IMPROVING IMPORTANCE SAMPLING METHOD IN STRUCTURAL RELIABILITY

被引：6
|
作者：
JIN, WL [1 ]
LUZ, E [1 ]
机构：
[1] UNIV STUTTGART,INST MECH BAUWESEN,W-7000 STUTTGART 80,GERMANY
来源：
NUCLEAR ENGINEERING AND DESIGN | 1994年 / 147卷 / 03期
关键词：
Structural analysis - Sampling - Probability - Failure analysis - Calculations - Optimization - Estimation - Vectors - Random processes - Monte Carlo methods - Mathematical models;
D O I：
10.1016/0029-5493(94)90222-4
中图分类号：
TL [原子能技术]; O571 [原子核物理学];
学科分类号：
0827 ; 082701 ;
摘要：
Based on comparing with some existing variance reduced techniques for sampling, an improving importance sampling method for failure probability calculation, which combines the importance sampling technique with the conditional expectation variance reduced technique, is shown in this paper. This improving method can ensure the validation of every sampling simulation procedure, avoid the complicated optimization procedure, and improve the precision and efficiency of simulation estimation.
引用
收藏
页码：393 / 401
页数：9
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