摘要
用蒙特卡罗改进法对编程中的关键问题进行了探讨并给出了解决方法.这些问题主要包括正态分布函数Φ(x)及其反函数Φ-1(x)的取值和非正态随机变量的当量正态变换.通过对上述问题的解答,可较好地解决实际工程问题的可靠度,并给出蒙特卡罗改进法的算例.
The key problems and solutions in the seeking of reliability index by the modified Monte Carlo method are given in this paper. These problems include the values of normal distribution function Φ(x) and its inverse function Φ -1 (x) , and the equivalent normal conversion for non normal random variables. Based on the solutions for above problems, the modified Monte Carlo method can be used for solving the reliability index problems in the practical engineering. Finally, an example is given to show that this method is very effective.
出处
《北方交通大学学报》
CSCD
北大核心
1999年第4期44-47,共4页
Journal of Northern Jiaotong University
基金
铁道部建设司规范科研资助
关键词
蒙特卡罗改进法
可靠指标
正态分布函数
桥梁
modified Monte Carlo method\ reliability index\ normal distribution function\ non normal random variables