.png){kind=icon}
返回
Relaxation-based importance sampling for structural reliability analysis
.png){kind=icon}
PRE
AI
DOI：10.1016/j.strusafe.2023.102393.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
This study presents an importance sampling formulation based on adaptively relaxing parameters from the indicator function and/or the probability density function. The formulation embodies the prevalent mathematical concept of relaxing a complex problem into a sequence of progressively easier sub-problems. Due to the flexibility in constructing relaxation parameters, relaxation-based importance sampling provides a unified framework for various existing variance reduction techniques, such as subset simulation, sequential importance sampling, and annealed importance sampling. More crucially, the framework lays the foundation for creating new importance sampling strategies, tailoring to specific applications. To demonstrate this potential, two importance sampling strategies are proposed. The first strategy couples annealed importance sampling with subset simulation, focusing on low-dimensional problems. The second strategy aims to solve high-dimensional problems by leveraging spherical sampling and scaling techniques. Both methods are desirable for fragility analysis in performance-based engineering, as they can produce the entire fragility surface in a single run of the sampling algorithm. Three numerical examples, including a 1000-dimensional stochastic dynamic problem, are studied to demonstrate the proposed methods.
Keyword:
Importance sampling
Fragility analysis
Reliability analysis
期刊
IF:
6.3
论文数:
1.4K
被引数:
7.0K
机构
引用论文
Cross entropy-based importance sampling using Gaussian densities revisited.png)
STRUCTURAL SAFETY
OAAI
STRUCTURAL SAFETYIF6.3
OAAI分享收藏
A novel active learning-based Gaussian process metamodelling strategy for estimating the full probability distribution in forward UQ analysis一种新的基于主动学习的高斯过程元模型策略，用于估计前向UQ分析中的全概率分布STRUCTURAL SAFETYOAAI
STRUCTURAL SAFETYIF6.3
OAAI分享收藏Hamiltonian Monte Carlo methods for Subset Simulation in reliability analysis可靠性分析中子集模拟的哈密顿蒙特卡罗方法STRUCTURAL SAFETYOAAI
STRUCTURAL SAFETYIF6.3
OAAI分享收藏Estimation of failure probabilities for intersections of non-linear limit statesSTRUCTURAL SAFETY
STRUCTURAL SAFETYIF6.3
PREAI
分享收藏
查看更多内容