Evaluation of Structural Failure Probability Based on Effective Numerical Integration

publisherOKUDA, Shouya[Abstract] This paper is concerned with the evaluation of structural failure probability based on numerical integration combined with repetitive simulation procedure. The quasi ideal importance sampling joint probability density function combined in the conditional expectation is composd on the basis of the ideal importance sampling concept and the respective marginal p.d.f.s are constructed numerical with small samples. Marginal p.d.f.s is changed step by step with repetitive simulation until it is close to the ideal one and the failure probability is determined by the piecewise integration of one basic variable failure probability function constructed from the quasi ideal marginal p.f.d. Numerical examples gived accurated estimations with shorter processing tim