Importance Sampling Method in V-Space

被引:1
作者
Jin Weiliang Professor
机构
关键词
structural reliability; Monte-Carlo simulation; importance sampling method; failure probability; maximum likelihood; curvature; gradient;
D O I
暂无
中图分类号
TU311.2 [结构稳定理论];
学科分类号
081304 ; 081402 ;
摘要
Based on the observation of importance sampling and second order information about the fail-ure surface of a structure,an importance sampling region is defined in V-space which is obtained by ro-tating a U-space at the point of maximum likelihood.The sampling region is a hyper-ellipsoid that con-sists of the sampling ellipse on each plane of main curvature in V-space.Thus,the sampling probabilitydensity function can be constructed by the sampling region center and ellipsoid axes.Several exampleshave shown the efficiency and generality of this method.
引用
收藏
页码:127 / 150
页数:24
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