Reliability sensitivity estimation of linear systems under stochastic excitation

2012 ◽  
Vol 92-93 ◽  
pp. 257-268 ◽  
Author(s):  
M.A. Valdebenito ◽  
H.A. Jensen ◽  
G.I. Schuëller ◽  
F.E. Caro
2019 ◽  
Vol 11 (3) ◽  
pp. 168781401982641 ◽  
Author(s):  
Wei Zhao ◽  
YangYang Chen ◽  
Jike Liu

In this article, a combined use of Latin hypercube sampling and axis orthogonal importance sampling, as an efficient and applicable tool for reliability analysis with limited number of samples, is explored for sensitivity estimation of the failure probability with respect to the distribution parameters of basic random variables, which is equivalently solved by reliability sensitivity analysis of a series of hyperplanes through each sampling point parallel to the tangent hyperplane of limit state surface around the design point. The analytical expressions of these hyperplanes are given, and the formulas for reliability sensitivity estimators and variances with the samples are derived according to the first-order reliability theory and difference method when non-normal random variables are involved and not involved, respectively. A procedure is established for the reliability sensitivity analysis with two versions: (1) axis orthogonal Latin hypercube importance sampling and (2) axis orthogonal quasi-random importance sampling with the Halton sequence. Four numerical examples are presented. The results are discussed and demonstrate that the proposed procedure is more efficient than the one based on the Latin hypercube sampling and the direct Monte Carlo technique with an acceptable accuracy in sensitivity estimation of the failure probability.


2017 ◽  
Vol 9 (6) ◽  
pp. 168781401770280 ◽  
Author(s):  
Changqing Su ◽  
Fanyi Guo ◽  
Qikun Shi ◽  
Yimin Zhang

Sign in / Sign up

Export Citation Format

Share Document