Before revision:  Indeed, we prove an error bound for the approximation error of the probability of failure, which behaves like the discretization accuracy of the PDE multiplied by an approximation of the probability of failure .
After revision:  Indeed, we prove an error bound for the approximation error of the probability of failure, which behaves like the discretization accuracy of the PDE multiplied by an approximation of the probability of failure , the first order reliability method (FORM) estimate. This bound requires convexity of the failure domain. For non-convex failure domains, we prove an error bound for the relative error of the FORM estimate.