可靠性灵敏度分析的自适应重要抽样法

基于全局优化的模拟退火方法,提出了结构可靠性灵敏度分析的自适应重要抽样方法。所提方法由模拟退火来逐步寻找结构最可能失效点,通过逐步优化的最可能失效点来构建可靠性灵敏度分析所需的重要抽样函数。从重要抽样密度函数中抽取样本,来对结构可靠性灵敏度作无偏估计,推导了可靠性灵敏度估计量方差和变异系数的计算公式。与基于Monte-Carlo法的可靠性参数灵敏度分析相比,该方法具有更高的抽样效率,算例证明了所提方法的优越性。

AN ADAPTIVE IMPORIANCE SAMPLING METHOD FOR ESTIMATION OF RELIABILITY SENSITIVITY

On the basis of the simulated annealing algorithm for global optimization, an adaptive importance sampling method is presented for evaluation of reliability sensitivity. In the presented method, the simulated annealing optimization is employed to seek, in the failure region gradually, the most probable failure point used as the sampling center of the adaptive importance sampling function. The samples generated by the adaptive importance sampling functions are utilized to estimate the reliability sensitivity. The reliability sensitivity evaluation, the variance and the variation coefficient of the evaluation are derived for the adaptive importance sampling based on the reliability sensitivity method. Compared to the Monte-Carlo method through the demonstration of examples, it can be observed that the presented method is more efficient.