求解结构系统失效概率的快速模拟法

A Fast Method for Computing Structural System Failure Probability

基于随机事件和的概率公式，提出一种新的快速数值模拟法。在模拟过程中，若干重要抽样函数依次分别应用，不需要任何主观性准则。理论和算例表明了本文方法的正确性和有效性。

The system reliability of timeindependent structure can be expressed as multidimensional integration formula, and if the number of random variables in the structural system is great, it is extremely difficult to solve this formula by using direct numerical integration calculation. To solve this problem, on the basis of MonteCarlo method with importance sample, R.E.Melchers developed a fast numerical simulation method and several examples have shown its efficiency. Unfortunately, the author of this paper found that Melchers′ method, in some cases, could give unreasonable results. The reason is that because some subject criteria would affect the importance sampling function in use and no satisfactory subject criterion has been found for all cases. In this paper, a new fast simulation method is presented, because it is based on the probability formula of sum of random events and, in simulation process, several simulation functions are used separately in turn; so, no subject criterion is necessary. The theory and examples of this paper appear to indicate the computational speed to be the same as Melchers′ method.