• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文会议>International conference on structural dynamics >Improvement of Outcrossing Rates by Importance Sampling
【24h】

Improvement of Outcrossing Rates by Importance Sampling

机译：重点采样改善差价率

获取原文
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

Time-dependent reliabilities are usually evaluated using the outcrossing approach. The required multidimensional integrations over probability spaces and time are performed using approximation methods (first and second order). These approximate solutions can be corrected by simulation and the paper reviews the methods available for two different types of stochastic processes: rectangular wave renewal processes and differentiable normal process. The simulation method using the axis-parallel technique and importance sampling is the most efficient in each case. The presented methods are tested on several examples, dealing with both stationary and non-stationary cases. Another solution consists in updating an existing solution using a correction factor computed with simulation techniques. This method seems to be more efficient that classical importance sampling, but can suffer from numerical problems in higher dimensions. It has been successfully tested at several examples, dealing with both stationary and non-stationary cases. In all cases, the numerical effort implied is considerable. Therefore, starting from first-order solutions is preferable. However, the corresponding correction is practically not that important, at least not for high reliability problems.
机译：通常使用outcrossing方法评估时间依赖性可靠性。使用近似方法（第一和二阶）来执行超过概率空间和时间的所需的多维集成。这些近似解决方案可以通过仿真和纸质纠正，请审查两种不同类型的随机流程的方法：矩形波更新过程和可微差的正常过程。使用轴平行技术和重要采样的仿真方法是每种情况下最有效的。在几个例子上测试了所提出的方法，处理静止和非静止案例。另一种解决方案包括使用用仿真技术计算的校正因子更新现有解决方案。这种方法似乎更有效地是古典重要性采样，但可以遭受更高维度的数值问题。它已在几个例子中成功进行了测试，处理静止和非静止案件。在所有情况下，暗示的数值努力是相当大的。因此，从一阶解决方案开始是优选的。然而，相应的校正实际上并不重要，至少不是高可靠性问题。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号