Efficient sampling methods for global reliability sensitivity analysis

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• 作者：Pengfei Wei^a ; ¹ ; ^{wpf0414@163.com} ; Zhenzhou Lu^a ; ² ; ^{zhenzhoulu@nwpu.edu.cn} ; Wenrui Hao^a ; ³ ; ^{haowr22@163.com} ; Jun Feng^b ; Bintuan Wang^b
• 关键词：Global reliability sensitivity analysis ; Main effect indices ; Total effect indices ; Importance sampling ; Truncated importance sampling
• 刊名：Computer Physics Communications
• 出版年：2012
• 期刊代码：30_00104655
• 类别：cp
• 出版时间：August, 2012
• 卷：183
• 期：8
• 页码：1728-1743
• 文件大小：602 K

摘要

An important problem in structure reliability analysis is how to reduce the failure probability. In this work, we introduce a main and total effect indices framework of global reliability sensitivity. By decreasing the uncertainty of input variables with high main effect indices, the most reduction of failure probability can be obtained. By decreasing the uncertainty of the input variables with small total effect indices (close to zero), the failure probability will not be reduced significantly. The efficient sampling methods for evaluating the main and total effect indices are presented. For the problem with large failure probability, a single-loop Monte Carlo simulation (MCS) is derived for computing these sensitivity indices. For the problem with small failure probability, the single-loop sampling methods combined with the importance sampling procedure (IS) and the truncated importance sampling procedure (TIS) respectively are derived for improving the calculation efficiency. Two numerical examples and one engineering example are introduced for demonstrating the efficiency and precision of the calculation methods and illustrating the engineering significance of the global reliability sensitivity indices.