随机过程激励下随机结构系统可靠度分析的一种方法

提出了随机过程荷载激励下，具有随机参数的结构系统可靠度分析的一种方法，该方法基于首次超越破坏机制，分析随机过程荷载激励下，结构参数（随机变量）取某一确定向量时的条件失效概率，采用Ｍｏｎｔｅ Ｃａｒｌｏ技术模拟结构参数的随机性，由条件失效概率给出随机结构的无条件失效概率，最后对中方法和程序作了检验，并进行了实际计算。     

二维联合概率分布函数构造方法对结构串联系统可靠度影响分析

简要介绍了两种构造联合分布函数近似方法：基于Pearson相关系数的近似方法P和基于Spearman相关系数的近似方法S。推导了基于直接积分方法的串联系统失效概率计算公式,提出了两构件功能函数间负相关时串联结构系统失效概率上限值的计算公式。以理论联合概率分布函数是二维极值分布为例研究了两种近似方法在串联系统可靠度计算中的精度。结果表明,两种近似方法能够有效地计算串联结构系统可靠度,且精度很高,为不完备概率信息条件下串联结构系统可靠度分析提供了一条有效的途径。当两构件的功能函数正相关时,两种近似方法误差随串联系统失效概率的减小而增加,但近似方法与精确方法系统失效概率的差别最大也不会超过2倍;当两构件的功能函数负相关时,两种近似方法误差随系统失效概率的减小而减小,但两种近似方法的失效概率几乎与精确解一样。此外,两种近似方法误差不是随构件间相关性的增加而单调增加,而是存在一极大值。     

基于β-二项分布的结构易损性分析

易损性曲线建立过程中受激励不确定性和结构参数不确定性的影响,会引起结构或构件观测结果的统计相关性。为此,本文提出基于β-二项分布的结构易损性分析方法。该方法根据性能量化指标阈值和Monte Carlo模拟确定震后观测结果,采用β-二项分布探讨震后观测值的统计相关性;结合对数回归模型,推导了改进β-二项分布的累积分布函数,计算结构失效概率;通过累积对数正态分布拟合易损性曲线,比较了观测失效样本数与观测失效概率统计相关性对易损性的影响,并与未考虑统计相关性的传统易损性曲线作对比。某8层钢筋混凝土框架-剪力墙结构的算例表明,考虑统计相关性的易损性较传统易损性偏大,且结构遭受8度以上地震作用时,考虑失效样本数统计相关性的易损性使预测结果更为保守,利于工程安全。     

含概率与区间混合不确定性的系统可靠性分析方法

系统可靠性问题中通常存在大量的不确定参数,传统方法一般是基于概率模型对系统进行可靠性分析,但是实际工程中由于数据缺乏或试验条件的限制往往难以得到参数的精确概率分布.本文将结构体系一部分样本信息充足的不确定变量用随机变量进行描述,而另一部分样本缺乏的用区间表示,并提出了一种新的含概率与区间混合不确定性的系统可靠性分析方法.首先,基于一个高效求解方法获得单失效模式下结构的最小可靠度指标;再针对多失效模式下含概率与区间混合不确定性问题建立了系统可靠性分析模型;考虑各失效模式之间的相关性,通过线性相关度计算方法求得相关系数矩阵;最后提出了串联体系和并联体系可靠度求解方法.3个数值算例表明,该方法可以实现含概率与区间混合的多个非线性失效模式下系统可靠度的计算.通过对比传统的概率可靠性分析方法,本文方法只需要少量的不确定信息便可确保系统更加安全,更适合复杂结构系统可靠性的分析和设计.     

基于链式贝叶斯网络的结构可靠性分析

将贝叶斯网络与传统可靠性方法结合,建立结构系统的可靠性贝叶斯网络模型,通过改进的分支限界法确定结构主要失效模式,并将贝叶斯网络链式化来提升计算效率。根据可靠性方法计算条件概率表;使用概率网络估算法来考虑主要失效模式之间的相关性,计算系统可靠性;当有新信息出现时,利用贝叶斯网络推理,对结构系统可靠性进行评估。以一桁架结构为研究对象,计算结构系统的可靠性,并在新信息出现的情况下对系统可靠性进行了更新。     

正态和非正态分布下结构系统的可靠性分析

本文在分析现有计算方法的基础上,提出了适合于多种结构系统可靠性分析的五种评价衡准.在失效概率的计算过程中,考虑了多种分布形式及随机变量间、失效形式间的相关性,从而为结构系统的最优可靠性设计提供了可靠的设计依据。     

杆系结构静强度和疲劳失效机理及可靠性分析

根据疲劳载荷造成的疲劳累积损伤对结构极限承载力的影响情况,讨论了结构系统承载能力的可靠度计算方法,分析了结构系统中每一个单元在静载和疲劳载荷作用下的两种失效模式,并考虑了二者之间的相关性对该单元可靠性的影响,具体分析了结构系统在这两种载荷作用下的失效机理,给出了在这两种载荷作用下结构系统的可靠性分析方法. 算例表明,在不同的使用年限内,静载和疲劳载荷对结构系统可靠性的影响是不同的;在结构系统主要失效路径中既有单元静强度失效又有单元疲劳失效,这是符合结构系统使用真实情况的.     

结构系统静强度与断裂的综合可靠性分析

基于疲劳载荷作用下裂纹扩展的随机性,建立了结构系统综合考虑静强度和断裂的可靠性分析方法,该方法给出了元件静强度失效时所对应的当量寿命,并建立了元件综合失效判别准则,分析了元件静强度失效和断裂失效之间的相关性.算例表明,随使用年限的增加,元件静强度失效和断裂失效之间的相关性也在增加;在不同的使用年限内,结构系统主要失效路径是不同的,并且在结构系统主要失效路径中既有元件静强度失效又有元件断裂失效;若只考虑静强度或断裂的结构可靠性分析,分析结果偏于危险.     

考虑随机模糊性叶结构广义可靠度计算方法

在元件强度外载既具有随机性又具有模糊性而元件的状态具有确定性的分界线时，元件的可靠度和失效概率可以表示成条件概率，这样就可以在考虑设计人员的经验的情况下降低元件的失效概率，算例结果证明了此结论文中的另一个内容是给出了元件的结构和状态下存在明确界线时可靠度和失效概率的计算方法，从而客观地反映了结构的安全程度。     

非高斯随机激励下工程结构可靠性估计的一种方法

本文将工程结构考虑为振动系统,把随机载荷及在结构上的载荷效应作为随机过程,分析状态函数的高阶矩,进行最大熵概率分析,得到结构在随机载荷作用下失效的概率。此法为随机环境下工作的结构、构件或设备的安全设计、可靠性检验提供了一个可行的方法。     

First-passage failure of strongly non-linear oscillators with time-delayed feedback control under combined harmonic and wide-band noise excitations

A procedure for studying the first-passage failure of strongly non-linear oscillators with time-delayed feedback control under combined harmonic and wide-band noise excitations is proposed. First, the time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay. Then, the averaged Itô stochastic differential equations for the system are derived by using the stochastic averaging method. A backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. An example is worked out in detail to illustrate the proposed procedure. The effects of time delay in feedback control forces on the conditional reliability function, conditional probability density and moments of first-passage time are analyzed. The validity of the proposed method is confirmed by digital simulation.     

First passage failure of quasi non-integrable generalized Hamiltonian systems

The first passage failure of quasi non-integrable generalized Hamiltonian systems is studied. First, the generalized Hamiltonian systems are reviewed briefly. Then, the stochastic averaging method for quasi non-integrable generalized Hamiltonian systems is applied to obtain averaged Itô stochastic differential equations, from which the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the conditional mean of the first passage time are established. The conditional reliability function and the conditional mean of first passage time are obtained by solving these equations together with suitable initial condition and boundary conditions. Finally, an example of power system under Gaussian white noise excitation is worked out in detail and the analytical results are confirmed by using Monte Carlo simulation of original system.     

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations is studied. The motion equation of the system is reduced to a set of averaged Itô stochastic differential equations by stochastic averaging in the case of resonance. Then, the backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function and the conditional probability density and mean first-passage time are obtained by solving the backward Kolmogorov equation and Pontryagin equation with suitable initial and boundary conditions. The procedure is applied to Duffing–van der Pol system in resonant case and the analytical results are verified by Monte Carlo simulation.     

Gauss白噪声外激下Rayleigh振子的平稳响应与首次穿越

研究了Rayleigh振子在Gauss白噪声外激下的平稳响应和首次穿越。首先利用随机平均法给出了系统随机平均It^o微分方程,对平均方程的稳态概率密度做了数值分析;然后建立了条件可靠性函数的后向Kolmogorov方程及首次穿越时间条件矩的Pontragin方程;最后对三组不同的参数值分析了首次穿越的概率统计特性。     

Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged Itô equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.     

外共振耦合Duffing-van der Pol系统的首次穿越

研究了谐和力与宽带噪声激励下二自由度强非线性Duffing-van derPol系统的首次穿越问题. 在外共振情形, 应用随机平均法将系统动力学方程化为关于振幅与角变量的Itô随机微分方程. 然后建立了系统的可靠性函数满足的后向Kolmogorov方程以及平均首次穿越时间满足的Pontryagin方程. 在一定的边界条件和初始条件下, 用有限差分法求解了这两个高维偏微分方程, 得到系统的条件可靠性函数、平均首次穿越时间以及平均首次穿越时间的条件概率密度. 讨论了不同参数对系统可靠性以及平均首次穿越时间的影响. 用Monte Carlo数值模拟验证了理论方法的有效性.     

耦合Duffing-van der Pol系统的首次穿越问题

利用拟不可积Hamilton系统随机平均法，研究了高斯白噪声激励下耦 合Duffing-van der Pol系统的首次穿越问题. 首先给出了条件可靠性函数满足的后向 Kolmogorov 方程以及首次穿越时间条件矩满足的广义Pontryagin方程. 然后根据 这两类偏微分方程的边界条件和初始条件，详细分析了在外激与参激共 同作用以及纯外激作用等情况下系统的可靠性与首次穿越时间的各阶矩. 最后以图表形式给 出了可靠性函数、首次穿越时间的概率密度以及平均首次穿越时间的数值结果.     

基于子集模拟和重要抽样的可靠性灵敏度分析方法

针对工程实际中大量存在的小失效概率问题,提出了基于子集模拟和重要抽样的可靠性灵敏度分析方法. 在子集模拟重要抽样可靠性分析方法中,通过引入合理的中间失效事件,将小的失效概率表达为一系列较大的条件失效概率的乘积,而较大的条件失效概率则可通过构造中间失效事件的重要抽样密度函数来高效求解. 基于子集模拟重要抽样可靠性分析的思想,论文将可靠性灵敏度转化为条件失效概率对基本变量分布参数的偏导数形式,推导了基于子集模拟和重要抽样的可靠性灵敏度估计值及估计值方差的计算公式,并采用算例对所提方法进行了验证. 算例结果表明所提方法具有较高的计算精度和效率,并且适用单个和多个失效模式系统.      

Feedback minimization of first-passage failure of quasi integrable Hamiltonian systems

A nonlinear stochastic optimal control strategy for minimizing the first-passage failure of quasi integrable Hamiltonian systems (multi-degree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is proposed. The equations of motion for a controlled quasi integrable Hamiltonian system are reduced to a set of averaged Itô stochastic differential equations by using the stochastic averaging method. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximization of reliability and mean first-passage time are formulated. The optimal control law is derived from the dynamical programming equations and the control constraints. The final dynamical programming equations for these control problems are determined and their relationships to the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the mean first-passage time are separately established. The conditional reliability function and the mean first-passage time of the controlled system are obtained by solving the final dynamical programming equations or their equivalent Kolmogorov and Pontryagin equations. An example is presented to illustrate the application and effectiveness of the proposed control strategy.