A simulation method for time-dependent structural reliability

Abstract

A one-dimensional simulation procedure is developed for use in estimating structural reliability in multi-dimensional load and resistance space with the loads represented as stochastic process. The technique employed is based on the idea of using ‘strips’ of points parallel to each other and sampled on the limit state hyperplanes. The ‘local’ outcrossing rate and the zero time failure probability P f (0) associated with the narrow strips are derived using the conditional reliability index. When the domain boundary consists of a set of limit states, second order bounds are used to obtain a lower bound approximation of the outcrossing rate and P f (0) associated with the union of a set of λ strips. It is shown by examples that for high reliability problems, λ may be much less than the number of limit states without significant loss of accuracy and with considerable saving in computation time. It was also found that the rate of convergence of the simulations is quite fast even without using importance sampling.