Enhanced sequential directional importance sampling for structural reliability analysis

IF 5.7 1区工程技术 Q1 ENGINEERING, CIVIL

Structural Safety Pub Date : 2025-02-06 DOI:10.1016/j.strusafe.2025.102574

Kai Cheng, Iason Papaioannou, Daniel Straub

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引用次数: 0

Abstract

Sequential directional importance sampling (SDIS) Kai Cheng et al. (2023) is an efficient adaptive simulation method for estimating failure probabilities. It expresses the failure probability as the product of a group of integrals that are easy to estimate, wherein the first one is estimated with Monte Carlo simulation (MCS), and all the subsequent ones are estimated with directional importance sampling. In this work, we propose an enhanced SDIS method for structural reliability analysis. We discuss the efficiency of MCS for estimating the first integral in standard SDIS and propose using Subset Simulation as an alternative method. Additionally, we propose a Kriging-based active learning algorithm tailored to identify multiple roots in certain important directions within a specificed search interval. The performance of the enhanced SDIS is demonstrated through various complex benchmark problems. The results show that the enhanced SDIS is a versatile reliability analysis method that can efficiently and robustly solve challenging reliability problems.

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来源期刊

Structural Safety 工程技术-工程：土木

CiteScore

11.30

自引率

8.60%

发文量

审稿时长

53 days

期刊介绍： Structural Safety is an international journal devoted to integrated risk assessment for a wide range of constructed facilities such as buildings, bridges, earth structures, offshore facilities, dams, lifelines and nuclear structural systems. Its purpose is to foster communication about risk and reliability among technical disciplines involved in design and construction, and to enhance the use of risk management in the constructed environment