Improvement Of Second‐Order Reliability Estimates by Importance Sampling
- 1 December 1988
- journal article
- Published by American Society of Civil Engineers (ASCE) in Journal of Engineering Mechanics
- Vol. 114 (12) , 2195-2199
- https://doi.org/10.1061/(asce)0733-9399(1988)114:12(2195)
Abstract
The calculation of probability integrals is one of the most important tasks in structural reliability. First-order and asymptotic second-order methods have been proposed. The method of importance sampling is applied to determine the remaining error and to define a correction factor for the asymptotic second-order methods. The method can be made arbitrarily exact at the expense of more numerical effort.Keywords
This publication has 3 references indexed in Scilit:
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- Basic Analysis of Structural SafetyJournal of Structural Engineering, 1983