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工程力学  2014 

基于条件期望的改进线抽样方法及其应用

DOI: 10.6052/j.issn.1000-4750.2012.11-0863, PP. 34-39

Keywords: 线抽样,方差,条件期望,维数,核密度估计

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Abstract:

为减小线抽样可靠性及灵敏度分析计算结果的方差,该文在可靠性与可靠性灵敏度线抽样计算公式中巧妙地运用全方差原理,引入了条件期望,对传统计算方法进行了改进,同时为避免直接计算条件期望将导致计算量增加的问题,该文将计算公式进一步转化成与基本变量维数无关的形式,并采用核密度估计的方法进行求解。该文最后运用MATLAB软件将该文方法应用于工程实例分析,结果均表明:通过对传统线抽样方法的改进,有效地提高了线抽样方法求解失效概率和灵敏度的收敛性和稳定性。

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