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可靠性灵敏度分析的一种偏倚蒙特卡罗方法
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作者 李静辉 康锐 ali mosleh 《北京航空航天大学学报》 EI CAS CSCD 北大核心 2011年第6期705-710,716,共7页
根据可靠性灵敏度分析的需求和特点,选择似然比方法作为基础的导数/梯度估计方法.立足经典可靠性系统和基于元件的蒙特卡罗方法,推导了原始蒙特卡罗仿真环境下的似然比导数估计方法.为加速仿真,进一步提出了一种偏倚技巧,该技巧在系统... 根据可靠性灵敏度分析的需求和特点,选择似然比方法作为基础的导数/梯度估计方法.立足经典可靠性系统和基于元件的蒙特卡罗方法,推导了原始蒙特卡罗仿真环境下的似然比导数估计方法.为加速仿真,进一步提出了一种偏倚技巧,该技巧在系统结构函数的基础上定义一个应用重要抽样的无偏估计量,并通过最小化该估计量的方差来获得最优偏倚参数值.该估计量拥有的一个重要优势是其方差优化任务可以分解到单个元件的层次上进行,从而避免了高维优化的难题.通过一个可解析求解的简单实例验证了似然比导数估计方法应用于可靠性灵敏度分析的有效性,以及所提出的偏倚技巧对于降低导数估计方差的有效性.对于所考虑的实例系统,提出的偏倚蒙特卡罗方法对各个感兴趣的量都给出了很好的估计,与原始蒙特卡罗方法相比,各个估计量的方差均降低了至少6个数量级. 展开更多
关键词 可靠性 灵敏度分析 蒙特卡罗方法 导数估计 梯度估计 似然比 重要抽样
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Simulation and uniform design-based automatic generation of risk scenarios
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作者 Jinghui Li Rui Kang +1 位作者 ali mosleh Xing Pan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2011年第6期1015-1022,共8页
This paper presents a methodology for automatically generating risk scenarios for dynamic reliability applications in which some dynamic characteristics(e.g.,the order,timing and magnitude of events,the value of relev... This paper presents a methodology for automatically generating risk scenarios for dynamic reliability applications in which some dynamic characteristics(e.g.,the order,timing and magnitude of events,the value of relevant process parameters and initial conditions) have a significant influence on the evolution of the system.The main idea of the methodology is:(i) making the system model "express itself" through simulation by having the model driven by an elaborated simulation engine;(ii) exploiting uniform design to pick out a small subset of representative design points from the space of relevant dynamic characteristics;(iii) for each selected design point,employing a depth-first systematic exploration strategy to cover all possible scenario branches at each branch point.A highly dynamic example adapted from the literature(a chemical batch reactor) is studied to test the effectiveness of the proposed methodology. 展开更多
关键词 risk scenarios automatic generation SIMULATION uniform design dynamic reliability.
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Simulation-based automatic generation of risk scenarios
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作者 Jinghui Li Rui Kang +1 位作者 ali mosleh Xing Pan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2011年第3期437-444,共8页
A methodology for automatically generating risk scenarios is presented.Its main idea is to let the system model "express itself" through simulation.This is achieved by having the simulation model driven by an elabor... A methodology for automatically generating risk scenarios is presented.Its main idea is to let the system model "express itself" through simulation.This is achieved by having the simulation model driven by an elaborated simulation engine,which:(i) manipulates the generation of branch points,i.e.event occurrence times;(ii) employs a depth-first systematic exploration strategy to cover all possible branch paths at each branch point.In addition,a backtracking technique,as an extension,is implemented to recover some missed risk scenarios.A widely discussed dynamic reliability example(a holdup tank) is used to aid in the explanation of and to demonstrate the effectiveness of the proposed methodology. 展开更多
关键词 risk scenario automatic generation SIMULATION risk assessment dynamic reliability.
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