論文

査読有り
2015年

Poisson型不規則疲労き裂進展モデルに対する高速シミュレーションスキーム

材料
  • 兼清泰明

64
3
開始ページ
184
終了ページ
189
記述言語
日本語
掲載種別
研究論文(学術雑誌)
DOI
10.2472/jsms.64.184
出版者・発行元
The Society of Materials Science, Japan

A fast Monte Carlo simulation scheme is newly developed for reliability analyses based upon a probabilistic model describing random fatigue crack growth driven by a noise of Poisson type. The proposed simulation scheme is based upon a probability measure transformation available for Lévy processes, which realizes an importance sampling principle so that very small probability of failure can be accurately estimated with small size of generated samples. First, a random differential equation is formulated for describing random fatigue crack growth by introducing a temporally inhomogeneous compound Poisson process as a driving noise. Next, a probability measure transformation for temporally homogeneous compound Poisson processes is applied to the random fatigue crack growth model by the use of a transformation technique of a time variable, which leads to a Monte Carlo simulation scheme realizing the importance sampling principle. Finally, through some numerical examples, it is clarified that the proposed simulation scheme can give accurate estimations for probability of fatigue failure with quite small sample size.

リンク情報
DOI
https://doi.org/10.2472/jsms.64.184
CiNii Articles
http://ci.nii.ac.jp/naid/130004749951
CiNii Books
http://ci.nii.ac.jp/ncid/AN00096175
URL
http://id.ndl.go.jp/bib/026263357
URL
https://jlc.jst.go.jp/DN/JLC/20007672802?from=CiNii
ID情報
  • DOI : 10.2472/jsms.64.184
  • ISSN : 0514-5163
  • CiNii Articles ID : 130004749951
  • CiNii Books ID : AN00096175

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