国防科技大学学报2017，Vol.39Issue(2)：49-56,8.DOI:10.11887/j.cn.201702007
区域和参数化可靠性灵敏度指标及其解法
New regional and parametric reliability sensitivities and their computational methods
摘要
Abstract
Based on the variance-based global reliability sensitivity index, new regional and parametric sensitivity indices were defined respectively to measure how the sensitivity indices of the whole inputs change when the distribution range of one input is changed or its variance is decreased.Then these two proposed indices were described by PCC (Pearson correlation coefficient) between the unconditional failure indicator and its pick-frozen replication.Based on the transformation, two methods based on PCC were proposed to compute the proposed regional and parametric sensitivity indices.One method was based on Monte Carlo method and iterating sampling, whereas the other one was based on IS (importance sampling) and reusing the samples without extra computational cost, so the computational efficiency of the second method was much higher.The feasibility of the proposed regional and parametric indices, the accuracy and high efficiency of the proposed methods were demonstrated by the results of several examples.关键词
Pearson相关系数/区域和参数灵敏度/蒙特卡洛/重要抽样Key words
Pearson correlation coefficient/regional and parametric sensitivity/Monte Carlo/importance sampling分类
通用工业技术引用本文复制引用
李宝玉,张磊刚,师娇,余雄庆..区域和参数化可靠性灵敏度指标及其解法[J].国防科技大学学报,2017,39(2):49-56,8.基金项目
国家部委基金资助项目(6140244010216HT15001) （6140244010216HT15001）
