固体力学学报
固體力學學報
고체역학학보
ACTA MECHANICA SOLIDA SINICA
2010年
2期
205-210
,共6页
线抽样%鞍点估计%标准正态分布%失效概率%累积分布函数
線抽樣%鞍點估計%標準正態分佈%失效概率%纍積分佈函數
선추양%안점고계%표준정태분포%실효개솔%루적분포함수
line sampling(LS)%saddlepoint approximation(SA)%standard normal distribution%failure probability%cumulative distribution function (CDF)
结合鞍点概率分布估计和传统线抽样方法的优点.提出了非正态变量可靠性分析的鞍点线抽样方法.传统的线抽样方法对非正态变量可靠性问题进行分析时需将非正态变量等价转换为标准正态变量,这种非线性转换将增加响应功能函数的非线性程度,进而加大了转换后响应函数失效概率估计的难度.所提鞍点线抽样方法则无需将非正态变量转化为标准正态变量,它利用鞍点概率分布估计方法可以直接估计非正态变量空间中线性响应函数概率分布的特点,并利用线抽样方法可以将非线性功能函数的失效概率转化为一系列线性功能函数失效概率平均值进行估计的优点,实现了非正态变量空间非线性功能函数失效概率的高精度估计.鞍点线抽样方法使用前需将变量进行标准化变换,这种变换是线性的,通过对变量的标准化变换可以消除变量的量纲,从而使得标准化变量空间概率分布更具规律性.理论推导可以证明:鞍点线抽样方法在基本变量服从正态分布时将退化为传统的线抽样方法.算例验证结果表明:针对非线性功能函数的可靠性问题,鞍点线抽样方法比传统的直接鞍点估计具有更高的精度,比直接Monte Carlo模拟有更高的效率.
結閤鞍點概率分佈估計和傳統線抽樣方法的優點.提齣瞭非正態變量可靠性分析的鞍點線抽樣方法.傳統的線抽樣方法對非正態變量可靠性問題進行分析時需將非正態變量等價轉換為標準正態變量,這種非線性轉換將增加響應功能函數的非線性程度,進而加大瞭轉換後響應函數失效概率估計的難度.所提鞍點線抽樣方法則無需將非正態變量轉化為標準正態變量,它利用鞍點概率分佈估計方法可以直接估計非正態變量空間中線性響應函數概率分佈的特點,併利用線抽樣方法可以將非線性功能函數的失效概率轉化為一繫列線性功能函數失效概率平均值進行估計的優點,實現瞭非正態變量空間非線性功能函數失效概率的高精度估計.鞍點線抽樣方法使用前需將變量進行標準化變換,這種變換是線性的,通過對變量的標準化變換可以消除變量的量綱,從而使得標準化變量空間概率分佈更具規律性.理論推導可以證明:鞍點線抽樣方法在基本變量服從正態分佈時將退化為傳統的線抽樣方法.算例驗證結果錶明:針對非線性功能函數的可靠性問題,鞍點線抽樣方法比傳統的直接鞍點估計具有更高的精度,比直接Monte Carlo模擬有更高的效率.
결합안점개솔분포고계화전통선추양방법적우점.제출료비정태변량가고성분석적안점선추양방법.전통적선추양방법대비정태변량가고성문제진행분석시수장비정태변량등개전환위표준정태변량,저충비선성전환장증가향응공능함수적비선성정도,진이가대료전환후향응함수실효개솔고계적난도.소제안점선추양방법칙무수장비정태변량전화위표준정태변량,타이용안점개솔분포고계방법가이직접고계비정태변량공간중선성향응함수개솔분포적특점,병이용선추양방법가이장비선성공능함수적실효개솔전화위일계렬선성공능함수실효개솔평균치진행고계적우점,실현료비정태변량공간비선성공능함수실효개솔적고정도고계.안점선추양방법사용전수장변량진행표준화변환,저충변환시선성적,통과대변량적표준화변환가이소제변량적량강,종이사득표준화변량공간개솔분포경구규률성.이론추도가이증명:안점선추양방법재기본변량복종정태분포시장퇴화위전통적선추양방법.산례험증결과표명:침대비선성공능함수적가고성문제,안점선추양방법비전통적직접안점고계구유경고적정도,비직접Monte Carlo모의유경고적효솔.
For reliability analysis of non-linear limit state function with non-normal random variables,a novel line sampling method based on saddlepoint approximation (LS_SA) is presented.For the structural reliability problem with non-normal variables,traditional line sampling reliability analysis method requires the transformation from the original non-normal variable space into the equivalent standard normal space.This transformation is nonlinear,which tends to increase the nonlinearity of the performance function and difficulty of estimating the failure probability.The presented LS_SA method does not require this nonlinear transformation.By use of SA to estimate the probability distribution directly for the linear performance function with non-normal variables,and the traditional LS method expressing the failure probability of nonlinear performance function as the arithmetic average of a set of failure probabilities of the linear performance functions,the presented method can realize the high precision estimation of the failure probability of non-linear limit state function with non-normal variables.Before employing LS_SA method,the linear standardized transformation is needed to eliminate the dimensions of variables.The theoretical derivation verifies that the LS_SA method degenerates into traditional LS method when all the random variables are normally distributed.The results of the illustrations show that the presented method has higher precision than the direct SA for non-linear performance function reliability problem.