基于Copula失效相关结构系统的失效概率计算  

Failure probability calculation in structural systems with correlated failure modes based on copula

作　　者：韩文钦[1] 周金宇[1] 朱福先[1] 

机构地区：[1]江苏技术师范学院机械工程学院,常州213001

出　　处：《机械设计与制造》2011年第2期183-185,共3页Machinery Design & Manufacture

基　　金：国家自然科学基金(50805070)

摘　　要：针对具有相关失效模式的结构系统可靠性分析问题,提出利用Copula计算结构系统的失效概率。Copula函数可以采用多种边缘分布函数来推求联合分布函数,构造随机变量间的相关结构。该方法分别以各失效模式的功能函数值为Copula分析变量,利用MATLAB软件和Monte Carlo模拟法产生的随机抽样数据估计Copula参数,实现各功能函数间的联合概率分布函数的Copula建模,从而可以利用Copula计算结构系统的失效概率。最后用工程算例验证该理论方法的可行性,为具有相关失效模式的结构系统可靠性分析提供新途径。Aiming at the reliability analysis of structural system with correlated failure modes,copula is put forward for failure probability calculation of the structural systems.Correlated structure between random variables is build by Copula function,by which joint distribution function is gained by means of many margin distribution function.Copula model of Joint probability distribution function is build between every power functions,in which every power functions value are chosen as the analytic variables of copula function and unknown parameters of copula are determined by means of the random sampling data generated by Monte Carlo simulation in MATLAB software,thereby failure probability of the structural system is got by copula function.Finally,a practical case of copula demonstrates the feasibility of the method,which give a new path for the reliability analysis of structural system with correlated failure modes.

关 键 词：结构系统 失效模式相关 失效概率 COPULA 

分 类 号：TH122[机械工程—机械设计及理论] TB114.3[理学—概率论与数理统计]