Combining the advantages of the stratified sampling and the importance sampling, a stratified importance sampling method （SISM） is presented to analyze the reliability sensitivity for structure with multiple failure...Combining the advantages of the stratified sampling and the importance sampling, a stratified importance sampling method （SISM） is presented to analyze the reliability sensitivity for structure with multiple failure modes. In the presented method, the variable space is divided into several disjoint subspace by n-dimensional coordinate planes at the mean point of the random vec- tor, and the importance sampling functions in the subspaces are constructed by keeping the sampling center at the mean point and augmenting the standard deviation by a factor of 2. The sample size generated from the importance sampling function in each subspace is determined by the contribution of the subspace to the reliability sensitivity, which can be estimated by iterative simulation in the sampling process. The formulae of the reliability sensitivity estimation, the variance and the coefficient of variation are derived for the presented SISM. Comparing with the Monte Carlo method, the stratified sampling method and the importance sampling method, the presented SISM has wider applicability and higher calculation efficiency, which is demonstrated by numerical examples. Finally, the reliability sensitivity analysis of flap structure is illustrated that the SISM can be applied to engineering structure.展开更多
Based on the observation of importance sampling and second order information about the failure surface of a structure, an importance sampling region is defined in V-space which is obtained by rotating a U-space at the...Based on the observation of importance sampling and second order information about the failure surface of a structure, an importance sampling region is defined in V-space which is obtained by rotating a U-space at the point of maximum likelihood. The sampling region is a hyper-ellipsoid that consists of the sampling ellipse on each plane of main curvature in V-space. Thus, the sampling probability density function can be constructed by the sampling region center and ellipsoid axes. Several examples have shown the efficiency and generality of this method.展开更多
We investigate the phenomena of spontaneous symmetry breaking for φ^4 model on a square lattice in the parameter space by using the potential importance samplingmethod, which was proposed by Milchev, Heermann, and Bi...We investigate the phenomena of spontaneous symmetry breaking for φ^4 model on a square lattice in the parameter space by using the potential importance samplingmethod, which was proposed by Milchev, Heermann, and Binder [J. Star. Phys. 44 （1986） 749]. The critical values of the parameters allow us to determine the phase diagram of the model. At the same time, some relevant quantifies such as susceptibility and specific heat are also obtained.展开更多
During the life of an offshore structure, its structural strength declines due to various kinds of damages related to the time factor. In this paper, four major kinds of damages, including damages caused by fatigue, d...During the life of an offshore structure, its structural strength declines due to various kinds of damages related to the time factor. In this paper, four major kinds of damages, including damages caused by fatigue, dent, corrosion and marine life, are discussed. Based on these analyses, formulas for the evaluation of the damaged structure reliability are derived. Furthermore the computer program ISM for the analysis of structural reliability is developed by the use of Advanced First Order Second Moment method and Monte-Carlo Importance Sampling method. The reliability of a turbular joint and a beam are studied as numerical examples. The results show that the theory and the analysis method given in this paper are reasonable and effective.展开更多
基金National Natural Science Foundation of China (10572117,10802063,50875213)Aeronautical Science Foundation of China (2007ZA53012)+1 种基金New Century Program For Excellent Talents of Ministry of Education of China (NCET-05-0868)National High-tech Research and Development Program (2007AA04Z401)
文摘Combining the advantages of the stratified sampling and the importance sampling, a stratified importance sampling method （SISM） is presented to analyze the reliability sensitivity for structure with multiple failure modes. In the presented method, the variable space is divided into several disjoint subspace by n-dimensional coordinate planes at the mean point of the random vec- tor, and the importance sampling functions in the subspaces are constructed by keeping the sampling center at the mean point and augmenting the standard deviation by a factor of 2. The sample size generated from the importance sampling function in each subspace is determined by the contribution of the subspace to the reliability sensitivity, which can be estimated by iterative simulation in the sampling process. The formulae of the reliability sensitivity estimation, the variance and the coefficient of variation are derived for the presented SISM. Comparing with the Monte Carlo method, the stratified sampling method and the importance sampling method, the presented SISM has wider applicability and higher calculation efficiency, which is demonstrated by numerical examples. Finally, the reliability sensitivity analysis of flap structure is illustrated that the SISM can be applied to engineering structure.
文摘Based on the observation of importance sampling and second order information about the failure surface of a structure, an importance sampling region is defined in V-space which is obtained by rotating a U-space at the point of maximum likelihood. The sampling region is a hyper-ellipsoid that consists of the sampling ellipse on each plane of main curvature in V-space. Thus, the sampling probability density function can be constructed by the sampling region center and ellipsoid axes. Several examples have shown the efficiency and generality of this method.
文摘We investigate the phenomena of spontaneous symmetry breaking for φ^4 model on a square lattice in the parameter space by using the potential importance samplingmethod, which was proposed by Milchev, Heermann, and Binder [J. Star. Phys. 44 （1986） 749]. The critical values of the parameters allow us to determine the phase diagram of the model. At the same time, some relevant quantifies such as susceptibility and specific heat are also obtained.
文摘During the life of an offshore structure, its structural strength declines due to various kinds of damages related to the time factor. In this paper, four major kinds of damages, including damages caused by fatigue, dent, corrosion and marine life, are discussed. Based on these analyses, formulas for the evaluation of the damaged structure reliability are derived. Furthermore the computer program ISM for the analysis of structural reliability is developed by the use of Advanced First Order Second Moment method and Monte-Carlo Importance Sampling method. The reliability of a turbular joint and a beam are studied as numerical examples. The results show that the theory and the analysis method given in this paper are reasonable and effective.
