Multi-Fidelity Modeling-Based Structural Reliability Analysis with the Boundary Element Method

The scope of this paper is to apply a model-correction-based strategy for efficient reliability analysis of uncertain dynamical systems based on a low-fidelity (LF) model whose outcomes are corrected in a probabilistic sense to represent the more realistic outcomes of a high-fidelity (HF) model. In the model-correction approach utilized, the LF model is calibrated to the HF model close to the so-called most probable point in standard normal space, which allows a more realistic assessment of the considered complex dynamical system. Since only few expensive limit state function evaluations of the HF model are required, an efficient reliability analysis is enabled. In an application example, the LF model describes an existing single-span railway bridge modelled as simply supported Euler–Bernoulli beam subjected to moving single forces representing the axle loads of a moving train. The HF modelling approach accounts for the bridge–train interaction by modelling the passing train as mass-spring-damper system, however increasing the computational effort of the limit state function evaluations. Failure probabilities evaluated with the model-correction approach are contrasted and discussed with failure probabilities of the sophisticated bridge–train interaction model evaluated with the first-order reliability method (FORM). It is demonstrated that the efficiency of the method depends on the correlation between the LF and the HF model. A comparison of the results of FORM and the model-correction-based approach shows that the latter provides reliable failure probability prediction of the HF model while leading to a significant reduction in computational effort.

This paper proposes a novel second-order reliability method (SORM) using non-central or general chi-squared distribution to improve the accuracy of reliability analysis in existing SORM. Conventional SORM contains three types of errors: (1) error due to approximating a general nonlinear limit state function by a quadratic function at most probable point (MPP) in the standard normal U-space, (2) error due to approximating the quadratic function in U-space by a hyperbolic surface, and (3) error due to calculation of the probability of failure after making the previous two approximations. The proposed method contains the first type of error only which is essential to SORM and thus cannot be improved. However, the proposed method avoids the other two errors by describing the quadratic failure surface with the linear combination of non-central chi-square variables and using the linear combination for the probability of failure estimation. Two approaches for the proposed SORM are suggested in the paper. The first approach directly calculates the probability of failure using numerical integration of the joint probability density function (PDF) over the linear failure surface and the second approach uses the cumulative distribution function (CDF) of the linear failure surface for the calculation of the probability of failure. The proposed method is compared with first-order reliability method (FORM), conventional SORM, and Monte Carlo simulation (MCS) results in terms of accuracy. Since it contains fewer approximations, the proposed method shows more accurate reliability analysis results than existing SORM without sacrificing efficiency.

The efficiency of the first-order reliability method (FORM) and the accuracy of Monte Carlo simulations (MCS) are coupled in probability-based designs of reinforced rock slopes, including a Hong Kong slope with exfoliation joints. Load–resistance duality is demonstrated and resolved automatically in a foundation on rock with a discontinuity plane. Other examples include the lengthy Hoek and Bray deterministic vectorial procedure for comprehensive pentahedral blocks with external load and bolt force, which is made efficient and more succinct before extending it to probability-based design via MCS-enhanced FORM. The FORM–MCS–FORM design procedure is proposed for cases with multiple failure modes. For cases with a dominant single failure mode, the time-saving importance sampling (IS) and the fast second-order reliability method (SORM) can be used in lieu of MCS. Two cases of 3D reinforced blocks (pentahedral and tetrahedral, respectively) with the possibility of multiple sliding modes are investigated. In the case of the reinforced pentahedral block, direct MCS shows that there is only one dominant failure mode, for which the efficient method of importance sampling at the FORM design point provides fast verification of the revised design. In the case of the reinforced tetrahedral block, there are multiple failure modes contributing to the total failure probability, for which the proposed MCS-enhanced FORM procedure is demonstrated to be essential. Comparisons are made between Excel MCS and MATLAB MCS.

This study presents a parallelized framework for the grid-and-radius-based Morgenstern–Price method to enable an efficient reliability analysis of unsaturated finite soil slopes under correlated and non-Gaussian conditions. To address the limitations of deterministic techniques and the significant computational demands associated with traditional Monte Carlo simulation, the framework incorporates surrogate modeling approaches, namely polynomial chaos expansion–enhanced Monte Carlo simulation (PCE-MCS) and Kriging-based Monte Carlo simulation (K-MCS). This research conducts a comprehensive evaluation of these surrogate-assisted methods with the gradient-based approaches for estimating the probability of failure (pf) under correlated and non-Gaussian distributions. The surrogate models exhibit exceptional accuracy (R2 > 99.7%, mean absolute error <0.6%) and drastically reduce computational cost compared with traditional methods. Parametric and variability studies show that increasing the mean stability number (0.005–0.065) and friction angle (20°–30°) reduces the pf from 19.19% to 0.005% and 14.9% to 0.01%, respectively, while higher variability increases pf. Similarly, increasing the air-entry value reduces pf from 29.8% to 0.01%, whereas pf rises to 15.1% and 21.8% with increases in soil–water characteristic curve parameters nf (0.1–3.25) and mf (0.25–1.65). A detailed comparison against gradient-based techniques such as the first-order reliability method (FORM) and the second-order reliability method (SORM) underscores the superiority of surrogate-based approaches. For instance, the FORM shows errors up to 92.59%, while SORM errors reach 62.75%, particularly in highly nonlinear or variable scenarios. In contrast, PCE-MCS and K-MCS errors remain generally below 10%. Furthermore, reliability-based design contour charts are developed using K-MCS. These charts align with the USACE reliability classification, enabling rapid and reliable assessment of unsaturated slope stability without the need for large-scale simulations. Therefore, by effectively bridging traditional geotechnical engineering and advanced surrogate techniques, the proposed approach enhances practical decision-making in unsaturated slope design and supports the advancement of reliability-based design optimization in geotechnical practice.

A Critical Study on the Haldar and Mahadevan's Reliability Analysis

SummaryIn this study, a post optimization technique for a correction of inaccurate optimum obtained using first‐order reliability method (FORM) is proposed for accurate reliability‐based design optimization (RBDO). In the proposed method, RBDO using FORM is first performed, and then the proposed second‐order reliability method (SORM) is performed at the optimum obtained using FORM for more accurate reliability assessment and its sensitivity analysis. In the proposed SORM, the Hessian of a performance function is approximated by reusing derivatives information accumulated during previous RBDO iterations using FORM, indicating that additional functional evaluations are not required in the proposed SORM. The proposed SORM calculates a probability of failure and its first‐order and second‐order stochastic sensitivity by applying the importance sampling to a complete second‐order Taylor series of the performance function. The proposed post optimization constructs a second‐order Taylor expansion of the probability of failure using results of the proposed SORM. Because the constructed Taylor expansion is based on the reliability method more accurate than FORM, the corrected optimum using this Taylor expansion can satisfy the target reliability more accurately. In this way, the proposed method simultaneously achieves both efficiency of FORM and accuracy of SORM. Copyright © 2015 John Wiley &amp; Sons, Ltd.

Many researchers have studied Multi-fidelity (MF) models to obtain the optimum solution efficiently when the time of analysis and evaluation is long. The MF model is a meta-model that combines High fidelity (HF) data, which requires large computational cost for evaluation; and Low fidelity (LF) data, which needs small computation cost but has low accuracy. Therefore, integrating HF and LF data with a scale factor and correction model is highly important in MF modeling. This study investigates the performance of the MF model in terms of definition and estimation. First, three different MF models are built: An LF model multiplied by the scale factor, an LF model combined with a correction model, and an LF model with both scale factor and correction model. Second, the effects of scale factor on the MF model are analyzed in terms of constant vs. linear and maximum likelihood estimation vs. least squares estimation. Finally, a correction model is built using two methods, namely, interpolation and regression, to assess the influence of the correction model on the MF model. To evaluate the MF model performance, several test problems are applied, and the root mean square error of each model is estimated as the accuracy measure. In conclusion, the characteristics of different types of MF models are summarized and guidelines for the generation of MF models are proposed to approximate closely the precise models.

An extensive study of the flexural performance of monoblock prestressed concrete sleepers in a light rail system was conducted as part of a research program funded by the Federal Transit Administration. Five consecutive sleepers deployed on the track were instrumented with strain gauges at their critical design cross-sections (center and rail seats) to obtain relevant flexural information during an uninterrupted period of 14 months. Results were compared with the projected design capacities obtained from the application of current design standards, resulting in glaring differences. The current design methodologies were deemed insufficient for the development of optimal design solutions for light rail applications. Furthermore, structural reliability analysis is employed to study the flexural capacity of the sleeper design. A capacity model based on the material and geometric properties of the sleeper design was developed. The demand model was derived from the field flexural data of over 27,000 train passes, fitting this information to predefined probability distributions. Four limit-state functions were defined to represent the typical flexural failure modes. The probability of failure was calculated using first-order reliability method, second-order reliability method, and Monte Carlo simulation. Ultimately, the analysis yielded consistent results for the three methods, showing largely low probability of failure at both design cross-sections under the studied demand level. In conclusion, the sleeper's capacity was higher than the existing field demands, indicating an overly conservative design approach.

The travel time distribution (TTD) is a lumped representation of groundwater discharge and solute export responding to rainfall. It reflects the mixing process of water parcels and solute particles of different ages and characterizes reactive transport progress in hillslope aquifers. As a result of the mixing process, groundwater leaving the system at a certain time is an integration of multiple water parcels of different ages from different historical rainfall events. Under nonstationary rainfall input condition, the TTD varies with transit groundwater flow, leading to the time-variant TTD. Most methods for estimating time-variant TTD are constrained by requiring either the long-term continuous hydrogeochemical data or the intensive computations. This study introduces a multi-fidelity model to overcome these limitations and evaluate time-variant TTD numerically. In this multi-fidelity model, groundwater age distribution model is taken as the high-fidelity model, and particle tracking model without random walk is taken as the low-fidelity model. Non-parametric regression by non-linear Gaussian process is applied to correlate the two models and then build up the multi-fidelity model. The advantage of the multi-fidelity model is that it combines the accuracy of high-fidelity model and the computational efficiency of low-fidelity model. Moreover, in groundwater and solute transport model with low P\'eclet number, as the spatial scale of the model increases, the number of particles required for multi-fidelity model is reduced significantly compared to random walk particle tracking model. The correlation between high and low-fidelity models is demonstrated in a one dimensional pulse injection case. In a two dimensional hypothetical model, convergence analysis indicates that the multi-fidelity model converges well when increasing the number of high-fidelity models. Error analysis also confirms the good performance of the multi-fidelity model.

In recent years, composite structures have been used in a large number of applications in aerospace, machinery, marine, and civil engineering. However, there are inevitably many uncertainties in the whole life cycle of composite structures, which can easily lead to structural damage and failure. Therefore, it is important to analyze the reliability and sensitivity of composite structures. At present, most of the contributions use the first-order reliability method (FORM) and the second-order reliability method (SORM) to study the reliability of composite structures and compare them with the results of the Monte Carlo simulation. However, both methods have their limitations. FORM cannot guarantee the calculation accuracy for the highly nonlinear limit state equation, and the calculation efficiency of SORM is too low. Therefore, this paper proposes to use importance sampling (IS) and backpropagation neural network-based Monte Carlo (MC-BPNN) to study the reliability, sensitivity, and dispersion of delamination growth of composite laminates. The results show that compared with FORM and SORM, IS and MC-BPNN have higher calculation accuracy and efficiency and can more accurately evaluate the failure degree of composite structures and ensure their safe operation in the field of aerospace equipment. The universality of this method can make it being widely used in the reliability and sensitivity analysis of different composite materials as well as dispersion analysis.

A standardized boundary element method volume conductor model

Fuzzy reliability analysis can be implemented using two discrete optimization maps in the processes of reliability and fuzzy analysis. Actually, the efficiency and robustness of the iterative reliability methods are two main factors in the fuzzy-based reliability analysis due to the huge computational burdens and unstable results. In the structural fuzzy reliability analysis, the first-order reliability method (FORM) using discrete nonlinear map can provide a C membership function. In this paper, a discrete nonlinear conjugate map is proposed using a relaxed-finite step size method for fuzzy structural reliability analysis, namely Fuzzy conjugate relaxed-finite step size method fuzzy CRS. A discrete conjugate map is stabilized using two adaptive factors to compute the relaxed factor and step size in FORM. The framework of the proposed fuzzy structural reliability method is established using two linked iterative discrete maps as an outer loop, which constructs the membership function of the response using alpha level set optimization based on genetic operator, and the inner loop, implemented for reliability analysis using proposed conjugate relaxed-finite step size method. The fuzzy CRS and fuzzy HL-RF methods are compared to evaluate the membership functions of five structural problems with highly nonlinear limit state functions. Results demonstrated that the fuzzy CRS method is computationally more efficient and is strongly more robust than the HL-RF for fuzzy-based reliability analysis of the nonlinear structural reliability problems.

A probabilistic framework for durability assessment of concrete structures in marine environments was proposed in terms of reliability and sensitivity analysis, which takes into account the uncertainties under the environmental, material, structural and executional conditions. A time-dependent probabilistic model of chloride ingress was established first to consider the variations in various governing parameters, such as the chloride concentration, chloride diffusion coefficient, and age factor. Then the Nataf transformation was adopted to transform the non-normal random variables from the original physical space into the independent standard Normal space. After that the durability limit state function and its gradient vector with respect to the original physical parameters were derived analytically, based on which the first-order reliability method was adopted to analyze the time-dependent reliability and parametric sensitivity of concrete structures in marine environments. The accuracy of the proposed method was verified by comparing with the second-order reliability method and the Monte Carlo simulation. Finally, the influences of environmental conditions, material properties, structural parameters and execution conditions on the time-dependent reliability of concrete structures in marine environments were also investigated. The proposed probabilistic framework can be implemented in the decision-making algorithm for the maintenance and repair of deteriorating concrete structures in marine environments.

Finite element reliability analysis of edge delamination onset due to interlaminar stresses in composite laminates

The objective of this paper is to efficiently perform the reliability assessment of shell and tube heat exchangers. Although inexpensive empirical/analytical heat exchanger models exist and could be used for brute force Monte-Carlo simulations (MCS) based reliability analysis, they typically do not characterize the shell side flow accurately. Hence, higher fidelity models are often needed for predicting the shell and tube heat exchanger performance with a desired level of accuracy. These higher fidelity models are generally associated with higher computational costs, making them impractical for MCS-based reliability analysis. To circumvent this problem, a multi-fidelity technique leveraging the lower and higher fidelity models is proposed to locally construct the failure boundaries using support vector machines (SVM). For this purpose, an adaptive sampling scheme, which explores the regions of inconsistency between failure boundaries from lower and higher fidelity models, is developed.