摘要
为减小线抽样可靠性及灵敏度分析计算结果的方差,该文在可靠性与可靠性灵敏度线抽样计算公式中巧妙地运用全方差原理,引入了条件期望,对传统计算方法进行了改进,同时为避免直接计算条件期望将导致计算量增加的问题,该文将计算公式进一步转化成与基本变量维数无关的形式,并采用核密度估计的方法进行求解。该文最后运用MATLAB软件将该文方法应用于工程实例分析,结果均表明:通过对传统线抽样方法的改进,有效地提高了线抽样方法求解失效概率和灵敏度的收敛性和稳定性。
In order to reduce the variance in calculating the reliability and sensitivity with the line sampling method, a total variance formula is subtly employed and a conditional expectation is introduced to improve the traditional method. At the same time, the reliability and sensitivity formulae are respectively transformed into a form that is independent of the dimension of the input variables and then solved by the kernel density estimation method, so that solving the conditional expectation with demanding computation is avoided. The proposed method is applied to some engineering examples with MATLAB software, and the results all show that the improvement in the traditional line sampling method has made an obvious contribution to the convergency and stability of the failure probability and sensitivity.
出处
《工程力学》
EI
CSCD
北大核心
2014年第4期34-39,共6页
Engineering Mechanics
基金
航空基金项目(2011ZA53015)
关键词
线抽样
方差
条件期望
维数
核密度估计
line sampling
variance
conditional expectation
dimension
kernel density estimation
