结构系统可靠性及可靠性灵敏度分析的改进子集模拟法

 在再生自适应子集模拟(RASS)法的基础上,提出了一种改进的再生自适应子集模拟(MRASS)法以用于结构系统的可靠性及可靠性灵敏度分析。MRASS法继承了RASS法中马尔可夫链再生、延迟拒绝、自适应马尔可夫过程及分量各自采样等优点,并改进了自适应采样过程。MRASS法通过对产生的样本点的接受率与最佳接受率进行比较,有针对性地寻找合适的建议分布方差,提高了抽样的效率。工程算例的数值结果表明:MRASS法相比于RASS法及传统的子集模拟(SS)法,在处理具有高维随机变量、小失效概率及高度非线性特点的结构系统时,有更好的适应性、稳健性及精度。

Modified Subset Simulation Method for Reliability and Reliability Sensitivity Analysis of Structural System

Based on the regenerative adaptive subset simulation(RASS) method,a modified regenerative adaptive subset simulation(MRASS) method is proposed for reliability and reliability sensitivity analysis of structural system.The method not only inherits the advantages of the four main mechanisms by the RASS method,the regeneration algorithm,the delayed rejection algorithm,the adaptive Markov chain process and thecomponent-wise sampler,but also improves the adaptive Markov chain process.By comparing the current acceptance ratio with the proposed ratio,MRASS method is able to take a better proposal probability density function variance value.Thus,the appropriate variance of the proposal distribution can be found with a clear target,which can improve the efficiency of sampling.Several numerical and engineering examples are used to illustrate the advantages of the presented method.The results show that MRASS method is more efficient,precise and robust than RASS method and the traditional subset simulation(SS) method in dealing with structure system with highly-dimensional random variables,small failure probability and highly nonlinear limit state equations.