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Reliability Sensitivity Algorithm Based on stratified Importance sampling method for Multiple Failure Modes Systems

Chinese Journal of Aeronautics 2010年第6期23卷 660-669页

作者： Zhang Feng Lu Zhenzhou Cui Lijie Song Shufang School of Mechanics and Civil and Architecture Northwestern Polytechnical University Xi 'an 710072 China School of Aeronautics Northwestern Polyteehnical University. Xi 'an 710072 China

Combining the advantages of the stratified sampling and the importance sampling, a stratified importance sampling method （SISM） is presented to analyze the reliability sensitivity for structure with multiple failure modes. In the presented method, the variable space is divided into several disjoint subspace by n-dimensional coordinate planes at the mean point of the random vec- tor, and the importance sampling functions in the subspaces are constructed by keeping the sampling center at the mean point and augmenting the standard deviation by a factor of 2. The sample size generated from the importance sampling function in each subspace is determined by the contribution of the subspace to the reliability sensitivity, which can be estimated by iterative simulation in the sampling process. The formulae of the reliability sensitivity estimation, the variance and the coefficient of variation are derived for the presented SISM. Comparing with the Monte Carlo method, the stratified sampling method and the importance sampling method, the presented SISM has wider applicability and higher calculation efficiency, which is demonstrated by numerical examples. Finally, the reliability sensitivity analysis of flap structure is illustrated that the SISM can be applied to engineering structure.

关键词： multiple failure modes reliability sensitivity Monte Carlo simulation stratified sampling method importance sam-piing method stratified importance sampling method (SISM)

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