Comments on importance sampling for time variant reliability problems

The purpose of this paper is mainly to present some comments on the possibility to implement the concept of importance sampling into numerical simulation procedures to obtain efficient and accurate estimates of the failure probability for time variant reliability problems. The discussion is limited to reliability problems that can be formulated as first-passage time failure occuring when a stochastic process exits a safe domain. It is also assumed that the stochastic process can be represented as the solution of an Ito stochastic differential equation.