计算力学学报2012，Vol.29Issue(6)：841-846,6.
基于分层抽样法的可靠性灵敏度分析
Stratified sampling algorithm based reliability sensitivity
摘要
Abstract
Reliability sensitivity analysis is implemented by the stratified sampling technique in this pa- per. The basic idea of the stratified sampling method can be stated as follows. The random space is divid- ed 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 esti- mators 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 effi ciency and is versatile for single failure model, serial system, parallel system, etc.关键词
可靠性/可靠性灵敏度/分层抽样法/Monte/Carlo法/失效概率Key words
reliability reliability sensitivity stratified sampling method Monte Carlo method failureprobability分类
通用工业技术引用本文复制引用
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):841-846,6.基金项目
高等学校学科创新引智计划项目 （）
西北工业大学基础研究基金（JC20100232）资助项目. （）
