On Latin hypercube sampling for structural reliability analysis
On Latin hypercube sampling for structural reliability analysis
复制标题
DOI：
10.1016/s0167-4730(02)00039-5
复制
发表时间：
2003
影响因子：
5.8
通讯作者：
A. Olsson;G. Sandberg;O. Dahlblom
中科院分区：
文献类型：
--
作者：
A. Olsson;G. Sandberg;O. Dahlblom
拉丁超立方抽样是提高结构可靠度分析中不同重要抽样方法效率的有效工具。在简单重要性抽样中，抽样中心从原点移动到设计点，标准蒙特卡洛抽样可以用拉丁超立方抽样代替。效率的提高则高度依赖于采样方向的选择。不同版本的拉丁超立方抽样也成功地提高了更有效的轴正交重要性抽样方法。通过不同的数值算例表明，在重要抽样中，用拉丁超立方体代替简单的蒙特卡罗方法，可节省50%以上的计算机工作量。然而，确切的节省取决于拉丁超立方体的使用细节和问题的破坏面形状。
Latin hypercube sampling is suggested as a tool to improve the efficiency of different importance sampling methods for structural reliability analysis. In simple importance sampling, where the sampling centre is moved from the origin to the design point, standard Monte Carlo sampling can be replaced by Latin hypercube sampling. The efficiency improvement is then highly dependent on the choice of sampling directions. Different versions of Latin hypercube sampling are also successfully employed to improve the more efficient axis orthogonal importance sampling method. By means of different numerical examples, it is shown that more than 50% of the computer effort can be saved by using Latin hypercubes instead of simple Monte Carlo in importance sampling. The exact savings, however, are dependent on details in the use of Latin hypercubes and on the shape of the failure surfaces of the problems.