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ACTA AERONAUTICAET ASTRONAUTICA SINICA ›› 2018, Vol. 39 ›› Issue (2): 221570-221570.doi: 10.7527/S1000-6893.2017.221570

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

Global reliability sensitivity analysis using cross entropy method and space partition

ZHAO Xiang, LI Hongshuang   

  1. College of Aerospace Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China
  • Received:2017-07-01 Revised:2017-09-08 Online:2018-02-15 Published:2017-09-08
  • Supported by:
    National Natural Science Foundation of China (U1533109);Foundation of Graduate Innovation Center in NUAA (kfjj20160113)

Abstract: Failure-probability-based sensitivity analysis is capable to measure the effects of uncertainties of input variables on failure probability, and can provide guidance on how to reduce the failure probability of a structure. In this paper, a new method is proposed to estimate the global reliability sensitivity indices, based on cross entropy method and space partition. The proposed method adaptively determines the important sampling density function by cross entropy method, avoiding the issue of determining the positions and number of the design points. Based on the identical set of samples used to estimate failure probability, the global reliability sensitivity index of each input random variable is calculated by the space partition method, which significantly improves the utilization of the samples and computational efficiency. A numerical and two engineering examples are used to illustrate the accuracy and efficiency of the proposed method.

Key words: global reliability sensitivity, failure probability, cross entropy method, sample space partition, importance sampling

CLC Number: