A novel method for global reliability sensitivity analysis by adaptive bivariate multiplicative dimensional reduction integral

Systems with random variables and random excitations exist widely in various engineering problems. Extending the traditional global reliability sensitivity to this double-stochastic system has important guiding significance for its design optimization. However, because there is a certain coupling between the randomness of variables and the randomness of excitation, this coupling mechanism is difficult to determine in practical projects. Therefore, it is difficult to extend the traditional reliability sensitivity analysis method to this double-stochastic system. In this research, it is assumed that there is no correlation between variables and excitations. Then, combining the first-passage method–based dynamic strength formula and the variance-based sensitivity analysis method, an approximate global reliability sensitivity analysis method for this double-stochastic system is proposed. In order to improve the computational efficiency, a nested loop method based on seven-point estimation is proposed for reliability sensitivity analysis. In order to verify the accuracy and efficiency of the proposed method, a Monte Carlo simulation is given as a reference. Three examples are studied and discussed to illustrate the practicality and feasibility of the proposed method.

Efficient sampling methods for global reliability sensitivity analysis

Global reliability sensitivity (GRS) index under fuzzy uncertainty is defined as the mean of the absolute difference between unconditional failure credibility and conditional failure credibility, which is important to quantify the effect of fuzzy inputs on failure credibility of the structure. The solution of this index requires nested analysis of conditional failure credibility and fuzzy mean, which introduces a large amount of computation. To efficiently estimate the GRS under fuzzy uncertainty, a method combining fuzzy simulation (FS) with fuzzy first-order and second moment (FS–FFOSM) method as well as a fuzzy sequential optimization and reliability assessment (FSORA) method are proposed. Compared with the direct double-loop FS method, in which both the conditional failure credibility and the fuzzy mean are estimated by FS, the proposed FS–FFOSM uses a more efficient FFOSM method to estimate the conditional failure credibility in the inner loop, which improves the computational efficiency of estimating GRS under fuzzy uncertainty. To further improve the computational efficiency, this paper also transforms the estimation of GRS into the solution of the optimization model under the constraint of failure credibility and establishes the FSORA method to solve the optimization model. The FSORA method uses a series of cycles of deterministic optimization and inverse design point analysis corresponding to the required fuzzy reliability index by GRS to reduce the iterations, and then the computational efficiency is further improved. Several examples illustrate the computational efficiency and accuracy of the proposed methods.

Copula-based methods for global sensitivity analysis with correlated random variables and stochastic processes under incomplete probability information

The aim of this article is to study the reliability analysis, parametric reliability sensitivity analysis and global reliability sensitivity analysis of structures with extremely rare failure events. First, the global reliability sensitivity indices are restudied, and we show that the total effect index can also be interpreted as the effect of randomly copying each individual input variable on the failure surface. Second, a new method, denoted as Active learning Kriging Markov Chain Monte Carlo (AK-MCMC), is developed for adaptively approximating the failure surface with active learning Kriging surrogate model as well as dynamically updated Monte Carlo or Markov chain Monte Carlo populations. Third, the AK-MCMC procedure combined with the quasi-optimal importance sampling procedure is extended for estimating the failure probability and the parametric reliability sensitivity and global reliability sensitivity indices. For estimating the global reliability sensitivity indices, two new importance sampling estimators are derived. The AK-MCMC procedure can be regarded as a combination of the classical Monte Carlo Simulation (AK-MCS) and subset simulation procedures, but it is much more effective when applied to extremely rare failure events. Results of test examples show that the proposed method can accurately and robustly estimate the extremely small failure probability (e.g. 1e–9) as well as the related parametric reliability sensitivity and global reliability sensitivity indices with several dozens of function calls.

The importance sampling method is an extensively used numerical simulation method in reliability analysis. In this paper, a modification to the importance sampling method (ISM) is proposed, and the modified ISM divides the sample set of input variables into different subsets based on the contributive weight of the importance sample defined in this paper and the maximum super-sphere denoted by β-sphere in the safe domain defined by the truncated ISM. By this proposed modification, only samples with large contributive weight and locating outside of the β-sphere need to call the limit state function. This amelioration remarkably reduces the number of limit state function evaluations required in the simulation procedure, and it doesn’t sacrifice the precision of the results by controlling the level of relative error. Based on this modified ISM and the space-partition idea in variance-based sensitivity analysis, the global reliability sensitivity indices can be estimated as byproducts, which is especially useful for reliability-based design optimization. This process of estimating the global reliability sensitivity indices only needs the sample points used in reliability analysis and is independent of the dimensionality of input variables. A roof truss structure and a composite cantilever beam structure are analyzed by the modified ISM. The results demonstrate the efficiency, accuracy, and robustness of the proposed method.

ABSTRACTPROSAIL is a combination of the leaf optical properties spectra (PROSPECT) model and the scattering by arbitrarily inclined leaves (SAIL) canopy bidirectional reflectance model. When modelling forest canopy reflectance using the PROSAIL radiative transfer model, the sensitivities of parameters can affect the modelling accuracy. Traditionally, sensitivities have been assessed using local sensitivity analysis (LSA); however, drawbacks to this approach include a lack of consideration for coupled effects between different parameters. In this study, parameter sensitivities in the PROSAIL model were calculated using two global sensitivity analysis (GSA) methods (the Extended Fourier Amplitude Sensitivity Test (EFAST) method and the Morris method), field measurements, and Landsat 5 Thematic Mapper (TM) data for a Moso bamboo forest. The results of GSA were compared with those of LSA in order to identify the key parameters impacting the Moso bamboo forest canopy reflectance, and to provide a reference for model optimization and vegetation canopy inversion improvement. The results showed that: (1) the sensitivities of six major input parameters of the PROSAIL model were generally consistent with the sorting orders of the two GSA methods, but were not in accordance with those from the LSA method, especially in the mid-infrared band; (2) coupled effects among parameters acting on reflectance simulation in visible light bands were greater than those in infrared bands; (3) the simulated canopy reflectance was evaluated using Landsat 5 TM data, and the results simulated based on LSA analysis showed higher error than those based on GSA analysis, because the LSA method ignored the influence of some parameters on canopy reflectance, e.g. leaf mesophyll structure (N), average leaf angle (ALA), leaf water content (Cw), and leaf dry matter content (Cm). However, GSA was able to fully consider the coupled effects among parameters, and thus identified the sensitive parameters impacting on reflectance more accurately.

Uncertainty and sensitivity analysis of cooling and heating loads for building energy planning

Physiologically based pharmacokinetic (PBPK) models describe the absorption, distribution, metabolism, and excretion of chemicals. Probabilistic PBPK models can be used to produce distributional estimates of human equivalent doses (HEDs), which are external measures of human exposure predicted to result in a target internal dose, generated with Monte Carlo sampling and reverse dosimetry calculations. Very low HED percentiles represent individuals that are more sensitive to possible adverse effects of chemical exposures and are therefore frequently used in risk evaluation. Details of the parameter distributions used in probabilistic PBPK models impact HED distributions, but obtaining precise distributional estimates for all the parameters would be challenging. Therefore, we sought to determine methods that can identify the extent of model parameter influence on extreme HED percentiles. We first analyzed published PBPK models for dichloromethane and chloroform (for inhalation and oral exposures given 3 internal target levels each) by identifying the overall relative importance of parameters using global sensitivity analysis (GSA) methods. Then, we used a novel yet computationally expensive method to analyze the stability and sensitivity of extreme HED percentiles to input parameter distributions. Applying the traditional GSA methods allowed us to identify subsets of parameters most influential for accurately determining 1st and 99th percentiles, but the specific parameters included in those subsets varied for different models and exposure scenarios. Our results demonstrate that better characterizing PBPK model uncertainty by using precise distributional details for influential parameters informed by GSA methods may improve confidence in estimates of extreme percentiles of HEDs.

Despite being a common procedure, abdominal hernia treatments still require improvement due to the number of relapses and other postoperative issues. In silico testing can be employed to predict the behavior of the complex abdominal wall and implant systems. Here, uncertainty quantification and sensitivity analysis are required in order to optimize the parameters of hernia repair models. This paper concerns the modeling of an abdominal wall and implant using the finite element method. A Gasser-Ogden-Holzapfel (GOH) material model is used for the abdominal wall and an orthotropic material model for the implant. The parameters of the GOH model and the orientation of the implant are assumed to be uncertain. Regression-based polynomial chaos expansion is used as a meta-modeling method for uncertainty propagation and global sensitivity analysis. The maximum force in the connection between the implant and native tissue is considered as the quantity of interest. A failure risk criterion is also defined and presented. It has been found that the significance of the material parameters depends on the type of implant that is analyzed. Likewise, the risk of connection failure varies considerably depending on the implant used. Models with different types of implant produce very diverse results. Moreover, these differences also appear in the global sensitivity index and the risk of connection failure. This would indicate that specific implant designs and material properties are crucial to the success of hernia repair surgery.

Intelligent sensitivity analysis framework based on machine learning for spacecraft thermal design

This paper presents an application of the Global Sensitivity Analysis (GSA) method in evaluating performance of impedance measurement algorithms implemented in modern Intelligent Electronic Devices (IEDs) when affected by uncertainty. To be specific, the GSA is applied in testing an algorithm for distance protection of a single transmission line in a system with two lines on the same towers. Factors contributing to uncertainty are discussed in the paper. The GSA method decomposes variance of the estimation error according to the factors and their interactions, and in this way identifies the factors that have the highest impact on the estimation error. Computation of the GSA sensitivity indices relies on the Quasi-Monte Carlo (QMC) technique with Sobol's quasi-random sampling. This is time-consuming for large number of factors therefore, fast pre-screening process based on the Morris method is implemented to remove non-influential parameters and reduce the factor space before running the QMC. The methodology is implemented using fault simulation software DIgSILENT PowerFactory to calculate fault impedance as a function of uncertain parameters (i.e. factors) as well as voltage and current signals that are inputs to an IED under test. In this simulation, factor space is sampled using Sobol's quasi-random sequence generated with the standard GSA software tool called SIMLAB. All simulations of the transmission line faults for various parameter values and calculation of the performance indices (i.e. sensitivities) is automated using the program developed in DIgSILENT Programming Language (DPL). This testing technique is applied to study the fault impedance measurement implemented in SEL-421. (6 pages)

Global sensitivity analysis and uncertainty quantification of soot formation in an n-dodecane spray flame

Simulation of fate and transport mechanisms in the porous systems from contaminant transport models are affected by uncertainty associated with input model parameters. Sensitivity analysis (SA) provides tools to quantify the sources of uncertainty to the variations in the model output metrics. To quantify the uncertainty associated with physical non-equilibrium contaminant transport model, global SA was conducted for the problem mimicking reactive transport in the saturated soil column conditions. Five global SA methods, namely Morris, RSA (Regionalized Sensitivity Analysis), Sobol, FAST (Fourier Amplitude Sensitivity Test), and PAWN, were tested based on the temporal moments of contaminant concentrations for two output metrics: zeroth temporal moment (ZTM) and mean residence time (MRT). The ranking order of ten input model parameters from global SA methods for two output metrics was compared. Morris SA implied that the ZTM at outlet of the soil column is highly sensitive to sorption distribution coefficient in the mobile and immobile regions and less sensitive to dispersion coefficient and degradation rate constant in the immobile region. The mass-transfer coefficient showed highest non-linear interactions with other flow and transport parameters based on the highest value of standard deviation of elementary effects (EEs) for ZTM output metric. The sorption distribution coefficient in the mobile region and mass-transfer coefficient showed highest sensitivity and non-linear effect toward MRT based on the Morris method. The comparison of global SA methods revealed that the top two sensitive parameters affecting ZTM and MRT were the same from all the considered methods. However, large difference in the ranking order of bottom three sensitive parameters was observed. The sorption distribution coefficient of mobile region and mass-transfer coefficient were observed as the most sensitive parameters affecting ZTM and MRT based on the comparison of all five global SA methods. Overall results suggest that the non-linear contaminant transport model should be examined based on multiple sensitivity output metrics via a multi-model approach. The multi-model global SA approach implemented in this study highlighted its significance in quantifying the interplay of non-linear model parameters.

To overcome the limitations of existing variance-based methods for Probabilistic Sensitivity Analysis (PSA) in design under uncertainty, a new PSA approach based on the concept of relative entropy is proposed. The relative entropy based method evaluates the impact of a random variable by measuring the divergence between two probability density functions of a response. The method can be applied both globally over the whole distribution of a performance response (called global response probabilistic sensitivity analysis–GRPSA) and in any regional range of a response distribution (called regional response probabilistic sensitivity analysis–RRPSA). The former is the most useful for studying variable impact on robust design objective, while the latter provides insight into reliability constraints. The proposed method is applicable to both the prior-design and post-design stages, for variable screening and uncertainty reduction, respectively. The proposed method is verified by numerical examples and industrial design cases.