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A Multilevel Simulation Method for Time-Variant Reliability Analysis
DOI:10.3390/su13073646.png)
摘要
En 中文
Crude Monte Carlo simulation (MCS) is the most robust and easily implemented method for performing time-variant reliability analysis (TRA). However, it is inefficient, especially for high reliability problems. This paper aims to present a random simulation method called the multilevel Monte Carlo (MLMC) method for TRA to enhance the computational efficiency of crude MCS while maintaining its accuracy and robustness. The proposed method first discretizes the time interval of interest using a geometric sequence of different timesteps. The cumulative probability of failure associated with the finest level can then be estimated by computing corrections using all levels. To assess the cumulative probability of failure in a way that minimizes the overall computational complexity, the number of random samples at each level is optimized. Moreover, the correction associated with each level is independently computed using crude MCS. Thereby, the proposed method can achieve the accuracy associated with the finest level at a much lower computational cost than that of crude MCS, and retains the robustness of crude MCS with respect to nonlinearity and dimensions. The effectiveness of the proposed method is validated by numerical examples.
Keyword:
time-variant reliability analysis
crude Monte Carlo simulation
Multilevel Monte Carlo
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期刊
IF:
3.3
论文数:
10.6W
被引数:
28.4W
机构
引用论文
Kriging Model for Time-Dependent Reliability: Accuracy Measure and Efficient Time-Dependent Reliability Analysis Method时变可靠性的Kriging模型: 精度测度和有效的时变可靠性分析方法
IEEE ACCESS
IF3.6

