基于失效概率偏导数的局部与全局混合灵敏度分析

基于失效概率偏导数的局部灵敏度与矩独立的全局灵敏度定义了一种新的混合灵敏度指标，该灵敏度指标不仅继承了传统的矩独立灵敏度的优点，而且反映了矩独立灵敏度和基于方差的灵敏度之间的内在联系。针对该矩独立的混合灵敏度指标计算量大的问题，该文首先将其转化为基于方差的混合灵敏度指标，然后利用能够高效计算条件矩的态相关参数(SDP)法进行求解。为了进一步提高计算效率，该文建立了基于重要抽样和截断重要抽样的SDP方法。算例结果验证了该文所提指标的合理性及所提方法的准确性。方法方法

A MIXTURE OF LOCAL AND GLOBAL SENSITIVITY ANALYSIS BASED ON THE DERIVATIVE OF FAILURE PROBABILITY

A new mixed-sensitivity index is proposed by combining the derivative based the local sensitivity of failure probability with the moment independent global sensitivity. The mixed-sensitivity index inherits the advantages of the traditional moment independent sensitivity, and it reflects the intrinsic relationship between the moment independent sensitivity and the variance based one. For solving the large computational cost, the proposed index is first transformed into the variance based mixed-sensitivity, then the high efficient state dependent parameter (SDP) method for the calculation of the conditional moments can be employed to calculate it efficiently. To further improve the computational efficiency, the importance sampling based SDP method and the truncated importance sampling based SDP method are proposed respectively. Several examples are employed to illustrate the reasonability of the proposed index and the accuracy of the proposed method.