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模糊分布参数的全局灵敏度分析新方法 被引量:7

A NEW METHOD FOR GLOBAL SENSITIVITY ANALYSIS OF FUZZY DISTRIBUTION PARAMETERS
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摘要 为合理度量随机输入变量分布参数的模糊性对输出性能统计特征的影响,提出了模糊分布参数的全局灵敏度效应指标,并研究了指标的高效求解方法。首先,分析了不确定性从模糊分布参数至模型输出响应统计特征的传递机理,以输出性能期望响应为例,利用输出均值的无条件隶属函数与给定模糊分布参数取值条件下的隶属函数的平均差异来度量模糊分布参数的影响,建立了模糊分布参数的全局灵敏度效应指标。其次,为减少所提指标的计算成本、提高计算效率,采用了扩展蒙特卡罗模拟法(EMCS)来估算输入变量分布参数与模型输出响应统计特征的函数关系。最后通过对算例的计算,验证该文所提方法的准确性和高效性。 To measure the contribution of the fuzzy distribution parameters of random model inputs to the statistical characters of model output reasonably, the global sensitivity effect index of the fuzzy distribution parameters is proposed, and the efficient solution is studied. Firstly, according to the propagation of uncertainties from the fuzzy distribution parameters to the statistical characters of output, the mean of model output for instance is taken, and the contribution of the fuzzy distribution parameters is measured by using the average difference between the unconditional membership function of the mean of output and the membership function under the condition that one distribution parameter is fixed, and then the definition of the global sensitivity effect index is given. Secondly, to reduce the computational cost of the proposed index and improving the computation efficiency, the extended Monte Carlo simulation(EMCS) is applied for estimating the function relationship between the distribution parameters of model inputs and the statistical characters of model output. Finally, two analytical examples and the cylindrical pressure vessel engineering example are used to verify the accuracy and efficiency of the proposed method.
作者 陈超 吕震宙
出处 《工程力学》 EI CSCD 北大核心 2016年第2期25-33,共9页 Engineering Mechanics
基金 国家自然科学基金项目(51175425) 高等学校博士学科点专项科研基金项目(20116102110003)
关键词 模糊分布参数 不确定性传递 参数全局灵敏度分析 效应指标 扩展蒙特卡罗模拟法 fuzzy distribution parameters propagation of uncertainties global sensitivity analysis effect index extended Monte Carlo simulation
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参考文献23

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二级参考文献40

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