Low-discrepancy sampling method for structural reliability sensitivity analysis

Monte Carlo (MC) method has found a wide application in structural reliability and reliability sensitivity problems not only for its simple program structure but also for its rate of convergence, completely independent from the dimension. The major disadvantage of MC method is its inefficiency due to the excessive number of samples and this property limits its application in structural reliability sensitivity analysis. This paper introduces and investigates various low-discrepancy sequences instead of pseudo random numbers to develop low-discrepancy sampling method for structural reliability sensitivity analysis by combing these sequences with importance sampling technique. The proposed method holds advantages over MC in particular by being more accurate and having a deterministic estimate of error of reliability sensitivity. The accuracy and the efficiency of the method are shown in the numerical examples.