new efficient algorithm, employing the combination of importance sampling, as a class of MCS, and RSM is proposed. In the proposed algorithm, analysis starts with importance sampling concepts and using, a represented two-step updating rule of design point. This part finishes after a small number of samples are generated. Then RSM starts to work using Bucher experimental design, with the last design point and a represented effective length as the center point and radius of Bucher's approach, respectively. Through illustrative numerical examples, simplicity and efficiency of the proposed algorithm and the effectiveness of the represented rules are shown.

• 出版日期2017-6