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Reliability sensitivity method by line sampling
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DOI：10.1016/j.strusafe.2007.10.001.png)
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Reliability sensitivity refers to the derivative of the failure probability with respect to the distribution parameter of basic random variable. Conventionally, this requires repetitive evaluations of the failure probability for different distribution parameters, which is a direct but computationally expensive task. Ail efficient simulation algorithm is presented to perform reliability sensitivity analysis using the line sampling technique, which gives a good failure probability evaluation for high-dimensional problems and still presents a comparative one for low-dimensional problems. Oil the basis of the line sampling procedure for failure probability analysis, the concept and implementation are presented for reliability sensitivity. It is shown that the desired information about reliability sensitivity can be obtained by a very limited increase of computation effort based oil the failure probability analysis by the line sampling technique. The presented reliability sensitivity algorithm is more efficient than the one based oil the direct Monte Carlo technique, especially for cases where the failure probability is low and the [lumber of random variables is large, which is illustrated by several examples. Additionally, limitations of the line sampling based reliability sensitivity method are demonstrated by a numerical example as well. (C) 2007 Elsevier Ltd. All rights reserved.
Keyword:
Reliability
Sensitivity
Line sampling
Failure probability
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