CN109284545B - Optimal condition important sampling method-based structural failure probability solving method - Google Patents
Optimal condition important sampling method-based structural failure probability solving method Download PDFInfo
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Abstract
The invention provides a method for solving the structure failure probability based on the optimal condition important sampling method, which divides the distribution interval of each input variable into continuous but non-intersected subintervals and carries out the failure probability delta of each input variable i Making an estimate, selecting δ i The input variable reaching the maximum value is taken as a condition variable; under the condition of known condition variables, respectively estimating the variance of the estimated value of the failure probabilityAnd variance of optimal estimated value of failure probabilityJudgment ofWhether significantly less thanIf not, thenAs a final estimate; if yes, adjusting the division of the input variable distribution interval, and re-estimatingAnditerate untilIs not significantly less thanThe method can improve the efficiency of solving the failure probability of the structure on the premise of ensuring the calculation precision, reduces the calculation cost, has good applicability, and can be widely applied to the calculation of various reliability problems in engineering.
Description
Technical Field
The invention relates to the technical field of structural reliability analysis and optimization design, in particular to a method for solving the structural failure probability based on an optimal condition important sampling method.
Background
Structural reliability characterizes the ability of a structure to perform a specified function under specified conditions. A key problem in structural reliability analysis is solving the failure probability P (F) of a structure, which is essentially solving a high-dimensional integral problem of the joint probability density function of all random input variables in the failure domain { X: G (X) ≦ 0}, which can be expressed as
P f =Prob[G(X)≤0]=∫ G(X)≤0 f(X)dX (1)
Wherein, X = (X) 1 ,…,X d ) For a d-dimensional random input variable, F (X) represents a joint probability density function of the input random variable, G (X) represents a functional function of the structure, and F = { X: G (X) ≦ 0} represents a structure failure.
Many very sophisticated methods have been developed for solving the failure probability of structures, which can meet different types of engineering requirements, after decades of research by numerous scholars. However, the traditional solving method has low calculation efficiency and high calculation cost, and a plurality of limit conditions exist in the application process. For example, when the importance sampling method is applied to estimate the failure probability of a structure, the information of the failure domain needs to be known so as to be able to reasonably select the importance sampling density function, and the importance sampling method also has difficulty in estimating the failure probability in a high-dimensional situation.
Disclosure of Invention
The invention aims to provide a method for solving the structural failure probability based on an optimal condition important sampling method, which solves the problems of high calculation cost and low efficiency of the conventional method for solving the structural failure probability.
According to one aspect of the present invention, there is provided a method for solving a structural failure probability, including:
taking variables associated with structural failure as analysis samples, each as an input variable, according to a sampling density function h X (x) Extracting N CIS A sample, dividing the distribution interval of each input variable into m continuous but disjoint sub-intervals A k (k=1,2,…m);
Delta for each input variable using significant sampling i Estimate all delta i The estimated values are compared and are selected so that delta i Taking an input variable with an estimated value reaching a maximum value as a condition variable; delta. For the preparation of a coating i The estimated values of (c) are:
at known condition variables and corresponding interval numbers m and A k Under the condition (2), the variance of the estimated failure probability values is estimated respectivelyAnd variance of optimal estimated value of failure probabilityComparison ofAndjudgment ofWhether significantly less thanIf not, thenAs a final estimate; if yes, adjusting the distribution interval division of the input variable, and re-estimating the failure probabilityAnditerate untilIs not significantly less than
In an exemplary embodiment of the invention, the variance of the failure probability estimateCalculated according to the following formula:
wherein, the first and the second end of the pipe are connected with each other,N k the number of samples corresponding to the subinterval.
In an exemplary embodiment of the invention, the variance of the optimal estimate of the failure probability is determined by a variance of the optimal estimate of the failure probabilityCalculated according to the following formula:
wherein σ k Is estimated asy r,k R =1, \8230, N, which is a sample of the response function k ,k=1,…,m,y r,k By corresponding sample x to each subinterval r,k Bringing in g (x) to obtain y = g (x) = I F (x)f X (x)/h X (x),N k The number of samples corresponding to the subinterval.
In an exemplary embodiment of the present invention, the distribution interval dividing method of the adjustment input variable includes: estimating the optimal value of the number of samples corresponding to the subintervals according to the following formulaThen according toAdjusting the number of samples N corresponding to the subinterval k ,
In an exemplary embodiment of the invention, the distribution interval of each input variable is divided into m consecutive but disjoint sub-intervals A k (k =1,2, \ 8230/; m), an equiprobable partition method was adopted.
In an exemplary embodiment of the invention, the solution method is used for solving the failure probability of the I-beam structure.
In an exemplary embodiment of the invention, the input variables include i-beam waist height h, leg width b, waist thickness T, average leg thickness a, bending moment M experienced by the front axle, and torque T experienced by the front axle.
The solution method of the present invention is implemented by increasing the variance of the random variable by combining the total expectation and the all-around difference formula over the subinterval with the significant sampling method to produce a conditional significant sampling method based on the total expectation and the all-around difference formula over the subinterval. On one hand, the efficiency of solving the structure failure probability can be improved on the premise of ensuring the calculation precision, and the calculation cost is reduced; on the other hand, for the problem of high-dimensional reliability with more variables, the method has good applicability, calculation efficiency and precision, greatly improves the feasibility of calculation of the high-dimensional reliability problem, and can be widely applied to the calculation of various reliability problems in engineering.
It is to be understood that both the foregoing general description and the following detailed description are exemplary and explanatory only and are not restrictive of the invention, as claimed.
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The accompanying drawings, which are incorporated in and constitute a part of this specification, illustrate embodiments consistent with the invention and together with the description, serve to explain the principles of the invention. It is obvious that the drawings in the following description are only some embodiments of the invention, and that for a person skilled in the art, other drawings can be derived from them without inventive effort.
FIG. 1 is a schematic cross-sectional view of a dangerous front axle of an automobile according to an embodiment of the present invention;
fig. 2 is a comparison of variation coefficients of estimated failure probabilities obtained by three sampling methods with the number of samples.
Detailed Description
Example embodiments will now be described more fully. Example embodiments may, however, be embodied in many different forms and should not be construed as limited to the embodiments set forth herein; rather, these embodiments are provided so that this disclosure will be thorough and complete, and will fully convey the concept of example embodiments to those skilled in the art.
The terms "a," "an," "the," "said," and "at least one" are used to indicate the presence of one or more elements/components/parts/etc.; the terms "comprising" and "having" are intended to be inclusive and mean that there may be additional elements/components/etc. other than the listed elements/components/etc.
In order to verify the correctness and rationality of the structural failure probability solving method based on the optimal condition important sampling method, firstly, a total expectation formula, an all-round difference formula and the important sampling method are introduced. If Y is a integrable random variable (satisfying E (| Y |) < ∞) and X is any random variable in the same probability space, then the following fully-expected formula exists:
E(Y)=E X (E(Y|X)) (2)
wherein E (-) denotes the desired operation, E X (. Cndot.) represents the expectation with respect to a random variable X. The all-desired formula indicates that the conditionally desired desire for Y is equal to the unconditional desire for Y given the condition of X.
If X and Y are random variables within the same probability space, and Y has a finite variance, then the following full-variance equation:
V(Y)=E X (V(Y|X))+V X (E(Y|X)) (3)
wherein V (·) represents a variance operation, V X (. Cndot.) represents variance with respect to a random variable X.
The following introduces and demonstrates the fully expected and fully differenced formulas over subintervals. Suppose that the distribution interval of the random variable X is [ b ] 1 ,b 2 ]Will [ b ] be 1 ,b 2 ]Partitioning into m contiguous but disjoint sub-intervals, i.e. A k =[a k-1 ,a k ],k=1,2,…,m,a 0 =b 1 ,a m =b 2 . There is thus a fully desired formula and a fully differenced formula over the following subintervals:
wherein the content of the first and second substances,indicating expectations regarding sub-intervals,Indicating the variance for the subintervals.
The proof of the formulae (4) and (5) is as follows:
the outer layer on the right side of equation (2) is desirably written in the form of an integral, so that the following equation can be obtained
Wherein, F X (x) As a function of the probability distribution of the random variable X, f X (x) As a function of the probability density of the random variable X,denotes the sub-interval A k Probability density function of internal random variable X, orderp k Indicates that the random variable X is in the subinterval A k Inner probability, thereby obtaining
In the sub-interval A k Using the total expectation formula (2) internally, thereby obtaining
Thereby obtaining formula (4).
From the variance definition, the variance of Y can be rewritten as follows
V(Y)=E(Y-E(Y)) 2 =E(Y 2 )-[E(Y)] 2 (9)
Further, according to the formula (4), a compound having a structure represented by the formula Bringing it into formula (9) can give
Thus, equation (5) is obtained, and therefore the total expectation equation and the total difference equation in the subinterval are satisfied.
The important sampling method can enable more samples to fall into a failure domain by introducing an important sampling density function h (X), thereby improving the sampling efficiency. The expression for the probability of failure can be expressed using the important sampling theory as:
wherein R is d Representing a d-dimensional input variable space, I F (X) represents a failure domain indication function. When x ∈ { x | G (x) ≦ 0}, I F (X) =1, when X ∈ { X | G (X)>0, I F (X) =0. Where G (x) is a limit state equation, i.e., a function, used to determine whether to fail.
According to the significant sampling density function h X (x) Generating N IS A sample x i (i=1,2,…,N IS ) Further, the estimated expression of the failure probability P (F) can be expressed as
Since all samples are independently and identically distributed, an estimate of the probability of failureCan be expressed as
In the conventional significant sampling method, a significant sampling density function is generally constructed by shifting a sampling center to a design point, so that more failure samples can be obtained. For linear function, this method can make 50% of samples fall into failure domain, and the key of this method for constructing important sampling density function is to find design point. However, the search for the design point is usually complex, and especially for a complex implicit function, it often needs to spend a lot of cost to search for the design point.
The invention is realized by increasing the variance of the random variable, and the total expectation and the all-round difference formula on the subinterval are combined with the important sampling method to generate the condition important sampling method based on the total expectation and the all-round difference formula on the subinterval. The method does not need to search for a design point, so that additional calculation cost is not needed.
Assume an input random variable X i Has a distribution interval of [ b 1 ,b 2 ]Will be [ b ] 1 ,b 2 ]Partitioning into m contiguous but disjoint sub-intervals, i.e. A k =[a k-1 ,a k ],k=1,2,…,m,a 0 =b 1 ,a m =b 2 . According to equation (4), the failure probability in equation (11) can be expressed as:
wherein the content of the first and second substances,is the important sampling density function h X (x) The edge probability density function of (2).
According to the significant sampling density function h X (x) Samples of the input variables are taken and compared with a subinterval A k The corresponding sample is denoted x r,k (r=1,…,N k ) I.e. x r,k Falls within the sub-interval A k ,N k Is a sub-interval A k Corresponding toNumber of samples, whereby the total number of samples is
Order toThen psi k Can be expressed asEstimate psi k The variance of (A) can be expressed asThus, the estimated value of the failure probability in equation (14) can be expressed as
In general, the subinterval A k Corresponding number of samples N k And P k Proportional ratio, i.e. N k =P k N CIS (k =1, \8230;, m). In combination with formula (5), we can obtain the following formula
Comparing the formula (17) with the formula (13)Is not negative, it can be known that when N is CIS ≥N IS When the temperature of the water is higher than the set temperature,to reduce to the maximum extentShould be selected such thatThe input variable that reaches the maximum value is taken as the condition variable. Will be provided withIs regarded as toIs an estimation of the variance sensitivity index of the response function, and can be estimated simultaneously only by using the sample for estimating the failure probabilityWithout adding additional computational cost. The estimation process is as follows:
let y = g (x) = I F (x)f X (x)/h X (x) Sample x corresponding to each subinterval r,k (r=1,…,N k K =1, \8230;, m) is substituted into g (x) to obtain a corresponding response function with a sample y r,k (r=1,…,N k K =1, \ 8230;, m). Thereby, the deviceIs estimated as
In combination with the above, an optimal condition significant sampling method is proposed. When the subinterval and the total number of samples are given, the variance of the estimated failure probability values obtained by the condition-critical sampling method can be minimized by adjusting the number of samples corresponding to each subinterval.
As shown in equation (16), the variance of the failure probability estimate may be expressed as
Wherein the content of the first and second substances,in order to make the variance of the failure probability estimateTo achieve the minimum, the following optimization problems need to be solved:
the optimization problem in the formula (22) is solved by adopting a Lagrange multiplier method, and the content is as follows:
first, the following Lagrangian function is defined
Where λ is the lagrange multiplier. Let equation (23) have partial derivatives equal to 0 with respect to all variables, the following equation can be obtained
From the first m equations in equation (24), thek =1, \8230;, m, which is then substituted into the last equation in equation (23) can result inThereby obtaining the optimal number of samples corresponding to the subinterval as
According to equation (25), in order to determine the optimal value of the number of samples corresponding to the subinterval, P needs to be estimated first k And σ k 。It can be estimated efficiently by a numerical integration method. Alternatively, P can be modeled by a Monte Carlo simulation k And (6) estimating. First according toExtracting variable X i N samples, and then the statistics of the number of the samples falling into the subinterval a k The number of samples in the column is denoted as N k And thus P k Can be expressed asThe process does not need to calculate the function, and does not cause large extra calculation cost. Sigma k The estimation can be performed according to equation (19), and the samples used are still the samples used for estimating the failure probability, so that no additional calculation cost is added.
After the optimal value of the number of samples corresponding to the subinterval is determined, the number of samples corresponding to the subinterval can be adjusted, and the failure probability is re-estimated, so that the variance of the estimated value is minimum. However, this process requires computation of the function, which introduces additional computational cost. In fact, P is estimated k And σ k Then, the variance of the optimal estimated value of the failure probability can be estimated according to the formula (26), and the formula (26) can be compared with the formula (16), if soCompared withIf the number of the samples is reduced significantly, the probability of failure can be estimated again by adjusting the number of the samples corresponding to each subinterval, and if the number of the samples is reduced significantly, the probability of failure can be estimated again by adjusting the number of the samples corresponding to each subintervalCompared withWithout a significant reduction, the probability of failure does not have to be re-estimated.
According to the above analysis, the method for solving the structure failure probability based on the optimal condition importance sampling method of the present invention may include the following steps:
s1, taking variables associated with structural failure as analysis samples, taking each variable as an input variable, and extracting N CIS A sample, dividing the distribution interval of each input variable into m continuous but disjointSub-interval A of k (k=1,2,…m);
S2, adopting an important sampling method to measure delta of each input variable i Estimate all delta i The estimated values are compared and are selected so that delta i Taking the input variable with the estimation value reaching the maximum value as a condition variable; delta i The estimated values of (c) are:
step S3, the condition variables and the corresponding interval numbers m and A are known k Under the condition (2), the variance of the estimated failure probability values is estimated respectivelyAnd variance of optimal estimated value of failure probabilityComparisonAndjudgment ofWhether or not it is significantly less thanIf not, thenAs a final estimate; if yes, the distribution interval division of the input variables is adjusted, and the failure probability is re-estimatedAnditerate untilIs not significantly less than
The following describes in detail the steps of the method for solving the probability of structural failure based on the optimal condition importance sampling method according to the embodiment of the present invention:
in step S1, the sampling may take a variety of sampling forms, and in this exemplary embodiment, according to a sampling density function h X (x) To extract a sample. When dividing samples, m and A k The method is artificially defined, and can be divided according to equal probability for convenient division, and at the moment, the subintervals corresponding to all variables are determined; of course, the probability division may be unequal, and in this case, the number of subintervals of each variable needs to be artificially determined.
Thus, step S1 may comprise the following sub-steps:
step S1.1, sample extraction
Determining variables associated with structural failure as analysis samples according to a sampling density function h X (x) Extracting N CIS A sampleAll variables associated with structural failure are included in each sample as random input variables for subsequent calculations.
Step S1.2, sample division
Dividing the distribution interval of each input variable into m consecutive but disjoint sub-intervals A k (k=1,2,…m),N k Is a sub-interval A k Corresponding number of samples.
In step S2, the purpose of this step is to determine the condition variable, in which case the variance of the failure probability can be minimized. This step may include the following sub-steps:
step S2.1, define δ i :
d is the number of structural variables associated with the structural failure to be solved.
By the important sampling method theory, the samples are utilizedDelta for each input variable according to equation (20) i Make an estimation so i The estimated value of (c) is:
wherein, I F (X) represents a fail domain indicator function, when X ∈ { X | G (X) ≦ 0}, I ∈ { X | G (X) ≦ 0}, and F (X) =1, when X ∈ { X | G (X)>0, I F (X)=0。f X (x) Is a probability density function of a random variable X. h is X (x) Is an important sampling density function. X i Is a random variable.Is the important sampling density function h X (x) The edge probability density function of (2).
Step S2.2, the estimation of step 2.1 is performed for each input variable and all deltas calculated are i The magnitudes of the estimates are compared and are selected so that delta i The input variable at which the estimated value reaches the maximum value is taken as a condition variable.
step S3.1.1, in the known condition variables and the corresponding interval numbers m and A k Under the condition (1), estimating the failure probability according to the equation (15),
wherein the content of the first and second substances,x r,k for samples corresponding to each subinterval, r =1, \ 8230;, N k ,k=1,…,m,N k Is a sub-interval A k The corresponding number of samples.
step S3.2.1, in the known condition variable and corresponding interval number m and A k Using the sample under the conditions ofEstimate σ from (19) k (k=1,2,…m)
In the formula, y r,k Is a sample of the response function, r =1, \8230;, N k ,k=1,…,m,y r,k By corresponding samples x for each subinterval r,k Bringing in g (x) to obtain y = g (x) = I F (x)f X (x)/h X (x)。
Step S3.2.2, estimating the optimal estimated value of the failure probability according to the formula (26)Variance of (2)
In step S3, the distribution interval dividing method for adjusting the input variable may be: estimating the optimal value of the number of samples corresponding to the subinterval according to the following formulaThen according toAdjusting the number of samples N corresponding to the subinterval k ,
The input variable can be purposefully adjusted through the step, and the problems of uncertainty and large operation quantity caused by random adjustment are avoided.
In the above embodiments, those skilled in the art can know that the execution sequence is not unique, for example, the estimation in step 3Andthe order of (a) may be reversed.
The structural failure probability solving method of the present invention is described in detail below with reference to specific examples, and the present embodiment is described by taking an i-beam shown in fig. 1 as an example.
Fig. 1 shows a dangerous section occurring in an i-beam structure, where the maximum normal and shear stresses can be expressed as σ and τ = T/W, respectively ρ Wherein M and T represent respectively the bending moment and the torque to which the front axle is subjected, W x And W ρ The section coefficients and the polar section coefficients are expressed separately, and they can be expressed as:
wherein h represents the h-beam waist height, b represents the h-beam leg width, t represents the h-beam waist thickness, and a represents the average leg thickness.
According to the static strength failure criterion of the structure, the following function can be constructed
Wherein σ s Expressing the yield limit of the static strength of the structure, sigma can be obtained according to the material property of the front axle structure s =460MPa。
The geometrical dimensions a, b, T and h of the dangerous section of the I-shaped beam and the bending moment M and the torque T of the front axle are taken as mutually independent random input variables (d = 6), the geometrical dimensions a, b, T and h and the bending moment M and the torque T are subjected to normal distribution, and the distribution parameters are shown in a table 1.
TABLE 1 distribution parameters of input random variables in the front axle construction of a motor vehicle
Step S1, determining a sample
Extracting total sample size, namely extracting 2000 samples of the geometrical sizes a, b, T and h of random input variables of the I-beam and the bending moment M and the torque T suffered by the front axle respectively to form corresponding 2000 groups of samples, namely N CIS =2000。
The distribution interval of all input variables is divided equally probabilistically into 20 sub-intervals, i.e. m =20.
Step S2, determining condition variables
Estimate delta for each input variable i The results are shown in Table 2
TABLE 2 calculation of δ i Is estimated by
As can be seen from Table 2, δ corresponds to the variable T i Has the largest value, and therefore T is selected as the conditioning variable.
The final estimated value can be obtained by the method of the foregoing step S3.
In order to verify the effectiveness of the method of the present invention, the optimal condition-critical sampling of the present invention was compared with the conventional critical sampling method, the condition-critical sampling method. In order to compare the estimation results and the robustness of the three sampling methods, the three sampling methods are repeated 200 times respectively, the average value is taken as the estimation value of the failure probability, and the corresponding coefficient of variation is estimated at the same time, and the results are shown in table 3. It can be seen that the estimated values of the failure probability obtained by the three methods are very close, but the variation coefficient of the estimated value of the failure probability obtained by the optimal condition important sampling method is smaller than that of the estimated values of the failure probability obtained by the other two methods, so that the optimal condition important sampling method has the best robustness. In order to compare the convergence rates of the three sampling methods more clearly, the coefficients of variation of the three sampling methods for different sample numbers were calculated, and the results are shown in fig. 2. It can be seen that the optimal conditional significant sampling method has the highest convergence rate, followed by the conditional significant sampling method, which has the lowest convergence rate. It can also be seen that the number of samples required for optimal subsampling is minimal if the coefficient of variation of the failure probability estimate is to be guaranteed to a given level.
Table 3 estimated values of failure probability and their coefficients of variation
For the i-beam structure, the six variables of a, b, T, h, M and T are considered in the above embodiment, and the determination of the random variable is mainly determined comprehensively according to various factors influencing the structural failure, so the variable can be replaced or increased or decreased, in this example, if the property of the material is considered, the elastic modulus or poisson's ratio of the material can be added as an input variable, and the calculation method is not changed.
Similarly, if the I-beam structure is replaced by other structures, the structure failure probability can be solved by adopting the same method as long as all factors influencing the structure failure are determined and taken as input variables.
Other embodiments of the invention will be apparent to those skilled in the art from consideration of the specification and practice of the invention disclosed herein. This application is intended to cover any variations, uses, or adaptations of the invention following, in general, the principles of the invention and including such departures from the present disclosure as come within known or customary practice within the art to which the invention pertains. It is intended that the specification and examples be considered as exemplary only, with a true scope and spirit of the invention being indicated by the following claims.
Claims (3)
1. A method for solving the failure probability of a structure based on an optimal condition importance sampling method is characterized in that the method is used for solving the failure probability of an I-beam structure and comprises the following steps:
taking variables related to structural failure as analysis samples, taking each variable as an input variable, wherein the input variables comprise H-beam waist height h, leg width b, waist thickness T, average leg thickness a, bending moment M borne by a front shaft and torque T borne by the front shaft, and extracting N CIS A sample, dividing the distribution interval of each input variable into m continuous but disjoint sub-intervals A k (k=1,2,...m);
Delta for each input variable using significant sampling i Estimate all delta i The estimated values are compared and are selected so that delta i Estimate value is reachedTaking the input variable of the maximum value as a condition variable; delta i The estimated value of (c) is:
wherein X i Representing an extracted variable, F X (x) Probability distribution function, f, representing a random variable X X (x) As a function of the probability density of the random variable X, I F (X) denotes a failure domain indicator function, h X (x) A function representing the significant sample density is shown,to representAn estimate of the variance of (a) is,the response function is represented by a function of the response, is the important sampling density function h X (x) Edge probability density function of (2), x i (i=1,2,...,N IS ) Representing a sample;
at known condition variables and corresponding interval numbers m and A k Under the condition (2), the variance of the estimated failure probability values is estimated respectivelyAnd variance of optimal estimated value of failure probabilityComparison ofAndjudgment ofWhether significantly less thanIf not, thenAs a final estimate; if yes, the distribution interval division of the input variables is adjusted, and the failure probability is re-estimatedAnditerate untilIs not significantly less than
at known condition variables and corresponding interval numbers m and A k Under the condition (1), estimating the failure probability according to the equation (15),
wherein the content of the first and second substances,x r,k for samples corresponding to each subinterval, r =1 k ,k=1,...,m,N k Is a sub-interval A k The corresponding number of samples;
Wherein the content of the first and second substances,N k is the number of samples corresponding to the sub-interval,is the important sampling density function h X (x) Of the edge probability density function, x i (i=1,2,...,N IS ) The samples are represented by a representation of the sample,denotes the sub-interval A k Inner partThe variance of (a) is determined,denotes the sub-interval A k Inner partIn the expectation that the position of the target is not changed,representψ k Is determined by the estimated value of (c),to representThe variance of (a);
at known condition variables and corresponding interval numbers m and A k Using the sample under the conditions ofEstimate σ from (19) k (k=1,2,...m);
in the formula, y r,k Is a sample of the response function, r =1 k ,k=1,...,m,y r,k By corresponding samples x for each subinterval r,k G (x) is taken in, y = g (x) = I F (x)f X (x)/h X (x);
The optimal estimated value of the failure probability is estimated according to the formula (26)Variance of (2)
Wherein σ k Is estimated asy r,k As a sample of the response function, r =1 k ,k=1,...,m,y r,k By corresponding sample x to each subinterval r,k G (x) is taken in, y = g (x) = I F (x)f X (x)/h X (x),N k Is the number of samples corresponding to the sub-interval,which represents the total number of samples to be taken,
2. the method according to claim 1, wherein adjusting the distribution interval division of the input variables comprises:
estimating the optimal value of the number of samples corresponding to the subinterval according to the following formulaThen according toAdjusting the number of samples N corresponding to the subinterval k ,
Wherein λ is a lagrange multiplier.
3. The method of claim 1, wherein the distribution interval for each input variable is determined by a method of calculating the distribution interval for each input variableDivided into m contiguous but disjoint sub-intervals A k When, an equiprobable partition is adopted, where k =1,2.
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