极小失效概率估计的元模型二次重要抽样方法
收稿日期: 2025-05-28
修回日期: 2025-06-17
录用日期: 2025-07-07
网络出版日期: 2025-07-15
基金资助
国家自然科学基金(12272300);国家自然科学基金(12572141)
Meta-model-based double importance sampling method for extremely small failure probability estimation
Received date: 2025-05-28
Revised date: 2025-06-17
Accepted date: 2025-07-07
Online published: 2025-07-15
Supported by
National Natural Science Foundation of China(12272300)
李星霖 , 吕震宙 , 陈亦舟 . 极小失效概率估计的元模型二次重要抽样方法[J]. 航空学报, 2026 , 47(3) : 232316 -232316 . DOI: 10.7527/S1000-6893.2025.32316
Based on a surrogate model of the performance function with an adaptive learning strategy, the meta-model-based importance sampling (Meta-IS) method can approximate the optimal importance sampling probability density function (IS-PDF) for estimating failure probabilities, making it an efficient approach for reliability analysis. However, when dealing with extremely small failure probabilities, estimating the normalization factor in the IS-PDF becomes computationally expensive for Meta-IS. To mitigate the computational burden, a meta-model-based double importance sampling (Meta-IS2) method for estimating extremely small failure probabilities is proposed. The hierarchical weighted clustering strategy is designed to construct an IS-PDF for estimating the normalization factor. The feasibility of the proposed method is verified with instants. The results show that, under equivalent accuracy, the computational efficiency of the proposed method is no less than that of the existing Meta-IS method. Furthermore, for the cases with extremely small failure probabilities, the proposed method significantly outperforms that of the existing Meta-IS method.
| [1] | DITLEVSEN O, MELCHERS R E, GLUVER H. General multi-dimensional probability integration by directional simulation[J]. Computers & Structures, 1990, 36(2): 355-368. |
| [2] | 宋述芳, 吕震宙. 高维小失效概率下的改进线抽样方法[J]. 航空学报, 2007, 28(3): 596-599. |
| SONG S F, LYU Z Z. Improved line sampling method for structural reliability with high dimensionality and small failure probability[J]. Acta Aeronautica et Astronautica Sinica, 2007, 28(3): 596-599 (in Chinese). | |
| [3] | SCHU?LLER G I, PRADLWARTER H J, KOUTSOURELAKIS P S. A critical appraisal of reliability estimation procedures for high dimensions[J]. Probabilistic Engineering Mechanics, 2004, 19(4): 463-474. |
| [4] | AU S K, BECK J L. Estimation of small failure probabilities in high dimensions by subset simulation[J]. Probabilistic Engineering Mechanics, 2001, 16(4): 263-277. |
| [5] | ALVAREZ D A, URIBE F, HURTADO J E. Estimation of the lower and upper bounds on the probability of failure using subset simulation and random set theory[J]. Mechanical Systems and Signal Processing, 2018, 100: 782-801. |
| [6] | CHENG K, LU Z Z, XIAO S N, et al. Estimation of small failure probability using generalized subset simulation[J]. Mechanical Systems and Signal Processing, 2022, 163: 108114. |
| [7] | GROOTEMAN F. Adaptive radial-based importance sampling method for structural reliability[J]. Structural Safety, 2008, 30(6): 533-542. |
| [8] | AU S K, BECK J L. A new adaptive importance sampling scheme for reliability calculations[J]. Structural Safety, 1999, 21(2): 135-158. |
| [9] | JIA G F, TABANDEH A, GARDONI P. A density extrapolation approach to estimate failure probabilities[J]. Structural Safety, 2021, 93: 102128. |
| [10] | 员婉莹, 李逢源, 黄博, 等. 可靠性分析改进元模型重要抽样算法[J]. 航空学报, 2025, 46(7): 184-196. |
| YUN W Y, LI F Y, HUANG B, et al. Enhanced metamodel-based importance sampling method for reliability analysis[J]. Acta Aeronautica et Astronautica Sinica, 2025, 46(7): 184-196 (in Chinese). | |
| [11] | 徐思敏. 基于分层子抽样的快速马尔科夫链蒙特卡洛算法[D]. 厦门: 厦门大学, 2021. |
| XU S M. Speeding up Markov chain Monte Carlo by stratified subsampling[D]. Xiamen: Xiamen University, 2021 (in Chinese). | |
| [12] | HONG S, YUE T Y, YOU Y, et al. A resilience recovery method for complex traffic network security based on trend forecasting[J]. International Journal of Intelligent Systems, 2025(1): 3715086. |
| [13] | ZHAO Z Q, XIE L Y, ZHAO B F, et al. Reliability evaluation of folding wing mechanism deployment performance based on improved active learning Kriging method[J]. Probabilistic Engineering Mechanics, 2023, 74: 103547. |
| [14] | ECHARD B, GAYTON N, LEMAIRE M, et al. A combined importance sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models[J]. Reliability Engineering & System Safety, 2013, 111: 232-240. |
| [15] | FAN X, YANG X F, LIU Y S. A Kriging-assisted adaptive improved cross-entropy importance sampling method for random-interval hybrid reliability analysis[J]. Structural and Multidisciplinary Optimization, 2024, 67(9): 158. |
| [16] | DUBOURG V, SUDRET B, DEHEEGER F. Metamodel-based importance sampling for structural reliability analysis[J]. Probabilistic Engineering Mechanics, 2013, 33: 47-57. |
| [17] | XIAO S N, NOWAK W. Failure probability estimation with failure samples: an extension of the two-stage Markov chain Monte Carlo simulation[J]. Mechanical Systems and Signal Processing, 2024, 212: 111300. |
| [18] | ZHU X M, LU Z Z, YUN W Y. An efficient method for estimating failure probability of the structure with multiple implicit failure domains by combining Meta-IS with IS-AK[J]. Reliability Engineering & System Safety, 2020, 193: 106644. |
| [19] | LING C Y, LU Z Z, ZHANG X B. An efficient method based on AK-MCS for estimating failure probability function[J]. Reliability Engineering & System Safety, 2020, 201: 106975. |
| [20] | YAN Y H, LU Z Z. Adaptive stratified mixture importance sampling for efficiently estimating extremely small failure probability with high-dimensional inputs and multiple failure domains[J]. Multidiscipline Modeling in Materials and Structures, 2025, 21(2): 480-499. |
| [21] | LUCHI D, LOUREIROS RODRIGUES A, MIGUEL VAREJ?O F. Sampling approaches for applying DBSCAN to large datasets[J]. Pattern Recognition Letters, 2019, 117: 90-96. |
| [22] | ZHAN H Y, XIAO N C, JI Y X. An adaptive parallel learning dependent Kriging model for small failure probability problems[J]. Reliability Engineering & System Safety, 2022, 222: 108403. |
| [23] | LI M Y, WANG Z Q. Deep learning for high-dimensional reliability analysis[J]. Mechanical Systems and Signal Processing, 2020, 139: 106399. |
| [24] | BAO Y Q, SUN H B, GUAN X S, et al. An active learning method using deep adversarial autoencoder-based sufficient dimension reduction neural network for high-dimensional reliability analysis[J]. Reliability Engineering & System Safety, 2024, 247: 110140. |
| [25] | HU Z, NANNAPANENI S, MAHADEVAN S. Efficient Kriging surrogate modeling approach for system reliability analysis[J]. Artificial Intelligence for Engineering Design, Analysis and Manufacturing, 2017, 31(2): 143-160. |
| [26] | CHEN Y Z, LU Z Z, WU X M. Meta model-based and cross entropy-based importance sampling algorithms for efficiently solving system failure probability function[J]. Probabilistic Engineering Mechanics, 2024, 76: 103615. |
| [27] | 郑新前, 王钧莹, 黄维娜, 等. 航空发动机不确定性设计体系探讨[J]. 航空学报, 2023, 44(7): 027099. |
| ZHENG X Q, WANG J Y, HUANG W N, et al. Uncertainty-based design system for aeroengines[J]. Acta Aeronautica et Astronautica Sinica, 2023, 44(7): 027099 (in Chinese). |
/
| 〈 |
|
〉 |