The reliability and reliability sensitivity （ RS ） models are presented for the engineering problem involving truncated correlated normal variables （CNV）, and in the case an adaptive radial based sampling is used ...The reliability and reliability sensitivity （ RS ） models are presented for the engineering problem involving truncated correlated normal variables （CNV）, and in the case an adaptive radial based sampling is used to analyze the reliability and the RS. In the presented models, the truncated CNV is transformed to general CNV, and the value domains of the truncated CNV are treated as multiple failure modes, then the reliability and the RS with the truncated CNV are transformed to the general cases, on which an e^cient radial based sampling is used to analyze the trans- formed reliability and RS. An adaptive strategy is employed to search for the optimal radial in the sampling, by which the robustness of the method is improved. After the model concepts and the detailed implementation are given, several examples are presented to demonstrate the feasibility of the model and the efficiency of the solutions.展开更多
RECENTLY, a number of papers have been published concerning the asymptotic independentproperties of V X<sub>i</sub> and sum from 1 X<sub>i</sub> of weakly dependent stationary sequence {X<su...RECENTLY, a number of papers have been published concerning the asymptotic independentproperties of V X<sub>i</sub> and sum from 1 X<sub>i</sub> of weakly dependent stationary sequence {X<sub>i</sub>}.In this letter, let {X<sub>i</sub>} be a standard normal sequence of random variables with zero meanand unit variance and write r<sub>ij</sub>=cov（X<sub>i</sub>, X<sub>j</sub>）.展开更多
基金support of the Natural Science Foundation of China (NSFC10572117and 50875213)Aviation Science Foundation(2007ZA53012)863 Project (2007AA04Z401)
文摘The reliability and reliability sensitivity （ RS ） models are presented for the engineering problem involving truncated correlated normal variables （CNV）, and in the case an adaptive radial based sampling is used to analyze the reliability and the RS. In the presented models, the truncated CNV is transformed to general CNV, and the value domains of the truncated CNV are treated as multiple failure modes, then the reliability and the RS with the truncated CNV are transformed to the general cases, on which an e^cient radial based sampling is used to analyze the trans- formed reliability and RS. An adaptive strategy is employed to search for the optimal radial in the sampling, by which the robustness of the method is improved. After the model concepts and the detailed implementation are given, several examples are presented to demonstrate the feasibility of the model and the efficiency of the solutions.
文摘RECENTLY, a number of papers have been published concerning the asymptotic independentproperties of V X<sub>i</sub> and sum from 1 X<sub>i</sub> of weakly dependent stationary sequence {X<sub>i</sub>}.In this letter, let {X<sub>i</sub>} be a standard normal sequence of random variables with zero meanand unit variance and write r<sub>ij</sub>=cov（X<sub>i</sub>, X<sub>j</sub>）.
