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This paper presents recent developments in efficient structural reliability analysis methods. The paper proposes an efficient, adaptive importance sampling (AIS) method that can be used to compute reliability and reliability sensitivities. The AIS approach uses a sampling density that is proportional to the joint PDF of the random variables. Starting from an initial approximate failure domain, sampling proceeds adaptively and incrementally with the goal of reaching a sampling domain that is slightly greater than the failure domain to minimize over-sampling in the safe region. Several reliability sensitivity coefficients are proposed that can be computed directly and easily from the above AIS-based failure points. These probability sensitivities can be used for identifying key random variables and for adjusting design to achieve reliability-based objectives. The proposed AIS methodology is demonstrated using a turbine blade reliability analysis problem.
Y.-T. Wu (Mon,) studied this question.