Importance sampling for efficient modelling of hydraulic loads in the Rhine–Meuse delta

Diermanse, F. L. M., De Bruijn, K. M., Beckers, J. V. L., & Kramer, N. L. Importance sampling for efficient modelling of hydraulic loads in the Rhine–Meuse delta. Stochastic Environmental Research and Risk Assessment, 1-16.


During flood events, breaching of flood defences along a river system can have a significant reducing effect on downstream water levels and flood risks. This paper presents a Monte Carlo based flood risk framework for policy decision making, which takes this retention effect into account. The framework is developed to estimate societal flood risk in terms of potential numbers of fatalities and associated probabilities. It is tested on the Rhine–Meuse delta system in the Netherlands, where floods can be caused by high flows in the Rhine and Meuse rivers and/or high sea water levels in the North Sea. Importance sampling is applied in the Monte Carlo procedure to increase computational efficiency of the flood risk computations. This paper focuses on the development and testing of efficient importance sampling strategies for the framework. The development of an efficient importance sampling strategy for river deltas is more challenging than for non-tidal rivers where only discharges are relevant, because the relative influence of river discharge and sea water level on flood levels differs from location to location. As a consequence, sampling methods that are efficient and accurate for one location may be inefficient for other locations or, worse, may introduce errors in computed design water levels. Nevertheless, in the case study described in this paper the required simulation time was reduced by a factor 100 after the introduction of an efficient importance sampling method in the Monte Carlo framework, while at the same time the accuracy of the Monte Carlo estimates were improved.