A Weighted Saddlepoint Approximation Method for System Reliability Analysis

In order to ensure high reliability of complex engineered systems against deterioration or natural and man-made hazards, it is essential to have an efficient and accurate method for estimating the probability of system failure regardless of different system configurations (series, parallel, and mixed systems). Since system reliability prediction is of great importance in civil, aerospace, mechanical, and electrical engineering fields, its technical development will have an immediate and major impact on engineered system designs. To this end, this chapter presents a comprehensive review of advanced numerical methods for system reliability analysis under uncertainty. Offering excellent in-depth knowledge for readers, the chapter provides insights on the application of system reliability analysis methods to engineered systems and gives guidance on how we can predict system reliability for series, parallel, and mixed systems. Written for the professionals and researchers, the chapter is designed to awaken readers to the need and usefulness of advanced numerical methods for system reliability analysis.

In uncertainty analysis and reliability-based multidisciplinary design and optimization (RBMDO) of engineering structures, the saddlepoint approximation (SA) method can be utilized to enhance the accuracy and efficiency of reliability evaluation. However, the random variables involved in SA should be easy to handle. Additionally, the corresponding saddlepoint equation should not be complicated. Both of them limit the application of SA for engineering problems. The moment method can construct an approximate cumulative distribution function of the performance function based on the first few statistical moments. However, the traditional moment matching method is not very accurate generally. In order to take advantage of the SA method and the moment matching method to enhance the efficiency of design and optimization, a fourth-moment saddlepoint approximation (FMSA) method is introduced into RBMDO. In FMSA, the approximate cumulative generating functions are constructed based on the first four moments of the limit state function. The probability density function and cumulative distribution function are estimated based on this approximate cumulative generating function. Furthermore, the FMSA method is introduced and combined into RBMDO within the framework of sequence optimization and reliability assessment, which is based on the performance measure approach strategy. Two engineering examples are introduced to verify the effectiveness of proposed method.

An improved high order moment-based saddlepoint approximation method for reliability analysis

Efficient system reliability analysis illustrated for a retaining wall and a soil slope

This paper presents a Generalized Complementary Intersection Method (GCIM) that can predict system reliability for series, parallel, and mixed systems. The GCIM is an extension of the original study, referred to as the Complementary Intersection Method (CIM). The CIM was developed to assess system reliability for series systems. The contribution of this paper is to generalize the original CIM so that it can be used for system reliability analysis regardless of system structures (series, parallel, and mixed system). First, we derive a closed-form system reliability formula for a parallel system through its transformation into a series system using De Morgan’s law. Second, a unified system reliability analysis framework is proposed for mixed systems by defining a new System Structure matrix (SS-matrix) and employing the Binary Decision Diagram (BDD) technique. The SS-matrix is used to present any system structure in a comprehensive matrix form. Then the BDD technique together with the SS-matrix automates the process to identify system’s mutually exclusive path sets, of which each path set is a series system. As a result, system reliability with any system structure can be decomposed into the probabilities of the mutually exclusive path sets. Five engineering examples are used to demonstrate that the proposed GCIM can assess system reliability regardless of the system structures.

PLIC-FSR-SYS: System reliability analysis based on parallel learning of influential components with filtered sample region

System reliability analysis by enhanced Monte Carlo simulation

Based on material taught at the University of California, Berkeley, this textbook offers a modern, rigorous and comprehensive treatment of the methods of structural and system reliability analysis. It covers the first- and second-order reliability methods for components and systems, simulation methods, time- and space-variant reliability, and Bayesian parameter estimation and reliability updating. It also presents more advanced, state-of-the-art topics such as finite-element reliability methods, stochastic structural dynamics, reliability-based optimal design, and Bayesian networks. A wealth of well-designed examples connect theory with practice, with simple examples demonstrating mathematical concepts and larger examples demonstrating their applications. End-of-chapter homework problems are included throughout. Including all necessary background material from probability theory, and accompanied online by a solutions manual and PowerPoint slides for instructors, this is the ideal text for senior undergraduate and graduate students taking courses on structural and system reliability in departments of civil, environmental and mechanical engineering.

This paper presents a robust reliability analysis method for systems of multimodular redundant (MMR) controllers using the method of partitioning and parallel processing of a Markov chain (PPMC). A Markov chain is formulated to represent the N distinct states of the MMR controllers. Such a Markov chain has N2 directed edges, and each edge corresponds to a transition probability between a pair of start and end states. Because N can be easily increased substantially, the system reliability analysis may require large computational resources, such as the central processing unit usage and memory occupation. By the PPMC, a Markov chain's transition probability matrix can be partitioned and reordered, such that the system reliability can be evaluated through only the diagonal submatrices of the transition probability matrix. In addition, calculations regarding the submatrices are independent of each other and thus can be conducted in parallel to assure the efficiency. The simulation results show that, compared with the sequential method applied to an intact Markov chain, the proposed PPMC can improve the performance and produce allowable accuracy for the reliability analysis on large-scale systems of MMR controllers.

Based on material taught at the University of California, Berkeley, this textbook offers a modern, rigorous and comprehensive treatment of the methods of structural and system reliability analysis. It covers the first- and second-order reliability methods for components and systems, simulation methods, time- and space-variant reliability, and Bayesian parameter estimation and reliability updating. It also presents more advanced, state-of-the-art topics such as finite-element reliability methods, stochastic structural dynamics, reliability-based optimal design, and Bayesian networks. A wealth of well-designed examples connect theory with practice, with simple examples demonstrating mathematical concepts and larger examples demonstrating their applications. End-of-chapter homework problems are included throughout. Including all necessary background material from probability theory, and accompanied online by a solutions manual and PowerPoint slides for instructors, this is the ideal text for senior undergraduate and graduate students taking courses on structural and system reliability in departments of civil, environmental and mechanical engineering.

System reliability analysis of geosynthetic reinforced soil slope considering local reinforcement failure

This paper presents a general mechanical system reliability modeling and analysis method, which consider the correlations of failure modes. Firstly, the performance functions which mathematically represent the failure modes are linearized based on FORM (First Order Reliability Methods), and the correlation coefficient matrix of those functions is calculated. Then, the PFTA (Probabilistic Fault Tree Analysis) method is adopted to establish the system reliability model which can take the correlations into account. Finally, effective algorithms such as G-FOMN (General First Order Multinormal Method) are used to quantify the system reliability, and the sensitivities of the system reliability index with respect to each failure mode, as well as the mean value and standard deviation of each random variable are also calculated. An engineering example demonstrates the applicability of the proposed method.

Dynamic Model-based Saddle-point Approximation for Reliability and Reliability-based Sensitivity Analysis

Methods for transmission and distribution system reliability analysis currently being developed and used require that the expected values of component outage rates and outage durations be known. The paper describes how the required component parameters can be estimated from field data. Also described are methods of placing confidence limits on the parameters estimated. The methods presented were developed through a study of six years of field records provided by a utility company. Sample expected outage rates and outage durations for various components such as transmission lines, substation transformers, and circuit breakers are presented. Also presented are data which tend to confirm the distributional assumptions made in system reliability analysis methods.

In recent years, there often exist multiple priors from experienced experts or historical experiments with the rapid development of system structure in engineering fields. Bayesian Melding Method is commonly used for integrating multiple priors, which is based on the deterministic system structure. However, if the system model cannot be described by an explicit expression, the traditional Bayesian Melding Method is not feasible for system reliability analysis anymore. In order to describe the structure relationship clearly, Bayesian Network is applied in this paper to construct the complex system structure model and the system reliability is calculated by node probability tables rather than explicit expressions. Combining the advantages of the Bayesian Melding Method and Bayesian Network, a multi-prior integration and updating algorithm is developed for the system reliability analysis of complex system structures. Finally, a satellite attitude control system is used to demonstrate the proposed method. The system is established by the Bayesian Network and the comparison between natural prior and updated prior is discussed at length.