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非平稳地震作用下线性系统的首次穿越
FIRST PASSAGE FAILURE PROBABILITIES OF DYNAMICAL SYSTEMS SUBJECTED TO NON-STATIONARY EARTHQUAKE
【摘要】 在结构动力学系统的可靠性分析中,受随机激励线性系统的首次穿越问题一直是研究热点之一。该文给出了非平稳地震作用下线性系统首次穿越的重要抽样法。应用Gisranov定理变换概率测度,利用设计点构造控制函数,应用到系统的Ito随机微分方程中。通过数值模拟,结果显示了方法的正确性与有效性。与蒙特卡罗模拟方法相比较,样本数量、计算时间都明显减小。
【Abstract】 In the reliability analysis of dynamical systems subjected to uncertain excitations,the first passage failure is the most important issue.This paper suggests a procedure for estimating failure probabilities of linear systems subjected to a non-stationary earthquake based on importance sampling technique.By using of Gisranov Theorem,the probability measure of Wiener processes is transformed and a control function is constructed.The simulation results show that the method is correct and effective.The number of samples and the computational time are reduced significantly,compared with direct Monte Carlo simulations.
【Key words】 first excursion probability; importance sampling; non-stationary earthquake; design point; Gisranov theorem;
- 【文献出处】 工程力学 ,Engineering Mechanics , 编辑部邮箱 ,2013年05期
- 【分类号】P315.9
- 【被引频次】2
- 【下载频次】71