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高维小失效概率下的改进线抽样方法 被引量:7

Improved Line Sampling Method for Structural Reliability with High Dimensionality and Small Failure Probability
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摘要 针对隐式极限状态方程的可靠性分析,提出了一种基于失效域样本模拟的高效线抽样法。该法采用马尔可夫链来快速得到失效域中的条件样本,利用这些失效域中的样本可以得到线抽样的重要方向,并且这些样本还可以作为线抽样的样本,来得到隐式极限状态方程失效概率的估计值。由于该法可以较准确地得到线抽样方法的重要方向,因此线抽样的效率可以得到提高,另外失效域的样本又可以作为线抽样的样本,从而进一步降低所提方法的计算工作量。算例表明所提算法的计算精度和效率均高于传统线抽样方法。 For reliability analysis of implicit limit state function, an improved line sampling mcthod is presented on the basis of sample simulation in the failure region. In the presented method, Markov chain is employed to simulate the samples located at the failure region, and the important direction of line sampling is obtained from these simulated samples. On the other hand, the simulated samples can be used as the samples for line sam piing to evaluate the failure probability of implicit limit state function. Since the important direction is searched accurately and robustly by simulated samples in the failure region, the efficiency of line sampling is improved obviously. Farther, the computation cost of line sampling is reduced also, because the simulated samples can be used for line sampling. A few examples demonstrate the rationality and efficiency of the improved line sam piing method.
出处 《航空学报》 EI CAS CSCD 北大核心 2007年第3期596-599,共4页 Acta Aeronautica et Astronautica Sinica
基金 国家自然科学基金(10572117) 新世纪优秀人才支持计划(05-0868)
关键词 极限状态方程 线抽样 马尔町夫链 失效概率 limit state function line sampling Markov chain failure probability
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参考文献6

  • 1Melchers R E,Ahammed M.A fast approximate method for parameter sensitivity estimation in Monte Carlo structural reliability[J].Computers and Structures,2004,82:55-61.
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同被引文献83

  • 1吕震宙,孙颉,徐友良.机械结构系统模糊可靠性分析的数字计算方法[J].机械工程学报,2005,41(9):19-23. 被引量:20
  • 2吕震宙,刘成立,傅霖.多模式自适应重要抽样法及其应用[J].力学学报,2006,38(5):705-711. 被引量:8
  • 3胡毓仁,陈伯真.模糊优化方法在结构模糊可靠性分析中的应用[J].上海交通大学学报,1996,30(10):115-121. 被引量:7
  • 4宋述芳,吕震宙,傅霖.基于线抽样的可靠性灵敏度分析方法[J].力学学报,2007,39(4):564-570. 被引量:20
  • 5Wu Y T,Sitakanta M. Variable Screening and Ranking Using Sampling- based Sensitivity Measures [J]. Reliability Engineering and System Safety, 2006,91(6):634-647.
  • 6Wu Y T. Computational Methods for Efficient Structural Reliability and Reliability Sensitivity Analysis[J]. AIAA J. ,1994..32(8) :1717-1723.
  • 7Melchers R E, Ahammed M. A Fast Approximate Method for Parameter Sensitivity Estimation in Monte-Carlo Reliability[J]. Computers and Structures, 2004,82 : 55-61.
  • 8Ahammed M, Melchers R E. Gradient and Parameter Sensitivity Estimation for Systems Evaluated Using Monte Carlo Analysis[J]. Reliability Engineering and System Safety,2006,91(5):594-601.
  • 9Schueller G I, Pradlwarter H J,Koutsourelakis P S A Critical Appraisal of Reliability Estimation Proce dures for High Dimensions [J]. Probabilistic Engi neering Mechanics, 2004,19 : 463-473.
  • 10Pradlwarter H J,Pellissetti M F,Schenk C A,et al. Realistic and Efficient Reliability Estimation for Aerospace Structures[J]. Computer Methods in Applied Mechanics and Engineering, 2005, 194:1597-1617.

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