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Local reliability based sensitivity analysis with the moving particles method

机译：基于局部可靠性的移动粒子方法的灵敏度分析

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摘要

Local reliability sensitivity methods aim at determining the partial derivatives of the failure probability or the reliability index with respect to model parameters. For efficient local reliability based sensitivity analysis, it is important to avoid repeated evaluations of the performance function. To this end, an extension of the moving particles method to local reliability based sensitivity analysis is presented that is completely based on the already evaluated samples for the reliability estimate and thus avoids repeated evaluations of the performance function. In order to further reduce the variance of the estimator and to increase the efficiency, a multilevel variant of the estimator is proposed. The method is discussed in detail and illustrated by means of examples.
机译：局部可靠性灵敏度方法旨在确定故障概率的部分导数或相对于模型参数的可靠性指数。为了高效的基于局部可靠性的灵敏度分析，重要的是避免对性能功能的重复评估。为此，介绍了移动粒子方法的扩展，以基于基于局部可靠性的灵敏度分析，这是基于已经评估的可靠性估计的评估的样本，从而避免了对性能函数的重复评估。为了进一步降低估计器的方差并提高效率，提出了估计器的多级变体。该方法详细讨论并通过示例说明。

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