4.7 Article

Cross-entropy-based directional importance sampling with von Mises-Fisher mixture model for reliability analysis

期刊

出版社

ELSEVIER SCI LTD
DOI: 10.1016/j.ress.2021.108306

关键词

Directional importance sampling; Cross-entropy; von Mises-Fisher mixture; DBSCAN algorithm; Multiple design points

资金

  1. National Natural Science Foundation of China
  2. NSFC [11902254]
  3. National Science and Technology Major Project [2017-IV-0009-0046]
  4. Innovation Foundation for Doctor Dissertation of Northwestern Polytechnical University [CX202018]

向作者/读者索取更多资源

This paper presents a cross-entropy-based directional importance sampling (CE-DIS) method for rare failure probability estimation in structural reliability analysis. By choosing a quasi-optimal sampling density, the CE-DIS method significantly improves computational efficiency and can be applied to different types of reliability problems.
In structural reliability analysis, the estimation of rare failure probability is a significant challenge. Directional importance sampling may address this challenge when a quasi-optimal sampling density is chosen. Directional importance sampling involves sampling on the unit hypersphere and one-dimensional reliability analysis. This paper develops a cross-entropy-based directional importance sampling (CE-DIS) for reliability analysis. The von Mises-Fisher mixture (vMFM) model is selected as sampling density to generate direction vectors on the unit hypersphere. The updating rules based on the cross-entropy method are derived for the vMFM model to find a quasi-optimal sampling density. In addition, the DBSCAN algorithm is used to choose the number of distributions in the vMFM model in case of no prior information of failure domain, and the intermediate failure event is introduced in case of not enough samples to update the distribution parameters. Several benchmark numerical examples and engineering applications are used to test the performance of the proposed CE-DIS method. The results demonstrate that the CE-DIS method significantly improves the computational efficiency compared to original directional sampling and other CE-based importance sampling methods. In addition, the CE-DIS method can be applied to different types of reliability problems, e.g., multiple design points, multiple failure modes and rare failure probability.

作者

我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。

评论

主要评分

4.7
评分不足

次要评分

新颖性
-
重要性
-
科学严谨性
-
评价这篇论文

推荐

暂无数据
暂无数据