Local Monte Carlo Simulation for the Reliability Sensitivity Analysis

Abstract

An efficient numerical technique, namely the Local Monte Carlo Simulation method, is presented to assess the reliability sensitivity in this paper. Firstly some samples are obtained by the random sampling, then the local domain with a constant probability content corresponding to each sample point can be defined, finally the conditional reliability and reliability sensitivity corresponding to every local region can be calculated by using linear approximation of the limit state function. The reliability and reliability sensitivity can be estimated by the expectation of all the conditional reliability and reliability sensitivity. Three examples testify the applicability, validity and accuracy of the proposed method. The results computed by the Local Monte Carlo Simulation method and the Monte Carlo method are compared, which demonstrates that, without losing precision, the computational cost by the former method is much less than the later.