Reliability sensitivity analysis method based on importance sampling

A new reliability sensitivity analysis method has been presented on the basis of importance sampling simulation. The reliability sensitivity is usually defined as a partial derivative of failure probability with respect to distribution parameter of basic random variable and is calculated by an integral expression. Based on the definition and the expression of the reliability sensitivity, the formulae of the presented importance sampling reliability sensitivity are derived. The formulae are expressed as a mathematical expectation of a function over the failure region. Furthermore, the required mathematical expectation can be evaluated by the importance samples locating at the failure region. The illustrations show that the presented method is more efficient than Monte Carlo simulation method at the same acceptable precision.