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Title: Cross-entropy-based adaptive importance sampling for time-dependent reliability analysis of deteriorating structures
Authors: Yang, DY
Teng, JG
Frangopol, DM
Keywords: Adaptive importance sampling
Gaussian mixture
Monte Carlo simulation
System reliability
Time-dependent reliability
Issue Date: 2017
Publisher: Elsevier
Source: Structural safety, 2017, v. 66, p. 38-50 How to cite?
Journal: Structural safety 
Abstract: Time-dependent reliability analysis of deteriorating structures is important in their performance evaluation and maintenance. Various definitions and methods have been used by researchers to predict the time-dependent reliability of structures. In the present study, these methods are first critically reviewed and examined. Among these methods, the stochastic-process-based method is theoretically the most rigorous but also computationally the most expensive. To facilitate the wide application of the stochastic-process-based method in complex problems, an efficient importance sampling method is then proposed in this paper. The proposed method includes a number of improvements formulated to enhance the efficiency and robustness of an existing method proposed by Kurtz and Song, leading to more efficient solutions of time-dependent reliability problems of structural systems with multiple important regions. The validity and efficiency of the new method is demonstrated through three numerical examples.
ISSN: 0167-4730
DOI: 10.1016/j.strusafe.2016.12.006
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