Reliability sensitivity method by line sampling

Zhenzhou Lu, Shufang Song, Zhufeng Yue, Jian Wang

科研成果: 期刊稿件文章同行评审

192 引用 (Scopus)

摘要

Reliability sensitivity refers to the derivative of the failure probability with respect to the distribution parameter of basic random variable. Conventionally, this requires repetitive evaluations of the failure probability for different distribution parameters, which is a direct but computationally expensive task. An efficient simulation algorithm is presented to perform reliability sensitivity analysis using the line sampling technique, which gives a good failure probability evaluation for high-dimensional problems and still presents a comparative one for low-dimensional problems. On the basis of the line sampling procedure for failure probability analysis, the concept and implementation are presented for reliability sensitivity. It is shown that the desired information about reliability sensitivity can be obtained by a very limited increase of computation effort based on the failure probability analysis by the line sampling technique. The presented reliability sensitivity algorithm is more efficient than the one based on the direct Monte Carlo technique, especially for cases where the failure probability is low and the number of random variables is large, which is illustrated by several examples. Additionally, limitations of the line sampling based reliability sensitivity method are demonstrated by a numerical example as well.

源语言英语
页(从-至)517-532
页数16
期刊Structural Safety
30
6
DOI
出版状态已出版 - 11月 2008

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