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基于条件与对偶抽样的Monte-Carlo结构可靠度分析 被引量:5

Structural Reliability Analysis by Monte-Carlo Based on Conditional Expectation Variance Reduction and Antithetic Variable Sampling
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摘要 集成条件抽样、对偶抽样这两种缩减方差技术,改进传统Monte-Carlo随机模拟的效率,并用于功能函数能够显式表达的土木工程结构可靠性分析。模拟成果表明,采用该方法的收敛性良好,模拟次数大大减少,显著地改进了M-C随机模拟的效率、降低了成本,可靠指标β值精度满足工程实用要求,在土木工程结构可靠度分析中具有实用价值。 By combining the conditional expectation variance reduction with antithetic variable sampling, the efficiency of stochastic simulation of traditional Monte-Carlo is improved. Meanwhile, the two variance techniques are also applied to civil engineering structural reliability analysis which can be described by functions. The results show that to adopt this model has features of nice convergence, high efficiency, a low cost and enough precision of index β for practice. The model is valuable for large-scale complex structure design and reliability analyses.
出处 《中国农村水利水电》 北大核心 2008年第5期66-68,70,共4页 China Rural Water and Hydropower
关键词 结构可靠度 Monte-Carlo 条件抽样 对偶抽样 structural reliability Monte-Carlo conditional variable sampling antithetic variable sampling
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