Post optimization for accurate and efficient reliability‐based design optimization using second‐order reliability method based on importance sampling and its stochastic sensitivity analysis

In 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 & Sons, Ltd.     

Second‐order reliability method‐based inverse reliability analysis using Hessian update for accurate and efficient reliability‐based design optimization

First‐order reliability method (FORM) has been mostly utilized for solving reliability‐based design optimization (RBDO) problems efficiently. However, second‐order reliability method (SORM) is required in order to estimate a probability of failure accurately in highly nonlinear performance functions. Despite accuracy of SORM, its application to RBDO is quite challenging due to unaffordable numerical burden incurred by a Hessian calculation. For reducing the numerical efforts, a quasi‐Newton approach to approximate the Hessian is introduced in this study instead of calculating the true Hessian. The proposed SORM with the approximated Hessian requires computations only used in FORM, leading to very efficient and accurate reliability analysis. The proposed SORM also utilizes a generalized chi‐squared distribution in order to achieve better accuracy. Furthermore, SORM‐based inverse reliability method is proposed in this study. An accurate reliability index corresponding to a target probability of failure is updated using the proposed SORM. Two approaches in terms of finding an accurate most probable point using the updated reliability index are proposed. The proposed SORM‐based inverse analysis is then extended to RBDO in order to obtain a reliability‐based optimum design satisfying probabilistic constraints more accurately even for a highly nonlinear system. The numerical study results show that the proposed reliability analysis and RBDO achieve efficiency of FORM and accuracy of SORM at the same time. Copyright © 2014 John Wiley & Sons, Ltd.     

Enhanced high‐dimensional model representation for reliability analysis

This paper presents a new and alternative computational tool for predicting failure probability of structural/mechanical systems subject to random loads, material properties, and geometry based on high‐dimensional model representation (HDMR) generated from low‐order function components. HDMR is a general set of quantitative model assessment and analysis tools for capturing the high‐dimensional relationships between sets of input and output model variables. It is a very efficient formulation of the system response, if higher‐order variable correlations are weak, allowing the physical model to be captured by the lower‐order terms and facilitating lower‐dimensional approximation of the original high‐dimensional implicit limit state/performance function. When first‐order HDMR approximation of the original high‐dimensional implicit limit state/performance function is not adequate to provide the desired accuracy to the predicted failure probability, this paper presents an enhanced HDMR (eHDMR) method to represent the higher‐order terms of HDMR expansion by expressions similar to the lower‐order ones with monomial multipliers. The accuracy of the HDMR expansion can be significantly improved using preconditioning with a minimal number of additional input–output samples without directly invoking the determination of second‐ and higher‐order terms. The mathematical foundation of eHDMR is presented along with its applicability to approximate the original high‐dimensional implicit limit state/performance function for subsequent reliability analysis, given that conventional methods for reliability analysis are computationally demanding when applied in conjunction with complex finite element models. This study aims to assess how accurately and efficiently the eHDMR approximation technique can capture complex model output uncertainty. The limit state/performance function surrogate is constructed using moving least‐squares interpolation formula by component functions of eHDMR expansion. Once the approximate form of implicit response function is defined, the failure probability can be obtained by statistical simulation. Results of five numerical examples involving elementary mathematical functions and structural/solid‐mechanics problems indicate that the failure probability obtained using the eHDMR approximation method for implicit limit state/performance function, provides significant accuracy when compared with the conventional Monte Carlo method, while requiring fewer original model simulations. Copyright © 2008 John Wiley & Sons, Ltd.     

A new artificial neural network-based response surface method for structural reliability analysis

This paper presents a new artificial neural network-(ANN)based response surface method in conjunction with the uniform design method for predicting failure probability of structures. The method involves the selection of training datasets for establishing an ANN model by the uniform design method, approximation of the limit state function by the trained ANN model and estimation of the failure probability using first-order reliability method (FORM). In the proposed method, the use of the uniform design method can improve the quality of the selected training datasets, leading to a better performance of the ANN model. As a result, the ANN dramatically reduces the number of required trained datasets, and shows a good ability to approximate the limit state function and then provides a less rigorous formulation in the context of FORM. Results of three numerical examples involving both structural and non-structural problems indicate that the proposed method provides accurate and computationally efficient estimates of the probability of failure. Compared with the conventional ANN-based response surface method, the proposed method is much more economical to achieve reasonable accuracy when dealing with problems where closed-form failure functions are not available or the estimated failure probability is extremely small. Finally, several important parameters in the proposed method are discussed.     

基于加权线性响应面法的支持向量机可靠性分析方法

针对估算非线性隐式极限状态函数的失效概率问题,提出了一种基于加权线性响应面法的支持向量机可靠性分析方法。首先采用加权线性响应面确定设计点,在线性响应面迭代的同时获得一定数量的样本,然后在这些样本和设计点附近补充抽取样本的基础上,采用具有良好小样本学习能力的支持向量机方法来训练样本,保证了在设计点周围获得更好的非线性极限状态函数的替代。这种方法既保证了对设计点的精确近似,又保证了对设计点附近非线性极限状态函数的良好近似,大大提高了失效概率的计算精度,为非线性隐式极限状态的可靠性分析提供了一种合理可行的方法。     

基于HLRF法与修正对称秩1方法的改进可靠度方法EI北大核心CSCD

一次可靠度方法简单、高效,但在处理强非线性功能函数时存在较大误差;已有的二次可靠度方法在提高精度的同时往往降低了效率。为此,该文中在发展改进一次可靠度方法的同时提出了更好地兼顾精度与效率的改进二次可靠度方法。将修正对称秩1方法与HLRF法的步长确定策略相结合,提出了具有较好收敛性的改进一次可靠度方法,且在基本不增加计算量的前提下获得了功能函数的近似Hessian矩阵;结合坐标旋转、单变量降维近似和非中心卡方分布,提出了与改进一次可靠度方法同效率但具有更高精度的改进二次可靠度方法;通过数值算例和工程算例验证了建议方法的广泛适用性以及精度或效率上的优势。     

非线性隐式极限状态方程失效概率计算的组合响应面法

提出组合响应面的新方法,用以计算设计点附近非线性程度较大的隐式极限状态方程的失效概率。该方法用主响应面和多个次响应面近似对失效概率贡献较大的区域,其响应面函数形式为不含交叉的二次多项式。主响应面依据传统响应面法通过选择适当的插值点和迭代运算获得,其设计点为主设计点。延坐标轴正负方向偏移主设计点得到拟均值点。以拟均值点为基础得到一组次响应面和次设计点。通过主次响应面在各自设计点处的切平面建立组合响应面近似原隐式极限状态方程,并计算其失效概率。算例结果说明所提方法具有较高精度。     

A probabilistic model for the onset of High Cycle Fatigue (HCF) crack propagation: Application to hydroelectric turbine runner

A fatigue reliability model for hydroelectric turbine runners is presented in this paper. In the proposed model, reliability is defined as the probability of not exceeding a threshold above which HCF contribute to crack propagation. In the context of combined LCF–HCF loading, the Kitagawa diagram is used as the limit state threshold. Two types of crack geometries are investigated: circular surface flaw and embedded flaw in a semi-infinite medium. The accuracy of FORM/SORM approximations was considered acceptable for engineering purpose in our application given the minimal numerical burden posed by such a method compared to Monte Carlo simulations. Our results show that the probability of an embedded flaw close to the surface has a major influence on reliability. Furthermore, we observe that the assumption that crack geometrical characteristics are independent leads to non-conservative results.     

Reliability analysis of metal‐composite adhesive joints under debonding modes I,II, and I/II using the results of experimental and FEM analyses

In the present study, the experimental and finite element (FE) analyses are first carried out to investigate the deboning behavior of metal‐composite adhesive joints under modes of I and mode II loading. To conduct an FE on the debonding propagation, cohesive zone method (CZM), as well as maximum nominal stress and energy criteria, is applied. In the reliability analysis, to achieve the probability of debonding growth (PODG), limit state functions are formulated based on the energy release rate. To that end, the first‐order reliability method (FORM), the second‐order reliability method (SORM), and the Monte Carlo simulation (MCS) are used to calculate the PODG. The effect of initial debonding length on the PODG in all mentioned modes is investigated. Results obtained from reliability analysis reveal that the random variables including the initial debonding length, width, and thickness are the most sensitive variables to ascertain the PODG.     

Structural reliability analysis by univariate decomposition and numerical integration

This paper presents a new and alternative univariate method for predicting component reliability of mechanical systems subject to random loads, material properties, and geometry. The method involves novel function decomposition at a most probable point that facilitates the univariate approximation of a general multivariate function in the rotated Gaussian space and one-dimensional integrations for calculating the failure probability. Based on linear and quadratic approximations of the univariate component function in the direction of the most probable point, two mathematical expressions of the failure probability have been derived. In both expressions, the proposed effort in evaluating the failure probability involves calculating conditional responses at a selected input determined by sample points and Gauss–Hermite integration points. Numerical results indicate that the proposed method provides accurate and computationally efficient estimates of the probability of failure.     

A Structural Reliability Analysis Method Based on Radial Basis Function

The first-order reliability method (FORM) is one of the most widely used structural reliability analysis techniques due to its simplicity and efficiency. However, direct using FORM seems disability to work well for complex problems, especially related to high-dimensional variables and computation intensive numerical models. To expand the applicability of the FORM for more practical engineering problems, a response surface (RS) approach based FORM is proposed for structural reliability analysis. The radial basis function (RBF) is employed to approximate the implicit limit-state functions combined with Latin Hypercube Sampling (LHS) strategy. To guarantee the numerical stability, the improved HL-RF (iHL-RF) algorithm is used to assess the reliability index and corresponding probability of failure based on the constructed RS model. The effectiveness of the proposed method is demonstrated through five numerical examples.     

A study using Monte Carlo Simulation for failure probability calculation in Reliability-Based Optimization

In this study, a Reliability-Based Optimization (RBO) methodology that uses Monte Carlo Simulation techniques, is presented. Typically, the First Order Reliability Method (FORM) is used in RBO for failure probability calculation and this is accurate enough for most practical cases. However, for highly nonlinear problems it can provide extremely inaccurate results and may lead to unreliable designs. Monte Carlo Simulation (MCS) is usually more accurate than FORM but very computationally intensive. In the RBO methodology presented in this paper, limit state approximations are used in conjunction with MCS techniques in an approximate MCS-based RBO that facilitates the efficient calculation of the probabilities of failure. A FORM-based RBO is first performed to obtain the initial limit state approximations. A Symmetric Rank-1 (SR1) variable metric algorithm is used to construct and update the quadratic limit state approximations. The approximate MCS-based RBO uses a conditional-expectation-based MCS, that was chosen over indicator-based MCS because of the smoothness of the probability of failure estimates and the availability of analytic sensitivities. The RBO methodology was implemented for an analytic test problem and a higher-dimensional, control-augmented-structure test problem. The results indicate that the SR1 algorithm provides accurate limit state approximations (and therefore accurate estimates of the probabilities of failure) for these test problems. It was also observed that the RBO methodology required two orders of magnitude fewer analysis calls than an approach that used exact limit state evaluations for both test problems.     

Reliability analysis of automotive body-door subsystem

This paper proposes an efficient method for the reliability analysis of a vehicle body-door subsystem with respect to one of the important quality issues—the door closing energy. The developed method combines optimization-based and simulation-based approaches and is particularly applicable for problems with highly non-linear and implicit limit state functions. The proposed approach consists of two major parts. In the first part, an optimization-based method is used to search for the most probable point (MPP) on the limit state. This is achieved by using an adaptive response surface constructed through an optimal symmetric Latin hypercube design of experiments. In the second part, a multi-modal adaptive importance sampling method is proposed using the MPP information from the first part as the starting point. It is demonstrated through numerical examples that the proposed method is superior to existing methods in terms of efficiency and accuracy. The proposed method is illustrated for application to the reliability estimation with respect to the door closing energy problem. A generalized framework for reliability estimation is then established for problems with large numbers of random variables and complicated limit states.     

Reliability analysis of structures using neural network method

In order to predict the failure probability of a complicated structure, the structural responses usually need to be estimated by a numerical procedure, such as finite element method. To reduce the computational effort required for reliability analysis, response surface method could be used. However the conventional response surface method is still time consuming especially when the number of random variables is large. In this paper, an artificial neural network (ANN)-based response surface method is proposed. In this method, the relation between the random variables (input) and structural responses is established using ANN models. ANN model is then connected to a reliability method, such as first order and second moment (FORM), or Monte Carlo simulation method (MCS), to predict the failure probability. The proposed method is applied to four examples to validate its accuracy and efficiency. The obtained results show that the ANN-based response surface method is more efficient and accurate than the conventional response surface method.     

基于ELM的可折支撑锁机构可靠性及其敏感度分析

 针对大多可靠性工程问题中机构极限状态函数为隐式的情况,提出了一种基于极限学习机（ELM）回归近似极限状态方程的可靠性及灵敏度分析的新方法.通过极限学习机与蒙特卡洛法相结合,利用极限学习机快速学习的能力,将复杂或隐式极限状态方程近似等价为显式极限状态方程,运用蒙特卡洛法计算出机构的失效概率,然后由高精度的显式极限状态方程进行各随机变量参数的灵敏度分析.该方法采用了基于单隐层前馈神经网络极限学习算法,因而在拟合非线性极限状态方程上表现优越,计算精度和效率高.最后以某型起落架中可折支撑锁机构为对象,进行了机构的可靠性及敏感度分析.结果表明：该方法具有高精度和高效率的优点,在工程应用上具有一定的价值．     

基于蒙特卡罗模拟的高效边坡可靠度修正方法

传统的蒙特卡罗模拟方法在分析由于参数不确定性修正而引起的可靠度修正问题时效率较低。为此,提出了一种基于蒙特卡罗模拟的高效边坡可靠度修正方法,该方法主要包括2个关键步骤:1)根据参数初始分布利用蒙特卡罗模拟方法计算边坡的失效概率,并输出蒙特卡罗模拟的失效样本;2)利用参数统计特征值修正后的联合概率密度函数和蒙特卡罗模拟失效样本计算修正后边坡的失效概率。以两个边坡问题为例说明了所提方法的有效性。结果表明:所提出的方法在计算修正的失效概率过程中无需重新执行蒙特卡罗模拟,计算过程简单、计算效率高。此外,所提方法能够适用于隐式表达功能函数的边坡可靠度修正问题,并能够有效地解决单变量和多变量修正的边坡可靠度修正问题。     

结构非概率可靠性分析的支持向量机分类方法

利用支持向量机分类技术解决隐式极限状态结构的非概率可靠性问题。基于未确知信息的分段描述模型,设计了训练样本抽取策略,将基本变量区域中的样本等效转化为标准区间变量域中的样本,统一了尺度,有效保证了支持向量机训练的稳定性,并使蒙特卡洛模拟更易实现,有效解决了隐式极限状态结构的非概率可靠性分析问题。通过2 个算例对文中方法的精度和可行性进行了验证。     

结构可靠性分析的模拟重要抽样方法

提出了一种基于Kriging模拟的重要抽样方法用以结构可靠度计算。对于含有隐式极限状态方程的问题,重要抽样方法将大部分的计算时间用于结构有限元分析,这使得重要抽样的计算效率被大大降低了。而Kriging方法能够较好地模拟高度非线性的极限状态方程,并以此模拟计算代替真实的结构分析,其主要目的是为了减少蒙特卡罗方法的计算量。将此方法用于两个框架结构可靠度分析的实例,表明了该方法的有效性和较高的计算效率。     

Adaptive response surface method based on a double weighted regression technique

In structural reliability analysis where the structural response is computed from the finite element method, the response surface method is frequently used. Typically, the response surface is built from polynomials whereof unknown coefficients are estimated from an implicit limit state function numerically defined at fitting points. The locations of these points must be selected in a judicious way to reduce the computational time without deteriorating the quality of the polynomial approximation. To contribute to the development of this method, we propose some improvements. The response surface is successively formed in a cumulative manner. An adaptive construction of the numerical design is proposed. The response surface is fitted by the weighted regression technique, which allows the fitting points to be weighted according to (i) their distance from the true failure surface and (ii) their distance from the estimated design point. This method aims to minimize computational time while producing satisfactory results. The efficiency and the accuracy of the proposed method can be evaluated from examples taken from the literature.     

Influence of quality control of concrete on structural reliability: assessment using a Bayesian approach

Quality inspection plays an important role in the production process of concrete, as it inherently stimulates producers for obtaining a higher performance with respect to the investigated properties. In case of the conformity assessment of concrete compressive strength, the concrete strength distribution is filtered due to the rejection or acceptance of certain batches and this filter effect can be quantified using Bayesian updating techniques. As a consequence of the filter effect, conformity control has a positive influence on the structural reliability of concrete structures. This filter effect can be quantified by using an approximation method as developed herein or also by using classical FORM/SORM techniques. In order to illustrate the influence of conformity control on structural reliability, concrete elements (columns and beams) which are designed according to the Eurocodes, are analysed considering basic limit state equations, i.e. for compression and bending. Moreover, the influence of the reinforcement ratio and the load ratio on the filter effect is investigated. Numerical analyses reveal that the filter effect may positively influence especially reliability of lightly reinforced concrete members exposed to compression. It appears that it has a minor effect where reinforcement properties govern failure.