An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability

Abstract

This paper presents a simulation technique for reliability analysis of linear dynamical systems. It is based on simple additive rules of probability (in contrast to other probabilistic approaches such as importance sampling). It is shown that the proposed appoach is identical to a newly developed approach, Importance Sampling using Elementary Events (ISEE) [Au SK, Beck JL. First excursion probabilities for linear sytems by very efficient importance sampling. Probabl Eng Mech 2001;16(3):193–208]. A simple formula for the coefficient of variation of the estimator of the failure probability using the samples is also given. A 10-story building model with nonstationary excitation is utilized to demonstrate the accuracy and efficiency of the proposed method.