A benchmark study on importance sampling techniques in structural reliability
Authors:
S. Engelund and R. Rackwitz
Affiliation:
Technische Universität München, Laboratorium für den Konstruktiven Ingenieurbau, Arcisstr. 21, D-8000, München 2, Germany
Abstract:
Several widely used importance sampling methods for the estimation of failure probabilities are compared. The methods are briefly reviewed, and a set of evaluation criteria for the comparison of the methods is chosen. In order to perform a fair comparison the developers of the schemes were asked to solve a number of problems selected in view of the evaluation criteria. Their solutions are presented and discussed. Conclusions about the performances of the schemes under different circumstances are given.