Sensitivity of Sample for Simulation-Based Reliability Analysis Methods

In structural reliability analysis,simulation methods are widely used.The statistical characteristics of failure probability estimate of these methods have been well investigated.In this study,the sensitivities of the failure probability estimate and its statistical characteristics with regard to sample,called‘contribution indexes’,are proposed to measure the contribution of sample.The contribution indexes in four widely simulation methods,i.e.,Monte Carlo simulation(MCS),importance sampling(IS),line sampling(LS)and subset simulation(SS)are derived and analyzed.The proposed contribution indexes of sample can provide valuable information understanding the methods deeply,and enlighten potential improvement of methods.It is found that the main differences between these investigated methods lie in the contribution indexes of the safety samples,which are the main factors to the efficiency of the methods.Moreover,numerical examples are used to validate these findings.

Reliability and Sensitivity Analysis of Transonic Flutter Using Improved Line Sampling Technique

The improved line sampling （LS） technique, an effective numerical simulation method, is employed to analyze the probabilistic characteristics and reliability sensitivity of flutter with random structural parameter in transonic flow. The improved LS technique is a novel methodology for reliability and sensitivity analysis of high dimensionality and low probability problem with implicit limit state function, and it does not require any approximating surrogate of the implicit limit state equation. The improved LS is used to estimate the flutter reliability and the sensitivity of a two-dimensional wing, in which some structural properties, such as frequency, parameters of gravity center and mass ratio, are considered as random variables. Computational fluid dynamics （CFD） based unsteady aerodynamic reduced order model （ROM） method is used to construct the aerodynamic state equations. Coupling structural state equations with aerodynamic state equations, the safety margin of flutter is founded by using the critical velocity of flutter. The results show that the improved LS technique can effectively decrease the computational cost in the random uncertainty analysis of flutter. The reliability sensitivity, defined by the partial derivative of the failure probability with respect to the distribution parameter of random variable, can help to identify the important parameters and guide the structural optimization design.

The CDF and its sensitivity analysis of stochastic structure with stochastic excitation by advanced stratified line sampling

For the stochastic structure with stochastic excitation, an advanced stratified line sampling (SLS) method is presented to obtain the cumulative distribution function (CDF) of the structural response and its sensitivity. The advanced stratified line sampling method introduces a set of middle failure subsets firstly. And for each subset, the conventional line sampling can be used to obtain the corresponding value of the response's CDF. At the same time, the sensitivity estimations of each failure subset can also be computed by modifying the important direction and corresponding reliability coefficients. The properties of CDF sensitivity are proved while the performance function is linear with normal random variables. After two simple examples are used to demonstrate the properties of CDF sensitivity and the feasibility of the presented method, the method employed to analyze the CDF and corresponding sensitivity of root bending moment (RBM) responses for the stochastic BAH is wing with gust excitation to a square-edged gust and to a Dryden gust. The results show that the parameters of the second and the fifth order modals exert more influence on the CDF of response than the other ones, and the presented SLS method can more significantly reduce the computational cost compared with Monte Carlo simulation (MCS).

Confident Estimation for Density of a Biological Population Based on Line Transect Sampling

Line transect sampling is a very useful method in survey of wildlife population. Confident interval estimation for density D of a biological population is proposed based on a sequential design. The survey area is occupied by the population whose size is unknown. A stopping rule is proposed by a kernel-based estimator of density function of the perpendicular data at a distance. With this stopping rule, we construct several confidence intervals for D by difference procedures. Some bias reduction techniques are used to modify the confidence intervals. These intervals provide the desired coverage probability as the bandwidth in the stopping rule approaches zero. A simulation study is also given to illustrate the performance of this proposed sequential kernel procedure.

ABCLS method for high-reliability aerospace mechanism with truncated random uncertainties

The random variables are always truncated in aerospace engineering and the truncated distribution is more feasible and effective for the random variables due to the limited samples available.For high-reliability aerospace mechanism with truncated random variables, a method based on artificial bee colony（ABC） algorithm and line sampling（LS） is proposed.The artificial bee colony-based line sampling（ABCLS） method presents a multi-constrained optimization model to solve the potential non-convergence problem when calculating design point（is also as most probable point, MPP） of performance function with truncated variables; by implementing ABC algorithm to search for MPP in the standard normal space, the optimization efficiency and global searching ability are increased with this method dramatically.When calculating the reliability of aerospace mechanism with too small failure probability, the Monte Carlo simulation method needs too large sample size.The ABCLS method could overcome this drawback.For reliability problems with implicit functions, this paper combines the ABCLS with Kriging response surface method,therefore could alleviate computational burden of calculating the reliability of complex aerospace mechanism.A numerical example and an engineering example are carried out to verify this method and prove the applicability.