抄録
This paper is concerned with the estimation of the failure probability for structures with multiple failure modes through a directional importance sampling simulation where directional samples are generated so as to be weighted in the fi points directions on the respective limit state surfaces. The effect of importance sampling is proposed to compensate by concurrently evaluating the probability density of directional importance sampling at the sampled point of every simulation cycle, instead of constructing the directional importance sampling p.d.f. beforehand. Numerical example shows that the proposed method gives accurate estimations of the failure probability for structures with multiple failure modes efficiently.
