Structural Engineering and Mechanics

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Adaptive kernel method for evaluating structural system reliability

  • Wang, G.S. (Department of Civil & Environmental Engineering University of California) ;
  • Ang, A.H.S. (Department of Civil & Environmental Engineering University of California) ;
  • Lee, J.C. (Department of Civil & Environmental Engineering University of California)
  • Published : 1997.03.25
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Abstract

Importance sampling methods have been developed with the aim of reducing the computational costs inherent in Monte Carlo methods. This study proposes a new algorithm called the adaptive kernel method which combines and modifies some of the concepts from adaptive sampling and the simple kernel method to evaluate the structural reliability of time variant 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 methods.

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References

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