一种新的多输出重要性测度及其高效计算方法

发布时间：2018-05-29 13:25

  本文选题：多输出 + 重要性测度　； 参考：《南京航空航天大学学报》2017年03期

【摘要】：基本变量重要性测度分析是结构安全评估以及工程优化设计的一项必要工作。本文结合矩独立重要性测度思想和基于方差的重要性测度思想,提出了一种新的适用于多个输出的重要性测度。所提测度利用概率积分转化(Probability integration transformation,PIT),将输出的不确定性由输出的联合分布函数来表征。在多输出情况下,相比单纯基于方差的重要性测度,所提测度能够同时包含各个输出的不确定性及其相关性。而相比单纯的矩独立重要性测度,由于它使用方差来衡量变异性,因而求解过程更为简便。在计算多输出的分布函数时,本文采用基于分数矩的极大熵方法结合Nataf变换法,在保证求解精度的同时大大降低了模型调用次数。数值和工程算例说明了该测度的合理性以及计算方法的高效性。
[Abstract]:The importance analysis of basic variables is a necessary work in structural safety assessment and engineering optimization design. Combining the idea of moment independent importance measure and variance based importance measure, a new importance measure suitable for multiple outputs is proposed in this paper. The proposed measure uses probabilistic integration transformation to characterize the uncertainty of the output by the joint distribution function of the output. In the case of multi-output, the proposed measure can include the uncertainty and correlation of each output at the same time, compared with the simple importance measure based on variance. Compared with the simple moment independent importance measure, it is easier to solve because it uses variance to measure variability. When calculating the distribution function of multiple outputs, the maximum entropy method based on fractional moments combined with Nataf transform method is used in this paper, which ensures the accuracy of the solution and greatly reduces the number of model calls. Numerical and engineering examples show the rationality of the measure and the efficiency of the calculation method.
【作者单位】： 西北工业大学航空学院;
【基金】：国家自然科学基金(51475370)资助项目 中央高校基本科研业务费(3102015BJ(Ⅱ)CG009)资助项目
【分类号】：TB114
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本文编号：1951038