| 张峰,唐樟春,刘永寿,岳珠峰.基于分层抽样法的可靠性灵敏度分析[J].计算力学学报,2012,29(6):841~846 |
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| 基于分层抽样法的可靠性灵敏度分析 |
| Stratified sampling algorithm based reliability sensitivity |
| 投稿时间：2011-09-22 修订日期：2012-03-20 |
| DOI：10.7511/jslx20126006 |
| 中文关键词: 可靠性 可靠性灵敏度 分层抽样法 Monte Carlo法 失效概率 |
| 英文关键词:reliability reliability sensitivity stratified sampling method Monte Carlo method failure probability |
| 基金项目:高等学校学科创新引智计划项目(B07050); 西北工业大学基础研究基金(JC20100232) 资助项目. |
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| 中文摘要: |
| 提出基于分层抽样的可靠性灵敏度分析方法。该方法将变量空间分割成多个互斥子空间,根据子空间对可靠性灵敏度估计值贡献率的大小来分配子空间的抽取的样本量,这种抽样策略使得更多的样本来源于失效域,从而达到降低估计方差、提高了收敛速度的目的。本文还推导了基于分层抽样法的可靠性灵敏度估计值的方差和变异系数。三个算例显示出分层抽样在单模式、多模式并联、多模式串联结构可靠性灵敏度分析上的可行性和优越性。 |
| 英文摘要: |
| Reliability sensitivity analysis is implemented by the stratified sampling technique in this paper.The basic idea of the stratified sampling method can be stated as follows.The random space is divided into many exclusive sub-spaces firstly,and then the number of the samples lying in each sub-space is determined by its’ contribution to the estimator of the reliability sensitivity.More failure samples can be obtained by this strategy than by the crude Monte Carlo simulation.Hence,the corresponding variance of estimator of the reliability sensitivity can be reduced evidently and the convergence rate can be improved remarkably.The expression for the reliability sensitivity,the variance and variation coefficient of the estimators are derived in details.Three examples are employed to demonstrate the efficiency and accuracy of the presented approach.The results’ comparison between the proposed technique and the Monte Carlo method is given.The results show that the presented method can obtain satisfying results with high efficiency and is versatile for single failure model,serial system,parallel system,etc. |
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