Jinglai Li （李敬来）, Institute of Natural Sciences, SJTU
Mian Li, University of Michigan - Shanghai Jiao Tong University Joint Institute
High Precise Approximation to Llimit State Reliability Method for Small Failure Probabilities Based on MC Simulation
Minimize the number of calls to the performance function shows more and more significant in reliability engineering and system safety. The proper computational methods for determining the probability of a system are needed in these different fields. Two main reasons are summarized for the reliability methods: one is the failure probability is small; the other is the performance function may require very time-consuming computations because of the complex computer codes. Compared with the traditional DOE models which try to approach the performance function in the whole domain of definition, a local method is studied now. The response surfaces’ precision around the limit state is only promoted in this method in order to avoid the waste of sample points. An enough high-precision result could be obtained at the least number of calls to the performance function for problems dealing with high non-linearity, non-convex, non-differentiability and non-connex domains of failure and high dimensionality.