Adaptive radial-based importance sampling method for structural reliability

In this paper an adaptive radial-based importance sampling (ARBIS) method is presented. The radial-based importance sampling (RBIS) method, excluding a beta-sphere from the sampling domain, is extended with an efficient adaptive scheme to determine the optimal radius beta of the sphere. The adaptive scheme is based on directional simulation. The underlying basic methods are presented briefly. Several numerical examples demonstrate the efficiency, accuracy and robustness of the scheme. As such, the ARBIS method can be applied as a black-box and is of particular interest in applications with a low probability of failure. for example in structural reliability. in combination with a small number of stochastic variables. (C) 2007 Elsevier Ltd. All rights reserved.