关键词: 可靠性, 蒙特-卡罗方法, 分层抽样

Abstract: The stratified sampling Monte Carlo method to analyze the reliability of structural system is presented. By a small exploratory simulation, this method overcomes the difficulties for getting the systematic sampling probability of all strata. Several useful and efficient stratification methods are given, and the stratification and simulation strategy is studied. A general conclusion is presented with actual engineering structure. The strict proof is given, and it proves especially effective to solve probabilistic integration. Statistic error of evaluating failure probability is reduced obviously. Especially in high non linear and non convex problems, it is more accurate than other methods. Compared with other variance reduction techniques, this method can obtain a more obvious variance reduction and increase the sampling efficiency. This method is especially suitable to solve multiple failure modes and highly non linear problems of structural system.

Key words: reliability, Monte-Carlo method, stratified sampling