An adaptive directional importance sampling method for structural reliability

In this paper, an adaptive directional importance sampling (ADIS) method is presented. The algorithm is based on a directional simulation scheme in which the most important directions are sampled exact and the others by means of a response surface approach. These most important directions are determined by a β-sphere enclosing the most important part(s) of the limit state. The β-sphere and response surface are constantly updated during sampling with information that becomes available from the exact evaluations making the scheme adaptive.