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| A novel β hyper-plane based importance sampling method |
| Received:April 13, 2009 Revised:November 16, 2009 |
| View Full Text View/Add Comment Download reader |
| DOI：10.7511/jslx201103022 |
| KeyWord:design point β hyper-plane β hyper-plane based importance sampling method failure probability |
| Author | Institution |
| 张峰 |
西北工业大学 工程力学系,西安 ;西北工业大学航空学院, 西安 |
| 吕震宙 |
西北工业大学 工程力学系,西安 |
| 赵新攀 |
西北工业大学航空学院, 西安 |
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| Abstract: |
| A novel β hyper-plane based importance sampling method is presented to estimate failure probability of structure. Based on β section, a virtual hyper-plane tangent to the failure surface, the variable space is separated into the importance region R and the unimportance region S, on which the truncated importance sampling functions hR(x) and hS(x) are established respectively. The sampling numbers generated from hR(x) and hS(x) are dependent on the contributions of R and S to the failure probability, and they are determined by the iterative simulations. The formulae of the failure probability estimation, the variance and the coefficient of variation are derived for the presented β hyper-plane importance sampling method. The presented method is suitable for the failure probability estimation of both a single failure mode and multiple failure modes in parallel. The examples show that the presented method is more efficient than the traditional importance sampling method. |
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