Abstract

In engineering reliability analysis, the limit state equation is generally implicit and nonlinear, and large number basic random variables and small failure probability are associated. For this kind of reliability analysis, a novel numerical simulation is presented based on the combination of Markov Chain Simulation and line sampling. In the presented method, Markov Chain Simulation is used to draw samples in the failure domain rapidly, and important direction for the line sampling is determined by these samples. Then the line sampling technique is employed to take samples according to the important direction, and failure probability can be evaluated by line sampling with high efficiency. Comparing to the finite differential method for obtaining the important direction, higher accuracy and higher robustness of the important direction are obtained by the presented method. The application in the reliability analysis of low cycle fatigue life of aeronautical engine turbine disc structure, which is applied by multiple cyclic loads, shows that the presented line sampling combining with the Markov Chain Simulation is efficient and feasible.

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