An Adaptive Line Sampling Method for Reliability Analysis

Abstract

Rare event probability estimation imposes serious difficulties to the conventional simulation methods like crude Monte Carlo. Several methods have been put forward to address this issue. Line sampling, directional simulation, importance sampling and subset simulation are more known among other methods. This paper aims at improving the line sampling method. The proposed method iteratively adapts the line sampling procedure to the limit state surface and at the end yields an estimation of the failure probability with the required coefficient of variation. The proposed method is compared to the conventional line sampling via well-known academic problems. The results show considerable improvement over the conventional line sampling method.