基于copula的失效模式相关的系统可靠度研究  

Copula-based failure mode-related system reliability study

作　　者：郭亚洲 张淑华[1] GUO Ya-zhou;ZHANG Shu-hua(College of Harbor,Coastal and Offshore Engineering,Hohai University,Nanjing 210098,China)

机构地区：[1]河海大学港口海岸与近海工程学院,南京210098

出　　处：《水道港口》2018年第6期739-745,共7页Journal of Waterway and Harbor

摘　　要：系统可靠度的计算一直存在瓶颈,就是如何找出复杂系统的失效模式,并在考虑元器件间、各失效模式间的相关性下计算系统的可靠度。文章提出了能充分考虑相关性的基于copula函数的系统可靠度分析方法。以秦皇岛某防波堤为例验证该理论,首先采用Monte Carlo模拟计算每个失效模式的失效概率,然后采用非参数核密度估计方法选出最优copula,进而计算结构体系可靠度。算例表明:正态copula可以作为表征防波堤串联体系可靠性中失效模式间相关性的最优copula函数,克服了基于独立性假设的传统方法的局限性。系统可靠度计算结果与蒙特卡罗方法计算结果对比表明:文中方法计算结果在允许范围内,满足实际工程的精度要求。There is always a bottleneck in the calculation of the reliability of the system,which is how to find out the failure mode of the complex system and calculate the reliability of the system under the consideration of the correlation between the components and the failure modes.In this paper,a system reliability analysis method based on copula function with sufficient correlation was proposed.The breakwater in Qinhuangdao was taken as an example to verify the theory.Firstly,Monte Carlo was used to simulate the failure probability of each failure mode,and the non parametric kernel density estimation method was used to select the optimal copula,and then the reliability of the structure system was calculated.The numerical example shows that the normal copula can be used as the optimal copula function to characterize the correlation between failure modes in the reliability of the breakwater series system,and overcome the limitations of the traditional method based on the independence hypothesis .Compared with the Monte Carlo method,the results of the system reliability calculation show that the results of this method are within the allowable range and meet the precision requirements of the actual engineering.

关 键 词：系统可靠度 最优copula 相关性 防波堤 

分 类 号：U656.2[交通运输工程—港口、海岸及近海工程]