Dynamic reliability calculation based on importance sampling method
Received:September 17, 2007  
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DOI:10.7511/jslx20096016
KeyWord:importance sampling  dynamic reliability  elementary failure regions  amplificatory factor of variance  power spectral density
     
AuthorInstitution
刘佩 北京交通大学 土木建筑工程学院,北京
姚谦峰 北京交通大学 土木建筑工程学院,北京
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Abstract:
      Three importance sampling methods for dynamic reliability calculation are compared for the first time. Some complement and modification are made to the original three methods. The first approach is a new approach named elementary failure regions method. The method of generating random numbers is proposed. Importance sampling density function is proposed according to conditional probability density functions of elementary failure regions and the weights. The second approach presents detailed importance sampling density function through amplificatory factor of variance and character of the excitation. The amplification of variance can increase the chance of structural failure. Only the amplitudes of the excitation are generated with importance sampling density function for the third approach. The power spectral density of the structural response is used to augment variances of amplitudes. Joint probability density function of amplitude sample is suggested to equal to the product of probability density functions of amplitude sample elements. Characters of the three approaches are compared through an example. The results show that the calculation efficiency of each of the three approaches is much higher than Monte-Carlo method. Calculation efficiency of the first approach is the best.