Efficient metamodel-based importance sampling coupled with single-loop estimation method for parameter global reliability sensitivity analysis

Wanying Yun, Fengyuan Li, Xiangming Chen, Zhe Wang

科研成果: 期刊稿件文章同行评审

1 引用 (Scopus)

摘要

To efficiently estimate the main effects and total effects of uncertain distribution parameters on the uncertainty of failure probability, we construct single-loop estimation formulas by introducing auxiliary variables through the equal probability transformation. This approach circumvents the original nested triple-loop process. For generating samples used in the derived single-loop estimation formulas, direct Monte Carlo simulation can be employed. To reduce the number of samples in Monte Carlo simulation, the important sampling technique can be integrated into the proposed single-loop estimation formulas. Additionally, to enhance the efficiency of identifying the states (failure or safety) of all used samples, an adaptive Kriging model can be introduced. Subsequently, the adaptive Kriging model coupled with Monte Carlo simulation, and the adaptive Kriging model coupled with the importance sampling technique, are integrated into the derived single-loop formulas to concurrently and efficiently estimate the main effects and total effects of uncertain distribution parameters. The results of three case studies validate the accuracy and efficiency of the proposed method.

源语言英语
文章编号103597
期刊Probabilistic Engineering Mechanics
76
DOI
出版状态已出版 - 4月 2024

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