基于失效概率的矩独立重要性测度的高效算法

doi:10.7527/S1000-6893.2013.0483

ACTA AERONAUTICAET ASTRONAUTICA SINICA ›› 2014, Vol. 35 ›› Issue (8): 2199-2206.doi: 10.7527/S1000-6893.2013.0483

• Solid Mechanics and Vehicle Conceptual Design • Previous Articles Next Articles

An Efficient Method for Failure Probability-based Moment-independent Importance Measure

ZHANG Leigang¹, LYU Zhenzhou¹, CHEN Jun²

1. School of Aeronautics, Northwestern Polytechnical University, Xi'an 710072, China;
2. AVIC GA Huanan Aircraft Industry Co., Ltd, Zhuhai 519040, China

Received:2013-11-12 Revised:2013-12-02 Online:2014-08-25 Published:2013-12-17
Supported by:
National Natural Science Foundation of China (51175425); Research Fund for the Doctoral Program of Higher Education of China (20116102110003)

Abstract

Abstract:

The failure probability-based moment-independent importance measure can well analyze the effect of input uncertainties on the failure probability of a structure or system. However, compared with the variance-based importance measure, there are few accurate and efficient methods for the computation of the moment-independent importance measure at present. In this context, a highly efficient method to compute the failure probability-based moment-independent importance measure is proposed. The proposed method estimates efficiently the conditional probability density function of the model output using the fractional moments and high-dimensional model representation-based maximum entropy method, thus the conditional failure probability can be easily obtained by integration. Finally the three-point estimation method is applied to computing the variance, namely the failure probability-based moment-independent importance measure. Since the advantages of the maximum entropy method and the three-point estimation method are inherited directly, the proposed method can yield accurate results under a small number of function evaluations. Examples in the paper demonstrate the advantages of the proposed method as compared with existing methods, and indicate its good prospect for engineering application.

Key words: moment-independent importance measure, maximum entropy, fractional moment, high-dimensional model representation, three-point estimation

CLC Number:

V19
TB114.3

ZHANG Leigang, LYU Zhenzhou, CHEN Jun. An Efficient Method for Failure Probability-based Moment-independent Importance Measure[J]. ACTA AERONAUTICAET ASTRONAUTICA SINICA, 2014, 35(8): 2199-2206.

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An Efficient Method for Failure Probability-based Moment-independent Importance Measure

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