• CN:11-2187/TH
  • ISSN:0577-6686

›› 2011, Vol. 47 ›› Issue (6): 173-179.

• 论文 • 上一篇    下一篇

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多失效模式下基于鞍点逼近和Nataf变换的基本变量总效应分析

李贵杰;吕震宙;袁修开   

  1. 西北工业大学航空学院
  • 发布日期:2011-03-20

Saddlepoint Approximation and Nataf Transformation Based Total Effect Analysis of Basic Variable in Multiple Failure Modes

LI Guijie;;Zhenzhou;YUAN Xiukai   

  1. School of Aeronautics, Northwestern Polytechnical University
  • Published:2011-03-20

摘要: 针对工程实际中经常出现的多失效模式可靠性模型,建立多失效模式情况下的基本随机变量总效应分析的鞍点逼近方法。在所提模型中,利用鞍点逼近方法和Nataf变换结合来近似多失效模式下响应功能函数的分布函数,并以此来求解基本随机变量总效应分析中所需的多失效模式响应功能函数的无条件联合概率密度和条件联合概率密度函数,进而求得基本变量对多失效模式响应功能函数概率分布影响的总效应。给出所提方法的实现步骤和原理,并通过算例验证所提方法的合理性和可行性。

关键词: Nataf变换, 鞍点逼近法, 多失效模式, 响应功能函数, 总效应

Abstract: For reliability model with multiple failure modes commonly used in practical engineering, the saddlepoint approximation method is employed to analyze the total effect of the basic random variable in case of the multiple failure modes. In the proposed method, saddlepoint approximation method is combined with Nataf transformation for approximating the unconditional joint probability density function and conditional joint one of the multiple response performance function, on which the total effect of the basic random variable on the probability distribution of the multiple response performance function can be calculated. The concept and the implementation of the proposed method are described step by step, and several examples are used to verify the rationality and feasibility of proposed method.

Key words: Multiple failure modes, Nataf transformation, Response performance function, Saddlepoint approximation, Total effect

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