ABSTRACT

ABSTRACT: In this paper, analysis on importance sampling in Monte Carlo method for structural reliability is presented, and variance of simulation result under Monte Carlo method is deduced. It’s acceptable to take the design point as the center of sampling if the variables follow normal distribution and the type of sampling function and the variances of variables can be the same as the distribution function. For correlated variables, the sampling center should be moved to the point where the line at an angle of 45 degree to the coordinate axis joins when the correlation coefficient is high.