• Title of article

    Efficient sampling methods for global reliability sensitivity analysis Original Research Article

  • Author/Authors

    Pengfei Wei، نويسنده , , Zhenzhou Lu، نويسنده , , Wenrui Hao، نويسنده , , Jun Feng، نويسنده , , Bintuan Wang، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 2012
  • Pages
    16
  • From page
    1728
  • To page
    1743
  • Abstract
    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.
  • Keywords
    Importance sampling , Global reliability sensitivity analysis , Truncated importance sampling , Total effect indices , Main effect indices
  • Journal title
    Computer Physics Communications
  • Serial Year
    2012
  • Journal title
    Computer Physics Communications
  • Record number

    1138626