Abstract
Calculation of failure probabilities and probability sensitivities are very relevant problems in structural reliability. Two of the most widespread methods for estimating such quantities are the First-Order Reliability Method (FORM) and Importance Sampling using design points (IS). This work explores how to employ both approaches in a synergistic way within the framework of Control Variates with Splitting. The results obtained indicate that such a strategy allows obtaining improved estimates of the failure probability and its sensitivity without incurring into additional system analyses. Examples illustrate the application of this framework.
| Original language | English |
|---|---|
| Journal | Civil Engineering and Environmental Systems |
| DOIs | |
| State | Accepted/In press - 2025 |
| Externally published | Yes |
Keywords
- Failure probability
- control variates
- first-order reliability method
- importance sampling
- sensitivity analysis
- splitting