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1.
本文考虑索赔额与等待时间具有广义FGM相依结构的复合泊松过程,仿照文献[5]的方法,求出了其矩母函数的显式表达式,给出了其矩母函数的n阶导数的计算方法,并最终求出了其Esscher定价泛函.  相似文献   

2.
本文讨论强度R-N(μn,σR^2),应力(S(t),t∈「0,T」)为复合Weibull过程模型结构可靠性当量正态设计。获得应力在设计基准期「0,T」内的最在值概率及统计参数估计;正态-复合Weibull过程模型结构可靠度和结构可靠性当量正态设计表达式。  相似文献   

3.
结构的失效可能度及模糊概率计算方法   总被引:2,自引:1,他引:1  
依据模糊可能性理论,系统地建立含模糊变量时结构的可靠性计算模型.旨在解决模糊结构、模糊—随机结构和模糊状态假设下结构的可靠性计算问题.所建模型可给出模糊结构失效的可能度和模糊—随机结构失效概率的可能性分布.研究表明:对同时含模糊变量和随机变量的混合可靠性计算问题,把失效概率(或可靠度)作为模糊变量,能更客观地反映系统的安全状况.算例分析说明了中方法的合理性和有效性.  相似文献   

4.
孙道德 《大学数学》2019,35(2):67-70
随着网络技术和人工智能的快速发展,系统可靠性的研究一直是网络分析和人工智能系统算法的重要课题,系统可靠性分析归纳起来就是系统无故障运行的概率问题,相容事件的概率计算一般采用"包除原理"的方法,而它随着元件数量的增多会出现"组合爆炸",使得计算机无法运算.给出"相容分解法"和"概率解析消除法"的计算方法,可在有限步内计算出和事件的概率,有效简化了复杂系统可靠性的计算过程.  相似文献   

5.
具有有限燃料的奇异型最佳随机控制问题之推广   总被引:1,自引:0,他引:1  
本文推广了有限燃料情况下的奇异型随控制模型,对推广后的模型求出了最佳费用函数的结构表达式及最佳控制的存在条件,且当最佳控制存在时具体地构造出了该最佳控制。  相似文献   

6.
经典风险模型只描述了单一险种的经营模式,具有局限性,本文对多险种的复合Poisson风险模型的破产概率进行了研究。本文给出了初始资本为0时破产概率皿(O)的明确表达式,以及理赔量服从指数分布且初始资本为u时破产概率ψ(u)的明确表达式。  相似文献   

7.
FTA法和重要度分析在某系统可靠性中的应用   总被引:2,自引:0,他引:2  
韩明 《运筹与管理》2000,9(1):58-63
应用失效树分析(Fault Tree Analysis)法(简称FTA法),对某型火炮遥控系统进行了可靠性分析,建立了该系统的失效树,并在此基础上计算了该系统的可靠性参数,讨论了部件的概率重要度和相对比重要度,并把部件的概率重要度和相对比重要度推广到了分系统,结合所建的失效树给出了相应的结果。通过重要度分析,找到了提高系统可靠性中的途径。  相似文献   

8.
本文讨论强度为随机变量X,应力为复合x2-更新过程Y(t)的半随机过程可靠性模型的结构可靠度一致估计问题.获得在设计基准期[0,T]内结构可靠度表达式和结构可靠度的一致估计.  相似文献   

9.
板梁组合结构可靠性分析的随机边界元法   总被引:1,自引:0,他引:1  
本文用随机边界元法分析了随机荷载作用下具有随机边界条件的正交各向异性板、梁组合结构的可靠性.文中首先给出正交各向异性板、梁组合结构的边界积分方程,进而基于随机边界元法建立了随机结构可靠性分析方法和得到用于计算正交各向异性板、梁组合结构可靠性指标的公式.算例表明了本文方法的有效性.  相似文献   

10.
本文证明了三个定理,得到串联、并联、k/m(G)系统可靠度和平均寿命的Bayes点估计表达式(t)和.有助于“经济系统可靠性”的研究.  相似文献   

11.
In this paper, the reliability of basic structural systems is examined. For elementary chain and ductile parallel systems, the effects of equal correlation between element strengths is established assuming normality. A special case involving a choice between statically determinate and indeterminate structural systems is examined and an ‘optimum’ design approach is presented. In this optimal solution, the correlation structure between elements is controlled so as to maximize the system reliability for given element safety. Reliability analysis is based on a two moment safety index.  相似文献   

12.
This paper investigates the issue of reliability assessment for engineering structures involving mixture of stochastic and non-stochastic uncertain parameters through the Finite Element Method (FEM). Non-deterministic system inputs modelled by both imprecise random and interval fields have been incorporated, so the applicability of the structural reliability analysis scheme can be further promoted to satisfy the intricate demand of modern engineering application. The concept of robust structural reliability profile for systems involving hybrid uncertainties is discussed, and then a new computational scheme, namely the unified interval stochastic reliability sampling (UISRS) approach, is proposed for assessing the safety of engineering structures. The proposed method provides a robust semi-sampling scheme for assessing the safety of engineering structures involving multiple imprecise random fields with various distribution types and interval fields simultaneously. Various aspects of structural reliability analysis with multiple imprecise random and interval fields are explored, and some theoretically instructive remarks are also reported herein.  相似文献   

13.
基于可靠性的工程结构动力响应优化设计   总被引:2,自引:0,他引:2  
在考虑结构物理参数和作用荷栽同时具有随机性的情况下,建立了具有动应力、动位移可靠性约束和设计变量上下限约束的工程结构优化设计数学模型;分别对结构动力响应的数字特征和基于可靠性的结构动力响应的灵敏度进行了推导。利用内罚函数法求解,算例表明中构建的优化模型和提出的求解方法是合理与可行的。  相似文献   

14.
For structural system with fuzzy variables as well as random variables, a novel algorithm for obtaining membership function of fuzzy reliability is presented on interval optimization based Line Sampling (LS) method. In the presented algorithm, the value domain of the fuzzy variables under the given membership level is firstly obtained according to their membership functions. Then, in the value domain of the fuzzy variables, bounds of reliability of the structure are obtained by the nesting analysis of the interval optimization, which is performed by modern heuristic methods, and reliability analysis, which is achieved by the LS method in the reduced space of the random variables. In this way the uncertainties of the input variables are propagated to the safety measurement of the structure, and the membership function of the fuzzy reliability is obtained. The presented algorithm not only inherits the advantage of the direct Monte Carlo method in propagating and distinguishing the fuzzy and random uncertainties, but also can improve the computational efficiency tremendously in case of acceptable precision. Several examples are used to illustrate the advantages of the presented algorithm.  相似文献   

15.
In this work, new methods of guaranteeing the stability of linear time periodic dynamical systems with stochastic perturbations are presented. In the approaches presented here, the Lyapunov-Floquet (L-F) transformation is applied first so that the linear time-periodic part of the equations becomes time-invariant. For the linear time periodic system with stochastic perturbations, a stability theorem and related corollary have been suggested using the results previously obtained by Infante. This technique is not only applicable to systems with stochastic parameters but also to systems with deterministic variation in parameters. Some illustrative examples are presented to show the practical applications. These methods can be used to investigate the degree of robustness and design controllers for systems with time periodic coefficients subjected to random perturbations.  相似文献   

16.
An innovative stochastic dynamic model of a 3D train-track-bridge coupled system (TTBS) with refined wheel/rail interaction is established for a high-speed railway based on the random theory of probability density evolution method (PDEM). The multi-coupling effect of excitations can be simultaneously input into the new model, e.g. random track irregularity, random vehicle loads, stochastic system parameters, et al. Moreover, a new approach, named “Number theoretic method of multi-target probability functions” (NTM-mp), is developed to obtain the discrete point sets of multidimensional random parameters in hypercube space, aims to solve the point design of system uncertainty. The stochastic harmonic function (SHF) is applied to generate representative random track irregularity samples. The results of TTBS got by PDEM are verified with several typical case studies for its efficiency and reliability, which are the deterministic results in the representative publication, the Monte Carlo method (MCM) results, and the field testing results on the high-speed railway. At last, a typical case study of TTBS on a high-speed railway is presented for numerical analysis. Discussions and significant conclusions on the random dynamic responses are presented.  相似文献   

17.
A stochastic dynamical system with synchronization is considered. The dynamics of the system is described by a linear vector equation with a second-order matrix in an idempotent semiring with the operations of taking maximum and addition. It is assumed that one diagonal entry of the matrix is an exponentially distributed random variable, whereas all other entries are equal to some nonnegative constant. To solve the problem of calculating the mean rate of growth of the state vector of the system, we make a change of variables: instead of the random coordinates of the state vector of the system we introduce new random variables which are more convenient to analyze. After that, the corresponding sequences of one-dimensional distribution functions are constructed and examined for convergence. The mean rate of growth is calculated as the mean value of the limit distribution. In addition, expressions for the limit probabilities of some events in the systems are derived.  相似文献   

18.
This paper proposes a novel multi-scale approach for the reliability analysis of composite structures that accounts for both microscopic and macroscopic uncertainties, such as constituent material properties and ply angle. The stochastic structural responses, which establish the relationship between structural responses and random variables, are achieved using a stochastic multi-scale finite element method, which integrates computational homogenisation with the stochastic finite element method. This is further combined with the first- and second-order reliability methods to create a unique reliability analysis framework. To assess this approach, the deterministic computational homogenisation method is combined with the Monte Carlo method as an alternative reliability method. Numerical examples are used to demonstrate the capability of the proposed method in measuring the safety of composite structures. The paper shows that it provides estimates very close to those from Monte Carlo method, but is significantly more efficient in terms of computational time. It is advocated that this new method can be a fundamental element in the development of stochastic multi-scale design methods for composite structures.  相似文献   

19.
This paper provides a complete framework to consider manufacturing, inspection and rework activities in two-stage transfer-line production systems. The purpose of this paper is to analyse some of the transient state characteristics of a two-stage production system subject to an initial buffer of infinite capacity, inspection at both the inter- and end-stages and rework. The first stage of the system is never starved and the second stage is never blocked. A stochastic model is developed to analyse the system and explicit analytical expressions for some of the system characteristics have been obtained using the state-space method and regeneration point technique. All the random variables involved in the analysis are assumed to be arbitrary (general). Numerical illustrations have also been presented for some particular cases.  相似文献   

20.
In this paper, we consider a repairable system with minimal repairs whose number of repairs is a positive random variable with a given probability vector. Some preservation theorems and aging properties of repairable systems are established. Under the condition that at time t the system is working, a new random variable for the residual lifetime of the system is proposed. Some stochastic ordering results among the lifetimes and residual lifetimes of two systems are obtained. Similar results for coherent systems with independent components and exchangeable components were obtained in the previous literature. Copyright © 2013 John Wiley & Sons, Ltd.  相似文献   

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