摘要
本文在探讨将原分布函数平移适当距离后作为重要性函数，提出了重要性抽样的Ｍｏｎｔｅ一Ｃａｒｌｏ模拟的迭代计算方法。依据前次迭代模拟计算中失效点的中值与重要性函数之间距离应保持合适的距离来确定本次迭代计算中原分布函数应平移的距离。经迭代多次后即可获得最佳的平移距离与精确计算结果。本方法在算例中被证实是有效的。
On the basis of the exploration of the original distributional function as the importancefunction after shifting an appropriate distance,this paper proposed an iterative algorithm of theMonte Carlo simulation with the importance sampling。On the account of distance between medi-ans of failure points resulting from the previous iteration and the peak point of the importancefunction being kept up an appropriate distance,the shifting distance of this iteration can be deter-mined.And so the optimum shifting distance and precise calculational results can be obtained afterseveral times of iteration。 The iterative algorithm is proved to be very efficient in the calculationalexamples。
出处
《太原重型机械学院学报》
1994年第3期191-197,共7页
Journal of Taiyuan Heavy Machinery Institute
关键词
重要性函数
蒙特卡罗法
断裂概率
importance function
Monte一Carlo method
fracture probability
