Structural reliability estimation by adaptive importance directional sampling

In this paper the method of importance directional sampling is extended. For this purpose available contributions to tbe failure probability associated with generated directions are utilized to establish a suitable Importance Directional sampling distribution. This approach is most suitable to be-used for cases where only a limited, i.e. pointwise information on the limit states is available, produced e.g. by Finite Element procedures. Based on initial information new search directions are generated in an adaptive manner. It is shown that the procedure is quite robust,particularly for higher dimensional problems and also suitable for cases where more than one domain contributes to the total failure probability.