In this paper, we use sample average approximation with adaptive multiple importance sampling to explore moderate deviations for the optimal values. Utilizing the moderate deviation principle for martingale difference...In this paper, we use sample average approximation with adaptive multiple importance sampling to explore moderate deviations for the optimal values. Utilizing the moderate deviation principle for martingale differences and an appropriate Delta method, we establish a moderate deviation principle for the optimal value. Moreover, for a functional form of stochastic programming, we obtain a functional moderate deviation principle for its optimal value.展开更多
Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS m...Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS method for the global variance reduction problem based on the AIS method,which was implemented in the Monte Carlo program MCShield.The proposed method was validated using the VENUS-Ⅲ international benchmark problem and a self-shielding calculation example.The results from the VENUS-Ⅲ benchmark problem showed that the grid-AIS method achieved a significant reduction in the variance of the statistical errors of the MESH grids,decreasing from 1.08×10^(-2) to 3.84×10^(-3),representing a 64.00% reduction.This demonstrates that the grid-AIS method is effective in addressing global issues.The results of the selfshielding calculation demonstrate that the grid-AIS method produced accurate computational results.Moreover,the grid-AIS method exhibited a computational efficiency approximately one order of magnitude higher than that of the AIS method and approximately two orders of magnitude higher than that of the conventional Monte Carlo method.展开更多
In the process of fault detection and classification,the operation mode usually drifts over time,which brings great challenges to the algorithms.Because traditional machine learning based fault classification cannot d...In the process of fault detection and classification,the operation mode usually drifts over time,which brings great challenges to the algorithms.Because traditional machine learning based fault classification cannot dynamically update the trained model according to the probability distribution of the testing dataset,the accuracy of these traditional methods usually drops significantly in the case of covariate shift.In this paper,an importance-weighted transfer learning method is proposed for fault classification in the nonlinear multi-mode industrial process.It effectively alters the drift between the training and testing dataset.Firstly,the mutual information method is utilized to perform feature selection on the original data,and a number of characteristic parameters associated with fault classification are selected according to their mutual information.Then,the importance-weighted least-squares probabilistic classifier(IWLSPC)is utilized for binary fault detection and multi-fault classification in covariate shift.Finally,the Tennessee Eastman(TE)benchmark is carried out to confirm the effectiveness of the proposed method.The experimental result shows that the covariate shift adaptation based on importance-weight sampling is superior to the traditional machine learning fault classification algorithms.Moreover,IWLSPC can not only be used for binary fault classification,but also can be applied to the multi-classification target in the process of fault diagnosis.展开更多
The condensation tracking algorithm uses a prior transition probability as the proposal distribution, which does not make full use of the current observation. In order to overcome this shortcoming, a new face tracking...The condensation tracking algorithm uses a prior transition probability as the proposal distribution, which does not make full use of the current observation. In order to overcome this shortcoming, a new face tracking algorithm based on particle filter with mean shift importance sampling is proposed. First, the coarse location of the face target is attained by the efficient mean shift tracker, and then the result is used to construct the proposal distribution for particle propagation. Because the particles obtained with this method can cluster around the true state region, particle efficiency is improved greatly. The experimental results show that the performance of the proposed algorithm is better than that of the standard condensation tracking algorithm.展开更多
The fatigue of heavy-haul railway bridges is considered a key concern due to high stress levels and cyclic loading.The evaluation of fatigue reliability is required to include factor correlations.A major challenge is ...The fatigue of heavy-haul railway bridges is considered a key concern due to high stress levels and cyclic loading.The evaluation of fatigue reliability is required to include factor correlations.A major challenge is presented by the construction of the cumulative distribution function(CDF)and the description of correlations between random variables.In this study,the copula function is used to analyze the fatigue failure probability of the Shuohuang heavy-haul railway bridge.A C-vine copula(CVC)-based joint probability density function(JPDF)is derived with eight correlated parameters.To enhance efficiency in small failure probability calculations,the subset simulation and most probable point(MPP)Monte Carlo importance sampling are introduced based on the Rosenblatt transform and C-vine model.Comparisons with traditional Monte Carlo methods confirm that high accuracy and efficiency are achieved.The results show that when parameter correlations are ignored,failure probability is underestimated,increasing safety risks in bridge assessments.展开更多
Concerning the issue of high-dimensions and low-failure probabilities including implicit and highly nonlinear limit state function, reliability analysis based on the directional importance sampling in combination with...Concerning the issue of high-dimensions and low-failure probabilities including implicit and highly nonlinear limit state function, reliability analysis based on the directional importance sampling in combination with the radial basis function （RBF） neural network is used, and the RBF neural network based on first-order reliability method （FORM） is to approximate the unknown implicit limit state functions and calculate the most probable point （MPP） with iterative algorithm. For good efficiency, based on the ideas that directional sampling reduces dimensionality and importance sampling focuses on the domain contributing to failure probability, the joint probability density function of importance sampling is constructed, and the sampling center is moved to MPP to ensure that more random sample points draw belong to the failure domain and the simulation efficiency is improved. Then the numerical example of initiating explosive devices for rocket booster explosive bolts demonstrates the applicability, versatility and accuracy of the approach compared with other reliability simulation algorithm.展开更多
The application of reliability analysis and reliability sensitivity analysis methods to complicated structures faces two main challenges:small failure probability(typical less than 10-5)and time-demanding mechanical m...The application of reliability analysis and reliability sensitivity analysis methods to complicated structures faces two main challenges:small failure probability(typical less than 10-5)and time-demanding mechanical models.This paper proposes an improved active learning surrogate model method,which combines the advantages of the classical Active Kriging–Monte Carlo Simulation(AK-MCS)procedure and the Adaptive Linked Importance Sampling(ALIS)procedure.The proposed procedure can,on the one hand,adaptively produce a series of intermediate sampling density approaching the quasi-optimal Importance Sampling(IS)density,on the other hand,adaptively generate a set of intermediate surrogate models approaching the true failure surface of the rare failure event.Then,the small failure probability and the corresponding reliability sensitivity indices are efficiently estimated by their IS estimators based on the quasi-optimal IS density and the surrogate models.Compared with the classical AK-MCS and Active Kriging–Importance Sampling(AK-IS)procedure,the proposed method neither need to build very large sample pool even when the failure probability is extremely small,nor need to estimate the Most Probable Points(MPPs),thus it is computationally more efficient and more applicable especially for problems with multiple MPPs.The effectiveness and engineering applicability of the proposed method are demonstrated by one numerical test example and two engineering applications.展开更多
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
In structural reliability analysis,simulation methods are widely used.The statistical characteristics of failure probability estimate of these methods have been well investigated.In this study,the sensitivities of the...In structural reliability analysis,simulation methods are widely used.The statistical characteristics of failure probability estimate of these methods have been well investigated.In this study,the sensitivities of the failure probability estimate and its statistical characteristics with regard to sample,called‘contribution indexes’,are proposed to measure the contribution of sample.The contribution indexes in four widely simulation methods,i.e.,Monte Carlo simulation(MCS),importance sampling(IS),line sampling(LS)and subset simulation(SS)are derived and analyzed.The proposed contribution indexes of sample can provide valuable information understanding the methods deeply,and enlighten potential improvement of methods.It is found that the main differences between these investigated methods lie in the contribution indexes of the safety samples,which are the main factors to the efficiency of the methods.Moreover,numerical examples are used to validate these findings.展开更多
The reliability and sensitivity analyses of stator blade regulator usually involve complex characteristics like highnonlinearity,multi-failure regions,and small failure probability,which brings in unacceptable computi...The reliability and sensitivity analyses of stator blade regulator usually involve complex characteristics like highnonlinearity,multi-failure regions,and small failure probability,which brings in unacceptable computing efficiency and accuracy of the current analysismethods.In this case,by fitting the implicit limit state function(LSF)with active Kriging(AK)model and reducing candidate sample poolwith adaptive importance sampling(AIS),a novel AK-AIS method is proposed.Herein,theAKmodel andMarkov chainMonte Carlo(MCMC)are first established to identify the most probable failure region(s)(MPFRs),and the adaptive kernel density estimation(AKDE)importance sampling function is constructed to select the candidate samples.With the best samples sequentially attained in the reduced candidate samples and employed to update the Kriging-fitted LSF,the failure probability and sensitivity indices are acquired at a lower cost.The proposed method is verified by twomulti-failure numerical examples,and then applied to the reliability and sensitivity analyses of a typical stator blade regulator.Withmethods comparison,the proposed AK-AIS is proven to hold the computing advantages on accuracy and efficiency in complex reliability and sensitivity analysis problems.展开更多
In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description o...In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description of the uniform linear array(ULA), a decoupled concentrated likelihood function(CLF) is presented. A new objective function based on CLF which can obtain a closed-form solution of global maximum is constructed according to Pincus theorem. To obtain the optimal value of the objective function which is a complex high-dimensional integral,we propose an importance sampling approach based on Monte Carlo random calculation. Next, an importance function is derived, which can simplify the problem of generating random vector from a high-dimensional probability density function(PDF) to generate random variable from a one-dimensional PDF. Compared with the existing maximum likelihood(ML) algorithms for DOA estimation of ID sources, the proposed algorithm does not require initial estimates, and its performance is closer to CramerRao lower bound(CRLB). The proposed algorithm performs better than the existing methods when the interval between sources to be estimated is small and in low signal to noise ratio(SNR)scenarios.展开更多
It is assumed that the storm wave takes place once a year during the design period, and Nhistories of storm waves are generated on the basis of wave spectrum corresponding to the N-year design period. The responses of...It is assumed that the storm wave takes place once a year during the design period, and Nhistories of storm waves are generated on the basis of wave spectrum corresponding to the N-year design period. The responses of the breakwater to the N histories of storm waves in the N-year design period are calculated by mass-spring-dashpot mode and taken as a set of samples. The failure probability of caisson breakwaters during the design period of N years is obtained by the statistical analysis of many sets of samples. It is the key issue to improve the efficiency of the common Monte Carlo simulation method in the failure probability estimation of caisson breakwaters in the complete life cycle. In this paper, the kernel method of importance sampling, which can greatly increase the efficiency of failure probability calculation of caisson breakwaters, is proposed to estimate the failure probability of caisson breakwaters in the complete life cycle. The effectiveness of the kernel method is investigated by an example. It is indicated that the calculation efficiency of the kernel method is over 10 times the common Monte Carlo simulation 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
This paper contributes to the structural reliability problem by presenting a novel approach that enables for identification of stochastic oscillatory processes as a critical input for given mechanical models. Identifi...This paper contributes to the structural reliability problem by presenting a novel approach that enables for identification of stochastic oscillatory processes as a critical input for given mechanical models. Identification development follows a transparent image processing paradigm completely independent of state-of-the-art structural dynamics, aiming at delivering a simple and wide purpose method. Validation of the proposed importance sampling strategy is based on multi-scale clusters of realizations of digitally generated non-stationary stochastic processes. Good agreement with the reference pure Monte Carlo results indicates a significant potential in reducing the computational task of first passage probabilities estimation, an important feature in the field of e.g., probabilistic seismic design or risk assessment generally.展开更多
We introduce an adaptive sampling method for the Deep Ritz method aimed at solving partial differential equations(PDEs).Two deep neural networks are used.One network is employed to approximate the solution of PDEs,whi...We introduce an adaptive sampling method for the Deep Ritz method aimed at solving partial differential equations(PDEs).Two deep neural networks are used.One network is employed to approximate the solution of PDEs,while the other one is a deep generative model used to generate new collocation points to refine the training set.The adaptive sampling procedure consists of two main steps.The first step is solving the PDEs using the Deep Ritz method by minimizing an associated variational loss discretized by the collocation points in the training set.The second step involves generating a new training set,which is then used in subsequent computations to further improve the accuracy of the current approximate solution.We treat the integrand in the variational loss as an unnormalized probability density function(PDF)and approximate it using a deep generative model called bounded KRnet.The new samples and their associated PDF values are obtained from the bounded KRnet.With these new samples and their associated PDF values,the variational loss can be approximated more accurately by importance sampling.Compared to the original Deep Ritz method,the proposed adaptive method improves the accuracy,especially for problems characterized by low regularity and high dimensionality.We demonstrate the effectiveness of our new method through a series of numerical experiments.展开更多
This paper investigates Bayesian methods for aerospace system reliability analysis using various sources of test data and expert knowledge at both subsystem and system levels. Four sce- narios based on available infor...This paper investigates Bayesian methods for aerospace system reliability analysis using various sources of test data and expert knowledge at both subsystem and system levels. Four sce- narios based on available information for the priors and test data of a system and/or subsystems are studied using specific Bayesian inference techniques. This paper proposes the Bayesian melding method for integrating subsystem-level priors with system-level priors for both system- and subsystem-level reliability analysis. System and subsystem reliability outcomes are compared under different scenarios. Computational challenges for posterior inferences using the sophisticated Bayesian melding method are addressed using Markov Chain Monte Carlo （MCMC） and adaptive Sam- piing Importance Re-sampling （SIR） methods. A case study with simulation results illustrates the applications of the proposed methods and provides insights for aerospace system reliability analysis using available multilevel information.展开更多
The tracking, telemetry and command （TT＆C） mission is extremely reliable for its characters of small time horizon and high redundancy. The combined forcing and failure biasing （CFFB） method that is usually used f...The tracking, telemetry and command （TT＆C） mission is extremely reliable for its characters of small time horizon and high redundancy. The combined forcing and failure biasing （CFFB） method that is usually used for simulating the unreliability of the highly dependable mission system seems not so efficient for the TT＆C mission. The concept about the importance of failure transition is proposed based on the logical relationship between TT＆C mission and its involved resources. Then, the importance is used for readjusting the transition rate of the failure transition when using the forcing and failure biasing during the simulation. Examples show that the improved CFFB method can evidently increase the occurrence of the TT＆C mission failure event and decrease the sample variance. More redundancy of the TT＆C mission leads to the improved CFFB method more efficient.展开更多
An efficient importance sampling algorithm is presented to analyze reliability of complex structural system with multiple failure modes and fuzzy-random uncertainties in basic variables and failure modes. In order to ...An efficient importance sampling algorithm is presented to analyze reliability of complex structural system with multiple failure modes and fuzzy-random uncertainties in basic variables and failure modes. In order to improve the sampling efficiency, the simulated annealing algorithm is adopted to optimize the density center of the importance sampling for each failure mode, and results that the more significant contribution the points make to fuzzy failure probability, the higher occurrence possibility the points are sampled. For the system with multiple fuzzy failure modes, a weighted and mixed importance sampling function is constructed. The contribution of each fuzzy failure mode to the system failure probability is represented by the appropriate factors, and the efficiency of sampling is improved furthermore. The variances and the coefficients of variation are derived for the failure probability estimations. Two examples are introduced to illustrate the rationality of the present method. Comparing with the direct Monte-Carlo method, the improved efficiency and the precision of the method are verified by the examples.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Supported by the National Natural Science Foundation of China(Grant No.12071175)。
文摘In this paper, we use sample average approximation with adaptive multiple importance sampling to explore moderate deviations for the optimal values. Utilizing the moderate deviation principle for martingale differences and an appropriate Delta method, we establish a moderate deviation principle for the optimal value. Moreover, for a functional form of stochastic programming, we obtain a functional moderate deviation principle for its optimal value.
基金supported by the Platform Development Foundation of the China Institute for Radiation Protection(No.YP21030101)the National Natural Science Foundation of China(General Program)(Nos.12175114,U2167209)+1 种基金the National Key R&D Program of China(No.2021YFF0603600)the Tsinghua University Initiative Scientific Research Program(No.20211080081).
文摘Global variance reduction is a bottleneck in Monte Carlo shielding calculations.The global variance reduction problem requires that the statistical error of the entire space is uniform.This study proposed a grid-AIS method for the global variance reduction problem based on the AIS method,which was implemented in the Monte Carlo program MCShield.The proposed method was validated using the VENUS-Ⅲ international benchmark problem and a self-shielding calculation example.The results from the VENUS-Ⅲ benchmark problem showed that the grid-AIS method achieved a significant reduction in the variance of the statistical errors of the MESH grids,decreasing from 1.08×10^(-2) to 3.84×10^(-3),representing a 64.00% reduction.This demonstrates that the grid-AIS method is effective in addressing global issues.The results of the selfshielding calculation demonstrate that the grid-AIS method produced accurate computational results.Moreover,the grid-AIS method exhibited a computational efficiency approximately one order of magnitude higher than that of the AIS method and approximately two orders of magnitude higher than that of the conventional Monte Carlo method.
文摘In the process of fault detection and classification,the operation mode usually drifts over time,which brings great challenges to the algorithms.Because traditional machine learning based fault classification cannot dynamically update the trained model according to the probability distribution of the testing dataset,the accuracy of these traditional methods usually drops significantly in the case of covariate shift.In this paper,an importance-weighted transfer learning method is proposed for fault classification in the nonlinear multi-mode industrial process.It effectively alters the drift between the training and testing dataset.Firstly,the mutual information method is utilized to perform feature selection on the original data,and a number of characteristic parameters associated with fault classification are selected according to their mutual information.Then,the importance-weighted least-squares probabilistic classifier(IWLSPC)is utilized for binary fault detection and multi-fault classification in covariate shift.Finally,the Tennessee Eastman(TE)benchmark is carried out to confirm the effectiveness of the proposed method.The experimental result shows that the covariate shift adaptation based on importance-weight sampling is superior to the traditional machine learning fault classification algorithms.Moreover,IWLSPC can not only be used for binary fault classification,but also can be applied to the multi-classification target in the process of fault diagnosis.
基金The National Natural Science Foundation of China(No60672094)
文摘The condensation tracking algorithm uses a prior transition probability as the proposal distribution, which does not make full use of the current observation. In order to overcome this shortcoming, a new face tracking algorithm based on particle filter with mean shift importance sampling is proposed. First, the coarse location of the face target is attained by the efficient mean shift tracker, and then the result is used to construct the proposal distribution for particle propagation. Because the particles obtained with this method can cluster around the true state region, particle efficiency is improved greatly. The experimental results show that the performance of the proposed algorithm is better than that of the standard condensation tracking algorithm.
基金Project supported by the National Natural Science Foundation of China(No.52278180)。
文摘The fatigue of heavy-haul railway bridges is considered a key concern due to high stress levels and cyclic loading.The evaluation of fatigue reliability is required to include factor correlations.A major challenge is presented by the construction of the cumulative distribution function(CDF)and the description of correlations between random variables.In this study,the copula function is used to analyze the fatigue failure probability of the Shuohuang heavy-haul railway bridge.A C-vine copula(CVC)-based joint probability density function(JPDF)is derived with eight correlated parameters.To enhance efficiency in small failure probability calculations,the subset simulation and most probable point(MPP)Monte Carlo importance sampling are introduced based on the Rosenblatt transform and C-vine model.Comparisons with traditional Monte Carlo methods confirm that high accuracy and efficiency are achieved.The results show that when parameter correlations are ignored,failure probability is underestimated,increasing safety risks in bridge assessments.
文摘Concerning the issue of high-dimensions and low-failure probabilities including implicit and highly nonlinear limit state function, reliability analysis based on the directional importance sampling in combination with the radial basis function （RBF） neural network is used, and the RBF neural network based on first-order reliability method （FORM） is to approximate the unknown implicit limit state functions and calculate the most probable point （MPP） with iterative algorithm. For good efficiency, based on the ideas that directional sampling reduces dimensionality and importance sampling focuses on the domain contributing to failure probability, the joint probability density function of importance sampling is constructed, and the sampling center is moved to MPP to ensure that more random sample points draw belong to the failure domain and the simulation efficiency is improved. Then the numerical example of initiating explosive devices for rocket booster explosive bolts demonstrates the applicability, versatility and accuracy of the approach compared with other reliability simulation algorithm.
基金supported by National Natural Science Foundation of China(Nos.51905430,51608446)the Fundamental Research Fund for Central Universities(No.3102018zy011)+1 种基金the supports of Alexander von Humboldt Foundation of Germanythe Top International University Visiting Program for Outstanding Young scholars of Northwestern Polytechnical University。
文摘The application of reliability analysis and reliability sensitivity analysis methods to complicated structures faces two main challenges:small failure probability(typical less than 10-5)and time-demanding mechanical models.This paper proposes an improved active learning surrogate model method,which combines the advantages of the classical Active Kriging–Monte Carlo Simulation(AK-MCS)procedure and the Adaptive Linked Importance Sampling(ALIS)procedure.The proposed procedure can,on the one hand,adaptively produce a series of intermediate sampling density approaching the quasi-optimal Importance Sampling(IS)density,on the other hand,adaptively generate a set of intermediate surrogate models approaching the true failure surface of the rare failure event.Then,the small failure probability and the corresponding reliability sensitivity indices are efficiently estimated by their IS estimators based on the quasi-optimal IS density and the surrogate models.Compared with the classical AK-MCS and Active Kriging–Importance Sampling(AK-IS)procedure,the proposed method neither need to build very large sample pool even when the failure probability is extremely small,nor need to estimate the Most Probable Points(MPPs),thus it is computationally more efficient and more applicable especially for problems with multiple MPPs.The effectiveness and engineering applicability of the proposed method are demonstrated by one numerical test example and two engineering applications.
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.
基金NSAF(Grant No.U1530122)the Aeronautical Science Foundation of China(Grant No.ASFC-20170968002)the Fundamental Research Funds for the Central Universities of China(XMU,20720180072).
文摘In structural reliability analysis,simulation methods are widely used.The statistical characteristics of failure probability estimate of these methods have been well investigated.In this study,the sensitivities of the failure probability estimate and its statistical characteristics with regard to sample,called‘contribution indexes’,are proposed to measure the contribution of sample.The contribution indexes in four widely simulation methods,i.e.,Monte Carlo simulation(MCS),importance sampling(IS),line sampling(LS)and subset simulation(SS)are derived and analyzed.The proposed contribution indexes of sample can provide valuable information understanding the methods deeply,and enlighten potential improvement of methods.It is found that the main differences between these investigated methods lie in the contribution indexes of the safety samples,which are the main factors to the efficiency of the methods.Moreover,numerical examples are used to validate these findings.
基金supported by the National Natural Science Foundation of China under Grant Nos.52105136,51975028China Postdoctoral Science Foundation under Grant[No.2021M690290]the National Science and TechnologyMajor Project under Grant No.J2019-IV-0002-0069.
文摘The reliability and sensitivity analyses of stator blade regulator usually involve complex characteristics like highnonlinearity,multi-failure regions,and small failure probability,which brings in unacceptable computing efficiency and accuracy of the current analysismethods.In this case,by fitting the implicit limit state function(LSF)with active Kriging(AK)model and reducing candidate sample poolwith adaptive importance sampling(AIS),a novel AK-AIS method is proposed.Herein,theAKmodel andMarkov chainMonte Carlo(MCMC)are first established to identify the most probable failure region(s)(MPFRs),and the adaptive kernel density estimation(AKDE)importance sampling function is constructed to select the candidate samples.With the best samples sequentially attained in the reduced candidate samples and employed to update the Kriging-fitted LSF,the failure probability and sensitivity indices are acquired at a lower cost.The proposed method is verified by twomulti-failure numerical examples,and then applied to the reliability and sensitivity analyses of a typical stator blade regulator.Withmethods comparison,the proposed AK-AIS is proven to hold the computing advantages on accuracy and efficiency in complex reliability and sensitivity analysis problems.
基金supported by the basic research program of Natural Science in Shannxi province of China (2021JQ-369)。
文摘In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description of the uniform linear array(ULA), a decoupled concentrated likelihood function(CLF) is presented. A new objective function based on CLF which can obtain a closed-form solution of global maximum is constructed according to Pincus theorem. To obtain the optimal value of the objective function which is a complex high-dimensional integral,we propose an importance sampling approach based on Monte Carlo random calculation. Next, an importance function is derived, which can simplify the problem of generating random vector from a high-dimensional probability density function(PDF) to generate random variable from a one-dimensional PDF. Compared with the existing maximum likelihood(ML) algorithms for DOA estimation of ID sources, the proposed algorithm does not require initial estimates, and its performance is closer to CramerRao lower bound(CRLB). The proposed algorithm performs better than the existing methods when the interval between sources to be estimated is small and in low signal to noise ratio(SNR)scenarios.
基金financially supported by the National Natural Science Foundation of China(Grant No.51279128)the Innovative Research Groups Science Foundation of China(Grant No.51321065)the Construction Science and Technology Project of Ministry of Transport of the People's Republic of China(Grant No.2013328224070)
文摘It is assumed that the storm wave takes place once a year during the design period, and Nhistories of storm waves are generated on the basis of wave spectrum corresponding to the N-year design period. The responses of the breakwater to the N histories of storm waves in the N-year design period are calculated by mass-spring-dashpot mode and taken as a set of samples. The failure probability of caisson breakwaters during the design period of N years is obtained by the statistical analysis of many sets of samples. It is the key issue to improve the efficiency of the common Monte Carlo simulation method in the failure probability estimation of caisson breakwaters in the complete life cycle. In this paper, the kernel method of importance sampling, which can greatly increase the efficiency of failure probability calculation of caisson breakwaters, is proposed to estimate the failure probability of caisson breakwaters in the complete life cycle. The effectiveness of the kernel method is investigated by an example. It is indicated that the calculation efficiency of the kernel method is over 10 times the common Monte Carlo simulation 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This paper contributes to the structural reliability problem by presenting a novel approach that enables for identification of stochastic oscillatory processes as a critical input for given mechanical models. Identification development follows a transparent image processing paradigm completely independent of state-of-the-art structural dynamics, aiming at delivering a simple and wide purpose method. Validation of the proposed importance sampling strategy is based on multi-scale clusters of realizations of digitally generated non-stationary stochastic processes. Good agreement with the reference pure Monte Carlo results indicates a significant potential in reducing the computational task of first passage probabilities estimation, an important feature in the field of e.g., probabilistic seismic design or risk assessment generally.
文摘We introduce an adaptive sampling method for the Deep Ritz method aimed at solving partial differential equations(PDEs).Two deep neural networks are used.One network is employed to approximate the solution of PDEs,while the other one is a deep generative model used to generate new collocation points to refine the training set.The adaptive sampling procedure consists of two main steps.The first step is solving the PDEs using the Deep Ritz method by minimizing an associated variational loss discretized by the collocation points in the training set.The second step involves generating a new training set,which is then used in subsequent computations to further improve the accuracy of the current approximate solution.We treat the integrand in the variational loss as an unnormalized probability density function(PDF)and approximate it using a deep generative model called bounded KRnet.The new samples and their associated PDF values are obtained from the bounded KRnet.With these new samples and their associated PDF values,the variational loss can be approximated more accurately by importance sampling.Compared to the original Deep Ritz method,the proposed adaptive method improves the accuracy,especially for problems characterized by low regularity and high dimensionality.We demonstrate the effectiveness of our new method through a series of numerical experiments.
文摘This paper investigates Bayesian methods for aerospace system reliability analysis using various sources of test data and expert knowledge at both subsystem and system levels. Four sce- narios based on available information for the priors and test data of a system and/or subsystems are studied using specific Bayesian inference techniques. This paper proposes the Bayesian melding method for integrating subsystem-level priors with system-level priors for both system- and subsystem-level reliability analysis. System and subsystem reliability outcomes are compared under different scenarios. Computational challenges for posterior inferences using the sophisticated Bayesian melding method are addressed using Markov Chain Monte Carlo （MCMC） and adaptive Sam- piing Importance Re-sampling （SIR） methods. A case study with simulation results illustrates the applications of the proposed methods and provides insights for aerospace system reliability analysis using available multilevel information.
基金supported by the National Natural Science Foundation of China (71071159)
文摘The tracking, telemetry and command （TT＆C） mission is extremely reliable for its characters of small time horizon and high redundancy. The combined forcing and failure biasing （CFFB） method that is usually used for simulating the unreliability of the highly dependable mission system seems not so efficient for the TT＆C mission. The concept about the importance of failure transition is proposed based on the logical relationship between TT＆C mission and its involved resources. Then, the importance is used for readjusting the transition rate of the failure transition when using the forcing and failure biasing during the simulation. Examples show that the improved CFFB method can evidently increase the occurrence of the TT＆C mission failure event and decrease the sample variance. More redundancy of the TT＆C mission leads to the improved CFFB method more efficient.
基金This project is supported by National Natural Science Foundation of China (No.10572117)Aerospace Science Foundation of China(No.N3CH0502,No.N5CH0001)Provincial Natural Science Foundation of Shanxi, China(No.N3CS0501).
文摘An efficient importance sampling algorithm is presented to analyze reliability of complex structural system with multiple failure modes and fuzzy-random uncertainties in basic variables and failure modes. In order to improve the sampling efficiency, the simulated annealing algorithm is adopted to optimize the density center of the importance sampling for each failure mode, and results that the more significant contribution the points make to fuzzy failure probability, the higher occurrence possibility the points are sampled. For the system with multiple fuzzy failure modes, a weighted and mixed importance sampling function is constructed. The contribution of each fuzzy failure mode to the system failure probability is represented by the appropriate factors, and the efficiency of sampling is improved furthermore. The variances and the coefficients of variation are derived for the failure probability estimations. Two examples are introduced to illustrate the rationality of the present method. Comparing with the direct Monte-Carlo method, the improved efficiency and the precision of the method are verified by the examples.
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.
