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An adaptive sampling method utilizing regionalized random variables

机译:利用区域随机变量的自适应采样方法

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This paper discusses research into an alternative for characterizing the reliability of complex systems. The approach is unique in two respects: it is based o na determinstic sampling of the likelihood function and non pseudo-Monte Carlo sampling, and second, it uses a probabilistic membership function as opposed to the 'crisp' indicator function commonly used in importance sampling. In particular, the new procedure suggested in this paper also does not require identification of the limit state function or the MPP. Through the use of regionalized random variable,s the response of the system is modeled as a random field, which permits probabilistic membership statements for any feasible input vector relative to the failure domain. Preliminary results indicate that the proposed method is superior to traditional as well as stratified sampling methods.
机译:本文讨论了表征复杂系统可靠性的替代方法的研究。该方法在两个方面是独特的:基于似然函数的确定性采样和非伪蒙特卡洛采样,其次,它使用概率隶属函数,而不是重要性采样中通常使用的“清晰”指标函数。 。特别是,本文建议的新程序也不需要识别极限状态函数或MPP。通过使用区域化随机变量,系统的响应被建模为一个随机字段,这允许相对于故障域的任何可行输入向量的概率隶属关系语句。初步结果表明,该方法优于传统方法和分层抽样方法。

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