A technique for computing failure probability of a structure using importance sampling

In this paper, based on the probability formula of the union of events and the concept of the importance sampling, a technique for computing structural system failure probability is developed. In Melcher's method, all importance sampling functions corresponding to the structural significance failure modes should be combined by some criteria, and they would affect the precision of results or computational efficiency. In this paper, the developed technique is based on the multiple simulation using every importance sampling function in turn, the criterion for combination is not necessary, so, the shortcomings of Melcher's method is overcome. Several examples illustrate the developed technique of this paper.