Reliability Sensitivity Algorithm Based on Stratified Importance Sampling Method for Multiple Failure Modes Systems
نویسندگان
چکیده
منابع مشابه
AN ADAPTIVE IMPORTANCE SAMPLING-BASED ALGORITHM USING THE FIRST-ORDER METHOD FOR STRUCTURAL RELIABILITY
Monte Carlo simulation (MCS) is a useful tool for computation of probability of failure in reliability analysis. However, the large number of samples, often required for acceptable accuracy, makes it time-consuming. Importance sampling is a method on the basis of MCS which has been proposed to reduce the computational time of MCS. In this paper, a new adaptive importance sampling-based algorith...
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ژورنال
عنوان ژورنال: Chinese Journal of Aeronautics
سال: 2010
ISSN: 1000-9361
DOI: 10.1016/s1000-9361(09)60268-5