Reliability sensitivity algorithm based on line sampling

Shufang Song, Zhenzhou Lu, Lin Fu

Research output: Contribution to journalArticlepeer-review

12 Scopus citations

Abstract

In this paper, reliability sensitivity algorithm based on line sampling is presented. In the line sampling for structural reliability analysis, the failure probability Pf of structure is calculated by averaging the failure probability Pfj(j = 1, ⋯, N) corresponding to each simulated sample. From Pf in the line sampling, the reliability sensitivity of Pf with respect to the distribution parameter θ, i.e. ∂Pf/∂θ, can be calculated by averaging ∂Pfj/∂θ, and ∂Pfj/∂θ can be obtained by using the analytical relationship between Pfj and θ. The expressions of ∂Pfj/∂θ and ∂Pf/∂θ are derived in detail. With the use of the line sampling, reliability sensitivity algorithm enjoys the advantages of the line sampling, such as high precision, high efficiency and wide applicability in high dimensions and multiple failure modes. Examples are used to show the advantages of the presented reliability sensitivity algorithm.

Original languageEnglish
Pages (from-to)564-570
Number of pages7
JournalLixue Xuebao/Chinese Journal of Theoretical and Applied Mechanics
Volume39
Issue number4
StatePublished - Jul 2007

Keywords

  • Distribution parameter
  • Failure probability
  • Important direction
  • Line sampling
  • Reliability sensitivity

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