| IMPROVED STRATIFIED SAMPLING MONTE CARLO METHOD TO ANALYZE RELIABILITY OF STRUCTURAL SYSTEMS |
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| 作者姓名： | Li Qiang Feng Yuansheng |
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| 作者单位： | Department Of Aircraft Engineering，Northwestern PolytechnIcal University，XI'an，China，710072 |
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| 摘 要： | ＩＭＰＲＯＶＥＤＳＴＲＡＴＩＦＩＥＤＳＡＭＰＬＩＮＧＭＯＮＴＥＣＡＲＬＯＭＥＴＨＯＤＴＯＡＮＡＬＹＺＥＲＥＬＩＡＢＩＬＩＴＹＯＦＳＴＲＵＣＴＵＲＡＬＳＹＳＴＥＭＳＬｉＱｉａｎｇ；ＦｅｎｇＹｕａｎｓｈｅｎｇ（ＤｅｐａｒｔｍｅｎｔＯｆＡｉｒｃｒａｆｔＥｎ...
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IMPROVED STRATIFIED SAMPLING MONTE CARLO METHOD TO ANALYZE RELIABILITY OF STRUCTURAL SYSTEMS |
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| Li Qiang, Feng Yuansheng.IMPROVED STRATIFIED SAMPLING MONTE CARLO METHOD TO ANALYZE RELIABILITY OF STRUCTURAL SYSTEMS[J].Chinese Journal of Aeronautics,1996(1). |
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| Authors: | Li Qiang Feng Yuansheng |
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| Abstract: | A stratified sampling Monte Carlo method to analyze the reliability of structural systems is presented. Introducing a small exploratory simulation, this method overcomes the difficulties for getting the systematic sampling probability of all the strata. Several useful and efficient stratification methods are given and the strategies of stratification and simulation are studied. A general conclusion has been presented corresponding to actual engineering structures. The strict theoretical proof has been given,and it is especially effective to solve probabilistic integration. Statistic error of evaluating failure probability is reduced obviously. Especially in highly non-linear and nonreonvex problems, it is more accurate than other methods. Compared with other variance reduction techniques, this method can obtain a more obvious variance reduction and an increased sampling efficiency. Moreover, without strict limiting condition, it is convenient to use. This method is especially suitable to solve the reliability problem of structural systems with multiple failure modes and highly non-linear safety margin equations. |
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| Keywords: | structural reliability strata sampling Monte Carlo method |
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