Bayesian risk-based decision method for model validation under uncertainty

This paper develops a decision-making methodology for computational model validation, considering the risk of using the current model, data support for the current model, and cost of acquiring new information to improve the model. A Bayesian decision theory-based method is developed for this purpose, using a likelihood ratio as the validation metric for model assessment. An expected risk or cost function is defined as a function of the decision costs, and the likelihood and prior of each hypothesis. The risk is minimized through correctly assigning experimental data to two decision regions based on the comparison of the likelihood ratio with a decision threshold. A Bayesian validation metric is derived based on the risk minimization criterion. Two types of validation tests are considered: pass/fail tests and system response value measurement tests. The methodology is illustrated for the validation of reliability prediction models in a tension bar and an engine blade subjected to high cycle fatigue. The proposed method can effectively integrate optimal experimental design into model validation to simultaneously reduce the cost and improve the accuracy of reliability model assessment.     

Uncertainty quantification and model validation of fatigue crack growth prediction

This paper presents a methodology for uncertainty quantification and model validation in fatigue crack growth analysis. Several models – finite element model, crack growth model, surrogate model, etc. – are connected through a Bayes network that aids in model calibration, uncertainty quantification, and model validation. Three types of uncertainty are included in both uncertainty quantification and model validation: (1) natural variability in loading and material properties; (2) data uncertainty due to measurement errors, sparse data, and different inspection results (crack not detected, crack detected but size not measured, and crack detected with size measurement); and (3) modeling uncertainty and errors during crack growth analysis, numerical approximations, and finite element discretization. Global sensitivity analysis is used to quantify the contribution of each source of uncertainty to the overall prediction uncertainty and to identify the important parameters that need to be calibrated. Bayesian hypothesis testing is used for model validation and the Bayes factor metric is used to quantify the confidence in the model prediction. The proposed methodology is illustrated using a numerical example of surface cracking in a cylindrical component.     

Computational methods for model reliability assessment

This paper investigates various statistical approaches for the validation of computational models when both model prediction and experimental observation have uncertainties, and proposes two new methods for this purpose. The first method utilizes hypothesis testing to accept or reject a model at a desired significance level. Interval-based hypothesis testing is found to be more practically useful for model validation than the commonly used point null hypothesis testing. Both classical and Bayesian approaches are investigated. The second and more direct method formulates model validation as a limit state-based reliability estimation problem. Both simulation-based and analytical methods are presented to compute the model reliability for single or multiple comparisons of the model output and observed data. The proposed methods are illustrated and compared using numerical examples.     

Bayesian methodology for reliability model acceptance

This paper develops a methodology to assess the reliability computation model validity using the concept of Bayesian hypothesis testing, by comparing the model prediction and experimental observation, when there is only one computational model available to evaluate system behavior. Time-independent and time-dependent problems are investigated, with consideration of both cases: with and without statistical uncertainty in the model. The case of time-independent failure probability prediction with no statistical uncertainty is a straightforward application of Bayesian hypothesis testing. However, for the life prediction (time-dependent reliability) problem, a new methodology is developed in this paper to make the same Bayesian hypothesis testing concept applicable. With the existence of statistical uncertainty in the model, in addition to the application of a predictor estimator of the Bayes factor, the uncertainty in the Bayes factor is explicitly quantified through treating it as a random variable and calculating the probability that it exceeds a specified value. The developed method provides a rational criterion to decision-makers for the acceptance or rejection of the computational model.     

Validation and error estimation of computational models

This paper develops a Bayesian methodology for assessing the confidence in model prediction by comparing the model output with experimental data when both are stochastic. The prior distribution of the response is first computed, which is then updated based on experimental observation using Bayesian analysis to compute a validation metric. A model error estimation methodology is then developed to include model form error, discretization error, stochastic analysis error (UQ error), input data error and output measurement error. Sensitivity of the validation metric to various error components and model parameters is discussed. A numerical example is presented to illustrate the proposed methodology.     

Validation of models with multivariate output

This paper develops metrics for validating computational models with experimental data, considering uncertainties in both. A computational model may generate multiple response quantities and the validation experiment might yield corresponding measured values. Alternatively, a single response quantity may be predicted and observed at different spatial and temporal points. Model validation in such cases involves comparison of multiple correlated quantities. Multiple univariate comparisons may give conflicting inferences. Therefore, aggregate validation metrics are developed in this paper. Both classical and Bayesian hypothesis testing are investigated for this purpose, using multivariate analysis. Since, commonly used statistical significance tests are based on normality assumptions, appropriate transformations are investigated in the case of non-normal data. The methodology is implemented to validate an empirical model for energy dissipation in lap joints under dynamic loading.     

Accelerated Life Testing (ALT) Design Based on Computational Reliability Analysis

Accelerated life testing (ALT) design is usually performed based on assumptions of life distributions, stress–life relationship, and empirical reliability models. Time‐dependent reliability analysis on the other hand seeks to predict product and system life distribution based on physics‐informed simulation models. This paper proposes an ALT design framework that takes advantages of both types of analyses. For a given testing plan, the corresponding life distributions under different stress levels are estimated based on time‐dependent reliability analysis. Because both aleatory and epistemic uncertainty sources are involved in the reliability analysis, ALT data is used in this paper to update the epistemic uncertainty using Bayesian statistics. The variance of reliability estimation at the nominal stress level is then estimated based on the updated time‐dependent reliability analysis model. A design optimization model is formulated to minimize the overall expected testing cost with constraint on confidence of variance of the reliability estimate. Computational effort for solving the optimization model is minimized in three directions: (i) efficient time‐dependent reliability analysis method; (ii) a surrogate model is constructed for time‐dependent reliability under different stress levels; and (iii) the ALT design optimization model is decoupled into a deterministic design optimization model and a probabilistic analysis model. A cantilever beam and a helicopter rotor hub are used to demonstrate the proposed method. The results show the effectiveness of the proposed ALT design optimization model. Copyright © 2015 John Wiley & Sons, Ltd.     

An efficient analytical Bayesian method for reliability and system response updating based on Laplace and inverse first-order reliability computations

This paper presents an efficient analytical Bayesian method for reliability and system response updating without using simulations. The method includes additional information such as measurement data via Bayesian modeling to reduce estimation uncertainties. Laplace approximation method is used to evaluate Bayesian posterior distributions analytically. An efficient algorithm based on inverse first-order reliability method is developed to evaluate system responses given a reliability index or confidence interval. Since the proposed method involves no simulations such as Monte Carlo or Markov chain Monte Carlo simulations, the overall computational efficiency improves significantly, particularly for problems with complicated performance functions. A practical fatigue crack propagation problem with experimental data, and a structural scale example are presented for methodology demonstration. The accuracy and computational efficiency of the proposed method are compared with traditional simulation-based methods.     

Application of inverse first-order reliability method for probabilistic fatigue life prediction

A general probabilistic life prediction methodology for accurate and efficient fatigue prognosis is proposed in this paper. The proposed methodology is based-on an inverse first-order reliability method (IFORM) to evaluate the fatigue life at an arbitrary reliability level. This formulation is different from the forward reliability problem, which aims to calculate the failure probability at a fixed time instant. The variables in the fatigue prognosis problem are separated into two categories, i.e., random variables and index variables. An efficient searching algorithm for fatigue life prediction is developed to find the corresponding index variable at a certain confidence level. Numerical examples using direct Monte Carlo simulation and the proposed IFORM method are compared for algorithm verification. Following this, various experimental data for metallic materials are used for model prediction validation.     

Reliability prediction of pipes and valves

A methodology for predicting the reliability of pipes and valves and for assessing the impact of testing and inspection policy on the safe life of a component is described. The method is based on the stress-strength interference model and enables a combination of physical models and engineering experience to be used to estimate means, variances and associated uncertainties in the life of a component. Particular attention is paid to modelling failures arising from underlying degradation processes. Bayesian routines are used to update the model parameters and to reduce uncertainties using inspection, monitoring or test data. The paper describes the principles of the method together with examples related to subsea gate valves and pipelines.     

Integration of computation and testing for reliability estimation

This paper develops a methodology to integrate reliability testing and computational reliability analysis for product development. The presence of information uncertainty such as statistical uncertainty and modeling error is incorporated. The integration of testing and computation leads to a more cost-efficient estimation of failure probability and life distribution than the tests-only approach currently followed by the industry. A Bayesian procedure is proposed to quantify the modeling uncertainty using random parameters, including the uncertainty in mechanical and statistical model selection and the uncertainty in distribution parameters. An adaptive method is developed to determine the number of tests needed to achieve a desired confidence level in the reliability estimates, by combining prior computational prediction and test data. Two kinds of tests — failure probability estimation and life estimation — are considered. The prior distribution and confidence interval of failure probability in both cases are estimated using computational reliability methods, and are updated using the results of tests performed during the product development phase.     

Bayesian modeling and test planning for multiphase reliability assessment

We propose a Bayesian hierarchical model to assess the reliability of a family of vehicles, based on the development of the joint light tactical vehicle (JLTV). The proposed model effectively combines information across three phases of testing and across common vehicle components. The analysis yields estimates of failure rates for specific failure modes and vehicles as well as an overall estimate of the failure rate for the family of vehicles. We are also able to obtain estimates of how well vehicle modifications between test phases improve failure rates. In addition to using all data to improve on current assessments of reliability and reliability growth, we illustrate how to leverage the information learned from the three phases to determine appropriate specifications for subsequent testing that will demonstrate if the reliability meets a given reliability threshold.     

Inference for step-stress plan with Khamis-Higgins model under type-II censored Weibull data

The accelerated life testing (ALT) is frequently used in examining the component reliability and acceptance testing. The ALT is carried out by exposing the unit to higher stress levels in order to observe data faster than those are producing under the normal conditions. The simple step-stress model based on type-II censoring Weibull lifetimes is studied here. In addition, the lifetimes satisfy Khamis-Higgins model assumption. In this paper, Bayesian approaches are developed for estimating the model parameters and predicting times to failure of future censored of the simple step-stress model from Weibull distribution using Khamis-Higgins model. The main goal of this work consists of two parts. First, the Bayesian estimation of the unknown parameters involved in the model is considered by adopting Devroye method to generate log-concave densities within sampling-based algorithm under different loss functions. The Bayes and highest posterior density credible intervals are then established. Second, the estimation of the posterior predictive density of the future lifetimes are discussed to obtain the point and prediction intervals with a given coverage probability. Monte Carlo simulation is performed to check the efficiency of the developed procedures and analyze a real data set for illustrative purposes.     

Bayesian uncertainty analysis with applications to turbulence modeling

In this paper, we apply Bayesian uncertainty quantification techniques to the processes of calibrating complex mathematical models and predicting quantities of interest (QoI's) with such models. These techniques also enable the systematic comparison of competing model classes. The processes of calibration and comparison constitute the building blocks of a larger validation process, the goal of which is to accept or reject a given mathematical model for the prediction of a particular QoI for a particular scenario. In this work, we take the first step in this process by applying the methodology to the analysis of the Spalart-Allmaras turbulence model in the context of incompressible, boundary layer flows. Three competing model classes based on the Spalart-Allmaras model are formulated, calibrated against experimental data, and used to issue a prediction with quantified uncertainty. The model classes are compared in terms of their posterior probabilities and their prediction of QoI's. The model posterior probability represents the relative plausibility of a model class given the data. Thus, it incorporates the model's ability to fit experimental observations. Alternatively, comparing models using the predicted QoI connects the process to the needs of decision makers that use the results of the model. We show that by using both the model plausibility and predicted QoI, one has the opportunity to reject some model classes after calibration, before subjecting the remaining classes to additional validation challenges.     

Structural design of a composite bicycle fork

Despite the wide literature on the mechanical behaviour of carbon/epoxy composites, it is rare to find practical methodological approaches in finite element design of structural components made by laminate layup. Through the case study of a special bicycle fork needed in a Student Team prototype, this paper proposes a simplified methodology as starting point for educational and manufacturing purposes. In order to compare two manufacturing solutions in terms of stiffness, strength and failure mode, a numerical model was implemented. Since the project requirements imposed to avoid standard destructive testing, the model validation was based on a posteriori linear stiffness comparison with the manufactured component. The slight discrepancies between experimental and numerical results were discussed in order to check their origin and to assess the reliability of the model. The overall methodology, even if complain with only a part of the safety standard requirements, shows to be reliable enough and can be the basis for further extension and refinement.     

Beschleunigte Zuverlässigkeitstests unter Berücksichtigung von Vertrauensbereichen

End-of-life tests (EoL-Tests) are typically associated with considerable resources. Accelerated EoL-tests aid at minimizing the required time and budget. Typically, the sample’s failure behavior is described by lifetime models such as the Arrhenius model for only constant stresses. Such models are adapted to the obtained experimental data and are then used to estimate the reliability in the field. Unfortunately, real stress profiles are time-dependent. Despite the effort of parameterizing lifetime models, distribution functions are assumed for the components which ignore the influence of the applied stress. Calculating statistical parameters, such as the reliability inevitably leads to inaccurate results. Furthermore, reliability is often determined based on limited sample sizes. Consequently, reliability prediction is subject to uncertainty and is therefore specified including a confidence interval.This paper presents a new approach which enables the prediction of operative reliability concerning time-dependent stresses with a confidence level. Based on the presented method it is possible to estimate the operative reliability and its confidence interval for transient stresses. This fundamental work uses simulative data to verify the methodology.Two methods for calculating the operative reliability function with time-depending stresses are explained: The cumulative exposure model and the model of age.The most relevant methods to determine a confidence level are introduced briefly. Finally, it is shown how the new method for calculating the operative reliability and the associated confidence intervals for lifetime models is derived. The functionality of the new method, namely the Dubi Bootstrap Simulation (DUBS) is shown by an example enhancing its applicability. The validation of the new approach is done in a separate article using a practical example.     

基于状态空间模型的可靠性评估方法

基于设备性能退化特征的可靠性分析是可靠性技术研究重要方向之一,但当前许多研究是基于多样本进行分析,但针对单个设备的可靠性预测问题非常有限,为此本文提出基于状态空间模型的可靠性方法进行小样本预测。首先通过在线监测技术获得反映设备状态的信号,运用小波分析方法提取监测信号的小波包能量,选取趋势明显符合设备状态变化的相关频带能量作为设备退化指标。然后对这些特征指标进行滑动平均滤波处理,提高了退化特征的信噪比,将其作为状态空间模型的输入对模型参数进行估计,从而建立退化指标的状态空间预测模型,最后预测退化指标的概率分布并计算可靠度。结合滚动轴承试验数据和铣刀磨损数据验证方法的准确性和有效性,本文为小样本事件的可靠性预测提供一个有效方法。     

Sensibility of Bayesian inference methods for reliability prediction of ageing systems,case of Diesel locomotives

This paper addresses the problem of reliability analysis of in-service identical systems when a limited number of lifetime data is available compared to censored ones. Lifetime (resp. censored) data characterise the life of failed (resp. non-failed) systems in the sample. Because, censored data induce biassed estimators of reliability model parameters, a methodology approach is proposed to overcome this inconvenience and improve the accuracy of the parameter estimation based on Bayesian inference methods. These methods combine, in an effective way, system’s life data and expert opinions learned from failure diagnosis of similar systems. Three Bayesian inference methods are considered: Classical Bayesian, Extended Bayesian and Bayesian Restoration Maximisation methods. Given a sample of lifetime data, simulated according to prior opinions of maintenance expert, a sensibility analysis of each Bayesian method is performed. Reliability analysis of critical subsystems of Diesel locomotives is established under the proposed methodology approach. The relevance of each Bayesian inference methods with respect to collected reliability data of critical subsystems and expert opinions is discussed.     

Analysis of correlated multivariate degradation data in accelerated reliability growth

Modern engineering systems have become increasingly complex and at the same time are expected to be developed faster. To shorten the product development time, organizations commonly conduct accelerated testing on a small number of units to help identify failure modes and assess reliability. Many times design changes are made to mitigate or reduce the likelihood of such failure modes. Since failure-time data are often scarce in reliability growth programs, existing statistical approaches used for predicting the reliability of a system about to enter the field are faced with significant challenges. In this work, a statistical model is proposed to utilize degradation data for system reliability prediction in an accelerated reliability growth program. The model allows the components in the system to have multiple failure modes, each associated with a monotone stochastic degradation process. To take into account unit-to-unit variation, the random effects of degradation parameters are explicitly modeled. Moreover, a mean-degradation-stress relationship is introduced to quantify the effects of different accelerating variables on the degradation processes, and a copula function is utilized to model the dependency among different degradation processes. Both a maximum likelihood (ML) procedure and a Bayesian alternative are developed for parameter estimation in a two-stage process. A numerical study illustrates the use of the proposed model and identifies the cases where the Bayesian method is preferred and where it is better to use the ML alternative.     

Application of Bayesian Methods for Age‐Dependent Reliability Analysis

In this article, the authors present a general methodology for age‐dependent reliability analysis of degrading or ageing components, structures and systems. The methodology is based on Bayesian methods and inference—its ability to incorporate prior information and on ideas that ageing can be thought of as age‐dependent change of beliefs about reliability parameters (mainly failure rate), when change of belief occurs not only because new failure data or other information becomes available with time but also because it continuously changes due to the flow of time and the evolution of beliefs. The main objective of this article is to present a clear way of how practitioners can apply Bayesian methods to deal with risk and reliability analysis considering ageing phenomena. The methodology describes step‐by‐step failure rate analysis of ageing components: from the Bayesian model building to its verification and generalization with Bayesian model averaging, which as the authors suggest in this article, could serve as an alternative for various goodness‐of‐fit assessment tools and as a universal tool to cope with various sources of uncertainty. The proposed methodology is able to deal with sparse and rare failure events, as is the case in electrical components, piping systems and various other systems with high reliability. In a case study of electrical instrumentation and control components, the proposed methodology was applied to analyse age‐dependent failure rates together with the treatment of uncertainty due to age‐dependent model selection. Copyright © 2013 John Wiley & Sons, Ltd.