期刊文献+

采用重要抽样法的结构动力可靠度计算 被引量:7

Dynamic reliability calculation based on importance sampling method
下载PDF
导出
摘要 首次对比分析了结构动力可靠度计算的三种重要抽样法,并对部分方法进行了补充修正。单元失效域法补充了依据随机数决定抽样区间的产生方法,根据单元失效域的条件概率和权重系数给出重要抽样密度函数。方差放大系数法直接通过激励过程的特性给出重要抽样密度函数的具体表达式。功率谱法的重要抽样密度函数仅为激励幅值的函数,根据结构反应的功率谱密度增大激励幅值的方差,建议幅值样本值的联合概率密度函数可表示为幅值样本值分量的概率密度函数的连乘形式。结果表明:对于线性体系三种方法的计算效率均比Monte-Carlo法有显著提高,而单元失效域法的计算效率又比另两种方法高。 Three importance sampling methods for dynamic reliability calculation are compared for the first time. Some complement and modification are made to the original three methods. The first approach is a new approach named elementary failure regions method. The method of generating random numbers is proposed. Importance sampling density function is proposed according to conditional proba- bility density functions of elementary failure regions and the weights. The second approach presents de- tailed importance sampling density function through amplificatory factor of variance and character of the excitation. The amplification of variance can increase the chance of structural failure. Only the amplitudes of the excitation are generated with importance sampling density function for the third approach. The power spectral density of the structural response is used to augment variances of amplitudes. Joint probability density function of amplitude sample is suggested to equal to the product of probability density functions of amplitude sample elements. Characters of the three approaches are compared through an example. The results show that the calculation efficiency of each of the three approaches is much higher than Monte-Carlo method. Calculation efficiency of the first approach is the best.
作者 刘佩 姚谦峰
出处 《计算力学学报》 EI CAS CSCD 北大核心 2009年第6期851-855,共5页 Chinese Journal of Computational Mechanics
基金 国家自然科学基金(50578011 50878021) 北京交通大学优秀博士生科技创新基金(141053522)资助项目
关键词 重要抽样 动力可靠度 单元失效域 方差放大系数 功率谱 importance sampling dynamic reliability elementary failure regions amplificatory factor of variance power spectral density
  • 相关文献

参考文献8

  • 1YUEN K V, LAMBROS S K. An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability[J]. Probabilistic Engineering Mechanics, 2005,20 : 109- 114.
  • 2VEIT B, CHRISTIAN B. Importance sampling for first passage problems of nonlinear structures [J]. Probabilistic Engineering Mechanics, 1999, 14: 27- 32.
  • 3AU S K, BECK J L. First excursion probabilities for linear systems by very efficient importance sampling [J]. Probabilistic Engineering Mechanics, 2001, 16: 193-207.
  • 4吴斌,欧进萍,张纪刚,吕大刚.结构动力可靠度的重要抽样法[J].计算力学学报,2001,18(4):478-482. 被引量:23
  • 5LAMBROS K, CHEUNG S H. Domain decomposition method for calculating the failure probability of linear dynamic systems subjected to Gaussian stochastic loads[J]. Journal of Engineering Mechanics, 2006,132(5) :475-486.
  • 6LAMBROS K, CHEUNG S H. Wedge simulation method for calculating the reliability of linear dynamical systems[J]. Probabilistic Engineering Mechanics, 2004,19 : 229-238.
  • 7RRADLWATER H J, SCHUELLER G I. Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation[J]. Probabilistic Engineering Mechanics, 1999,14 : 213-227.
  • 8AU S K, JAMES L B. Estimation of small failure probabilities in high dimensions by subset simulation [J]. Probabilistic Engineering Mechanics, 2001,16 : 263-277.

二级参考文献4

  • 1Gai G Q,Int J Nonlinear Mech,1996年,31卷,5期,647页
  • 2赵国藩,工程结构可靠性理论与应用,1996年
  • 3Lin Y K,Probabilistic structural dynamics,1995年
  • 4朱位秋,随机振动,1992年

共引文献22

同被引文献92

引证文献7

二级引证文献22

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部