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贡金鑫,何世钦,赵国藩.结构可靠度模拟的方向重要抽样法[J].计算力学学报,2003,20(6):655~661
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结构可靠度模拟的方向重要抽样法
Structural reliability analysis by importance directional simulation
  修订日期:2002-02-28
DOI:10.7511/jslx20036126
中文关键词:  方向抽样法 结构可靠度 Monte—Carlo模拟 抽样效率 球坐标系 参数取值
英文关键词:structures,reliability,Monte-Carlo simulation,important sampling
基金项目:国家自然科学基金(50078009)资助项目.
贡金鑫  何世钦  赵国藩
大连理工大学土木水利学院结构工程研究所,大连理工大学土木水利学院结构工程研究所,大连理工大学土木水利学院结构工程研究所 辽宁大连116023,辽宁大连116023,辽宁大连116023
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中文摘要:
      方向抽样法是结构可靠度Monte—Carlo模拟的方法之一。同其他的抽样方法一样,为提高抽样效率,需进行重要抽样。本文提出一种新的方向重要抽样法,该方法通过构造以验算点为球心的椭球,将以验算点为抽样中心的方向矢量变换为以原坐标系原点为中心的方向矢量,进而建立重要方向抽样的失效概率估计公式。在这种方法中,所构造的椭球半轴的长度为待定参数。分析表明,对于实际结构中的非闭合型极限状态方程,理论上应使与极限状态曲面正交的半轴的长度大于由一次二阶矩方法计算的可靠指标,本文建议取可靠指标值的1.1—1.2倍,其余半轴的长度可通过优化确定,本文采用了边模拟边优化的方法。算例分析表明,本文方法可以大大提高模拟的效率和精度,在随机变量数目较多时效果更为明显。
英文摘要:
      It is one of attractive method for Monte-Carlo simulation of structural reliability in sphere coordinate system. To improve the simulation efficiency and accuracy, important sampling is necessary. A new important directional sampling approach is developed in this paper. By means of an ellipsoid whose center is located at the design point on the limit state surface, the directional vectors sampled at the design point were transmitted into directional vectors centered at the origin. Thus the formula to estimate the failure probability was set up. It is shown that the length of half axle that orthogonal to the limit state surface at design point should be larger than the reliability index computed based on First-Order Second-Moment method. The length of remained half axles can be determined based on optimization procedure. For the purpose of simplicity, an identical value was suggested. Numerical examples indicate that the approach presented is simple and efficiency.
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