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Non-intrusive imprecise stochastic simulation by line sampling
Structural Safety ( IF 5.8 ) Pub Date : 2020-05-01 , DOI: 10.1016/j.strusafe.2020.101936
Jingwen Song , Marcos Valdebenito , Pengfei Wei , Michael Beer , Zhenzhou Lu

Abstract The non-intrusive imprecise stochastic simulation (NISS) is a general framework for the propagation of imprecise probability models and analysis of reliability. The most appealing character of this methodology framework is that, being a pure simulation method, only one precise stochastic simulation is needed for implementing the method, and the requirement of performing optimization analysis on the response functions can be elegantly avoided. However, for rare failure events, the current NISS methods are still computationally expensive. In this paper, the classical line sampling developed for precise stochastic simulation is injected into the NISS framework, and two different imprecise line sampling (ILS) methods are developed based on two different interpretations of the classical line sampling procedure. The first strategy is devised based on the set of hyperplanes introduced by the line sampling analysis, while the second strategy is developed based on an integral along each individual line. The truncation errors of both methods are measured by sensitivity indices, and the variances of all estimators are derived for indicating the statistical errors. A test example and three engineering problems of different types are introduced for comparing and demonstrating the effectiveness of the two ILS methods.

中文翻译:

通过线采样的非侵入式不精确随机模拟

摘要 非侵入式不精确随机模拟(NISS)是用于传播不精确概率模型和分析可靠性的通用框架。这种方法框架最吸引人的特点是,作为一种纯模拟方法,实现该方法只需要一个精确的随机模拟,并且可以优雅地避免对响应函数进行优化分析的要求。然而,对于罕见的故障事件,当前的 NISS 方法在计算上仍然很昂贵。在本文中,为精确随机模拟开发的经典线采样被注入到 NISS 框架中,并基于经典线采样程序的两种不同解释开发了两种不同的不精确线采样 (ILS) 方法。第一种策略是基于线采样分析引入的超平面集设计的,而第二种策略是基于沿每条单独线的积分开发的。两种方法的截断误差均通过敏感性指标来衡量,并推导出所有估计量的方差以指示统计误差。介绍了一个测试实例和三个不同类型的工程问题,以比较和证明两种 ILS 方法的有效性。
更新日期:2020-05-01
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