Reliability analysis based on a novel density estimation method for structures with correlations

A new bivariate dimension reduction method for efficient structural reliability analysis

A new unequal-weighted sampling method for efficient reliability analysis

The saddlepoint approximation (SA) can directly estimate the probability distribution of linear performance function in non-normal variables space. Based on the property of SA, three SA based methods are developed for the structural system reliability analysis. The first method is SA based reliability bounds theory (RBT), in which SA is employed to estimate failure probability and equivalent normal reliability index for each failure mode firstly, and then RBT is employed to obtain the upper and the lower bounds of system failure probability. The second method is SA based Nataf approximation, in which SA is used to estimate the probability density function (PDF) and cumulative distribution function (CDF) for the approximately linearized performance function of each failure mode. After the PDF of each failure mode and the correlation coefficients among approximately linearized performance functions are estimated, Nataf distribution is employed to approximate the joint PDF of multiple structural system performance functions, and then the system failure probability can be estimated directly by numerical simulation using the joint PDF. The third method is SA based line sampling (LS). The standardization transformation is needed to eliminate the dimensions of variables firstly in this case. Then LS method can express the system failure probability as an arithmetic average of a set of failure probabilities of the linear performance functions, and the probabilities of the linear performance functions can be estimated by the SA in the non-normal variables space. By comparing basic concepts, implementations and results of illustrations, the following conclusions can be drawn: (1) The first method can only obtain the bounds of system failure probability and it is only acceptable for the linear limit state function; (2) the second method can give the estimation of system failure probability, and its error mostly results from the approximation of Nataf distribution for the joint PDF of the structural system performance functions and the linearization of the performance functions; (3) the SA based LS method can obtain the estimator of system failure probability, which converges to the actual value along with the increase of sample size. The SA based LS method considers the influence of nonlinearity of limit state function on the failure probability, and it is acceptable for the structural system both with a single failure mode and with multiple failure modes, therefore it has the widest applicability.

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.

In this work, the reliability analysis is employed to take into account the uncertainties in a structure. Reliability analysis is a tool to compute the probability of failure corresponding to a given failure mode. In this study, one of the most commonly used reliability analysis method namely first order reliability method is used to calculate the probability of failure. Since finding the most probable point (MPP) or design point is a constrained optimization problem, in contrast to all the previous studies based on the penalty function method or the preference of the feasible solutions technique, in this study one of the latest versions of the differential evolution metaheuristic algorithm named improved (μ+λ)-constrained differential evolution (ICDE) based on the multi-objective constraint-handling technique is utilized. The ICDE is very easy to implement because there is no need to the time-consuming task of fine tuning of the penalty parameters. Several test problems are used to verify the accuracy and efficiency of the ICDE. The statistical comparisons revealed that the performance of ICDE is better than or comparable with the other considered methods. Also, it shows acceptable convergence rate in the process of finding the design point. According to the results and easier implementation of ICDE, it can be expected that the proposed method would become a robust alternative to the penalty function based methods for the reliability assessment problems in the future works.

Although an accurate reliability assessment is essential to build a resilient infrastructure, it usually requires time-consuming computation. To reduce the computational burden, machine learning-based surrogate models have been used extensively to predict the probability of failure for structural designs. Nevertheless, the surrogate model still needs to compute and assess a certain number of training samples to achieve sufficient prediction accuracy. This paper proposes a new surrogate method for reliability analysis called Adaptive Hyperball Kriging Reliability Analysis (AHKRA). The AHKRA method revolves around using a hyperball-based sampling region. The radius of the hyperball represents the precision of reliability analysis. It is iteratively adjusted based on the number of samples required to evaluate the probability of failure with a target coefficient of variation. AHKRA adopts samples in a hyperball instead of an n-sigma rule-based sampling region to avoid the curse of dimensionality. The application of AHKRA in ten mathematical and two practical cases verifies its accuracy, efficiency, and robustness as it outperforms previous Kriging-based methods.

A new method for evaluating Borgonovo moment-independent importance measure with its application in an aircraft structure

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

Reliability analysis techniques combining with various surrogate models have attracted increasing attention because of their accuracy and great efficiency. However, they primarily focus on the structures with continuous response, while very rare researches on the reliability analysis for structures with discontinuous response are carried out. Furthermore, existing adaptive reliability analysis methods based on importance sampling (IS) still have some intractable defects when dealing with small failure probability, and there is no related research on reliability analysis for structures involving discontinuous response and small failure probability. Therefore, this paper proposes a novel reliability analysis method called AGPC-IS for such structures, which combines adaptive Gaussian process classification (GPC) and adaptive-kernel-density-estimation-based IS. In AGPC-IS, an efficient adaptive strategy for design of experiments (DoE), taking into consideration the classification uncertainty, the sampling uniformity and the regional classification accuracy improvement, is developed with the purpose of improving the accuracy of Gaussian process classifier. The adaptive kernel density estimation is introduced for constructing the quasi-optimal density function of IS. In addition, a novel and more precise stopping criterion is also developed from the perspective of the stability of failure probability estimation.The efficiency, superiority and practicability of AGPC-IS are verified by three examples

The reliability analysis methods based on the Kriging model have been explored to update the design of experiments (DoE), but the number of calls to the performance function is high. In this paper, a new active learning method combining the weight information entropy function (WH) and the adaptive candidate sample pool is proposed to improve the reliability analysis efficiency. Based on the information entropy function (H), the learning function WH is constructed to consider Kriging variance and the joint probability density function (PDF). In this proposed method, the sample points can be assigned different weight by the learning function WH according to the important degrees of sample points. The point which not only nears the limit state function (LSF), but also has a high probability density function value and large Kriging variance is assigned more weight than others. To select the sample points with lower confidence level, the adaptive candidate sample pool is generated by Markov Chain Monte Carlo (MCMC) simulation. The Kriging model can be updated efficiently by the proposed method. Four numerical examples and an engineering example with implicit performance function are used to verify the efficiency and accuracy of the proposed method. The results show that the proposed method can significantly improve the computational efficiency of the reliability analysis without losing accuracy.

The effect of probability distributions on the slope reliability is highlighted in this study since the lognormal distribution is often used to characterize the variability of soil properties to avoid negative values. A multiple response-surface based MCS method for slope reliability analysis in spatially variable soils is proposed. A heterogeneous slope consisting of three soil layers (including a weak layer) is studied to demonstrate the validity of the proposed method and explore the effect of probability distributions for soil shear strength parameters on the reliability of the heterogeneous slope. The results indicate that the proposed method provides a practical tool for evaluating the reliability of heterogeneous slopes. It can greatly improve the computational efficiency especially when the probability of slope failure is at relatively low levels (pf<10−3). The difference in the probabilities of failure of the heterogeneous slope associated with the lognormal, normal, gamma and beta distributions is significant when the spatial variability of soil properties is incorporated. In general, the probability of failure may be underestimated as the lognormal distribution is used for characterization of the random fields of soil properties.

This paper researched on the static and fatigue strength of a 220-ton mining dump truck steering knuckle by the method of reliability analysis, Monte Carlo and response surface. The geometrical model of the steering knuckle was established in CATIA and this model was imported into HyperMesh to obtain the finite element model of steering knuckle. With this finite element model the static strength of the knuckle was checked in the case of uneven road condition in ANSYS in order to acquire the stress nephogram and deformation map. Taking the random influential factors of the reliability into account, the reliability analysis file was compiled by the language of APDL. Then the static and fatigue strength analysis was executed by the method of Monte Carlo and response surface in the PDS module to obtain the statistical results of residual strength and fatigue life, the failure probability and reliability. Finally the quantitative calculation of the failure probability was achieved. In order to realize lightweight design and improve the economy, the knuckle was optimized in ensuring the premise of safety and reliability.

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.

SummaryMoment‐independent regional sensitivity analysis (RSA) is a very useful guide tool for assessing the effect of a specific range of an individual input on the uncertainty of model output, while large computational burden is involved to perform RSA, which would certainty lead to the limitation of engineering application. Main tasks for performing RSA are to estimate the probability density function (PDF) of model output and the joint PDF of model output and the input variable by some certain smart techniques. Firstly, a method based on the concepts of maximum entropy, fractional moment and sparse grid integration is utilized to estimate the PDF of the model output. Secondly, Nataf transformation is applied to obtain the joint PDF of model output and the input variable. Finally, according to an integral transformation, those regional sensitivity indices can be easily computed by a Monte Carlo procedure without extra function evaluations. Because all the PDFs can be estimated with great efficiency, and only a small amount of function evaluations are involved in the whole process, the proposed method can greatly decrease the computational burden. Several examples with explicit or implicit input–output relations are introduced to demonstrate the accuracy and efficiency of the proposed method. Copyright © 2015 John Wiley & Sons, Ltd.

In this paper, a new method is developed that can be applied efficiently in reliability analysis and design verification of structures under random vibration. This method is based on singular value decomposition of modal coordinates cross covariance matrix. Computational algorithm and relative flow chart for this method is developed and compatible reliability criterion with this algorithm has been extracted. In order to results verification, we use Miles relation and Monte Carlo simulation -that are two well known methods in reliability analysis- and all of these methods are applied to a simple finite element model. Results show that new algorithm is more efficient for reliability analysis of structures under random vibration.