AK-ARBIS: An improved AK-MCS based on the adaptive radial-based importance sampling for small failure probability

The pivotal problem in reliability analysis is how to use a smaller number of model evaluations to get more accurate failure probabilities. To achieve this aim, an iterative method based on the Monte Carlo simulation and the adaptive Kriging (AK) model (abbreviated as AK-MCS) has been proposed in 2011 by Echard et al. But for small failure probability, the number of the candidate points is extremely large for convergent solution. These points...