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随机变量间相关系数的可靠性灵敏度
引用本文:袁涛,张义民,薛玉春,贺向东.随机变量间相关系数的可靠性灵敏度[J].吉林大学学报(工学版),2007,37(5):1116-1120.
作者姓名:袁涛  张义民  薛玉春  贺向东
作者单位:1. 吉林大学,机械科学与工程学院,长春,130022
2. 东北大学,机械工程与自动化学院,沈阳,110004
基金项目:辽宁省自然科学基金 , 中国博士后科学基金
摘    要:基于可靠性摄动分析法包含对基本随机变量间相关系数运算这一特点,通过最大可靠性误差计算分析基本随机变量间相关系数在可靠性分析中的重要性,通过可靠性灵敏度计算分析基本随机变量间相关系数的改变对结构可靠性的影响。实例计算以及编写的相应分析程序获得基本随机变量间相关系数引起的最大可靠性分析误差、对结构可靠性的影响程度等信息,说明了本文的方法在工程实际中的应用。本文研究结果为将基本随机变量作为独立变量处理从而简化可靠性分析运算,或确定相关系数对结构可靠性的影响以及重要程度提供理论根据。

关 键 词:机械设计  可靠性  摄动法  相关系数  灵敏度
文章编号:1671-5497(2007)05-1116-05
收稿时间:2006-08-23
修稿时间:2006年8月23日

Reliability sensitivity to the correlation coefficients among random variables
Yuan Tao,Zhang Yi-min,Xue Yu-chun,He Xiang-dong.Reliability sensitivity to the correlation coefficients among random variables[J].Journal of Jilin University:Eng and Technol Ed,2007,37(5):1116-1120.
Authors:Yuan Tao  Zhang Yi-min  Xue Yu-chun  He Xiang-dong
Affiliation:1. College of Mechanical Science and Engineering, Jilin University, Changchun 130022, China; 2. School of Mechanical Engineering and Automation, Northeastern University, Shen yang 110004, China
Abstract:Based on the characteristic of the reliability perturbation analysis including the calculation of the correlation coefficients among the basic random variables, the importance of the correlation coefficients in the reliability analysis was analyzed through calculations of the maximum error of the reliability analysis, and the effect of the correlation coefficients on the structural reliability through calculation of the reliability sensitivity. The methodology proposed in the paper was illustrated by an example, from which the information of the maximum error of the reliability analysis caused by the correlation coefficients and the effect of the correlation coefficient on the reliability analysis was obtained. The theory foundation was proposed to simplify calculation of the reliability analysis by regarding the basic random variables as uncorrelated variables and to determinate the effect of the correlation coefficients on the structural reliability and their importance level.
Keywords:mechanical design  reliability  perturbation method  correlation coefficient  sensitivity
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