Reliability Methods for Bimodal Distribution With First-Order Approximation1

2018 ◽  
Vol 5 (1) ◽  
Author(s):  
Zhangli Hu ◽  
Xiaoping Du
Keyword(s):  
Probability Density ◽  
Order Approximation ◽  
Limit State ◽  
Random Variables ◽  
Random Variable ◽  
State Function ◽  
First Order ◽  
Reliability Method ◽  
Reliability Methods ◽  
Basic Random Variable

In traditional reliability problems, the distribution of a basic random variable is usually unimodal; in other words, the probability density of the basic random variable has only one peak. In real applications, some basic random variables may follow bimodal distributions with two peaks in their probability density. When binomial variables are involved, traditional reliability methods, such as the first-order second moment (FOSM) method and the first-order reliability method (FORM), will not be accurate. This study investigates the accuracy of using the saddlepoint approximation (SPA) for bimodal variables and then employs SPA-based reliability methods with first-order approximation to predict the reliability. A limit-state function is at first approximated with the first-order Taylor expansion so that it becomes a linear combination of the basic random variables, some of which are bimodally distributed. The SPA is then applied to estimate the reliability. Examples show that the SPA-based reliability methods are more accurate than FOSM and FORM.

A Mean Value Reliability Method for Bimodal Distributions

2017 ◽  
Author(s):  
Zhangli Hu ◽  
Xiaoping Du
Keyword(s):  
Probability Density ◽  
Random Variables ◽  
Saddlepoint Approximation ◽  
Random Variable ◽  
Mean Value ◽  
Traffic Load ◽  
First Order ◽  
Reliability Method ◽  
Basic Random Variable ◽  
Two Peaks

In traditional reliability problems, the distribution of a basic random variable is usually unimodal; in other words, the probability density of the basic random variable has only one peak. In real applications, some basic random variables may follow bimodal distributions with two peaks in their probability density. For example, the random load of a bridge may have two peaks, with a distribution consisting of a weighted sum of two normal distributions, suggested by traffic load data. When binomial variables are involved, traditional reliability methods, such as the First Order Second Moment (FOSM) method and the First Order Reliability Method (FORM), will not be accurate. This study investigates the accuracy of using the saddlepoint approximation for bimodal variables and then employs a mean value reliability method to accurately predict the reliability. A limit-state function is at first approximated with the first order Taylor expansion so that it becomes a linear combination of the basic random variables, some of which are bimodally distributed. The saddlepoint approximation is then applied to estimate the reliability. Examples show that the new method is more accurate than FOSM and FORM.

scholarly journals Second-order reliability methods: a review and comparative study

2021 ◽  
Author(s):  
Zhangli Hu ◽  
Rami Mansour ◽  
Mårten Olsson ◽  
Xiaoping Du
Keyword(s):  
Performance Metrics ◽  
Order Approximation ◽  
Limit State ◽  
Engineering Application ◽  
Second Order ◽  
State Function ◽  
Most Probable Point ◽  
Reliability Method ◽  
Reliability Methods ◽  
Selection Of

AbstractSecond-order reliability methods are commonly used for the computation of reliability, defined as the probability of satisfying an intended function in the presence of uncertainties. These methods can achieve highly accurate reliability predictions owing to a second-order approximation of the limit-state function around the Most Probable Point of failure. Although numerous formulations have been developed, the lack of full-scale comparative studies has led to a dubiety regarding the selection of a suitable method for a specific reliability analysis problem. In this study, the performance of commonly used second-order reliability methods is assessed based on the problem scale, curvatures at the Most Probable Point of failure, first-order reliability index, and limit-state contour. The assessment is based on three performance metrics: capability, accuracy, and robustness. The capability is a measure of the ability of a method to compute feasible probabilities, i.e., probabilities between 0 and 1. The accuracy and robustness are quantified based on the mean and standard deviation of relative errors with respect to exact reliabilities, respectively. This study not only provides a review of classical and novel second-order reliability methods, but also gives an insight on the selection of an appropriate reliability method for a given engineering application.

Second-Order Reliability Method With First-Order Efficiency

2010 ◽  
Author(s):  
Xiaoping Du ◽  
Junfu Zhang
Keyword(s):  
Limit State ◽  
Saddlepoint Approximation ◽  
Quadratic Function ◽  
Second Order ◽  
State Function ◽  
Limit State Function ◽  
First Order ◽  
Reliability Method ◽  
Order Of Magnitude ◽  
Univariate Function

The widely used First Order Reliability Method (FORM) is efficient, but may not be accurate for nonlinear limit-state functions. The Second Order Reliability Method (SORM) is more accurate but less efficient. To maintain both high accuracy and efficiency, we propose a new second order reliability analysis method with first order efficiency. The method first performs the FORM and identifies the Most Probable Point (MPP). Then the associated limit-state function is decomposed into additive univariate functions at the MPP. Each univariate function is further approximated as a quadratic function, which is created with the gradient information at the MPP and one more point near the MPP. The cumulant generating function of the approximated limit-state function is then available so that saddlepoint approximation can be easily applied for computing the probability of failure. The accuracy of the new method is comparable to that of the SORM, and its efficiency is in the same order of magnitude as the FORM.

Reliability of TLP Tethers Using Evolutionary Strategies

2008 ◽  
Author(s):  
Federico Barranco Cicilia ◽  
Alberto Omar Va´zquez Herna´ndez
Keyword(s):  
Limit State ◽  
Evolutionary Strategies ◽  
Economic Losses ◽  
State Function ◽  
Safety Level ◽  
Reliability Method ◽  
Reliability Methods ◽  
New Codes ◽  
Monte Carlo Importance Sampling ◽  
Von Mises

Tether system is a critical component for the TLPs, since its failure may lead to the collapse of the whole structure involving human lives, economic losses and damages to the environment. Due to this fact, reliability methods have been proposed to design TLP tethers and new codes are being developed to increase their safety level. The objective of this paper is to compare the probability of failure for TLP tethers considering the maximum tension limit state obtained with three methods, which are: a methodology based on Evolutionary Strategies and the Monte Carlo Importance Sampling, the First Order Reliability Method, and the Second Order Reliability Method. Von-Mises failure criterion is used as limit state function for the most loaded tether of a TLP submitted to different sea states. Efficiency of the ES algorithm to find design points and probabilities of failure obtained with the reliability methods are discussed.

Reliability-Based Topology Optimization Using Mean-Value Second-Order Saddlepoint Approximation

2018 ◽  
Vol 140 (3) ◽  
Author(s):  
Dimitrios I. Papadimitriou ◽  
Zissimos P. Mourelatos
Keyword(s):  
Topology Optimization ◽  
Limit State ◽  
Random Variables ◽  
Saddlepoint Approximation ◽  
Probability Of Failure ◽  
Mean Value ◽  
Second Order ◽  
State Function ◽  
Sensitivity Derivatives ◽  
Reliability Method

A reliability-based topology optimization (RBTO) approach is presented using a new mean-value second-order saddlepoint approximation (MVSOSA) method to calculate the probability of failure. The topology optimizer uses a discrete adjoint formulation. MVSOSA is based on a second-order Taylor expansion of the limit state function at the mean values of the random variables. The first- and second-order sensitivity derivatives of the limit state cumulant generating function (CGF), with respect to the random variables in MVSOSA, are computed using direct-differentiation of the structural equations. Third-order sensitivity derivatives, including the sensitivities of the saddlepoint, are calculated using the adjoint approach. The accuracy of the proposed MVSOSA reliability method is demonstrated using a nonlinear mathematical example. Comparison with Monte Carlo simulation (MCS) shows that MVSOSA is more accurate than mean-value first-order saddlepoint approximation (MVFOSA) and more accurate than mean-value second-order second-moment (MVSOSM) method. Finally, the proposed RBTO-MVSOSA method for minimizing a compliance-based probability of failure is demonstrated using two two-dimensional beam structures under random loading. The density-based topology optimization based on the solid isotropic material with penalization (SIMP) method is utilized.

Neural network approach to model the limit state surface for reliability analysis

2003 ◽  
Vol 40 (6) ◽  
pp. 1235-1244 ◽  
Author(s):  
Anthony TC Goh ◽  
Fred H Kulhawy
Keyword(s):  
Neural Network ◽  
Reliability Index ◽  
Structural Reliability ◽  
Limit State ◽  
Random Variables ◽  
First Order Reliability Method ◽  
First Order ◽  
The Neural Network ◽  
Reliability Method ◽  
Geotechnical Structures

Structural reliability methods are often used to evaluate the failure performance of geotechnical structures. A common approach is to use the first-order reliability method. Its popularity results from the mathematical simplicity of the method, since only second moment information (mean and coefficient of variation) on the random variables is required. The probability of failure is then assessed by an index known commonly as the reliability index. One critical aspect in determining the reliability index is the explicit definition of the limit state surface of the system. In a problem involving multi-dimensional random variables, the limit state surface is the boundary separating the safe domain from the "failure" (or lack of serviceability) domain. In many complicated and nonlinear problems where the analyses involve the use of numerical procedures such as the finite element method, this surface may be difficult to determine explicitly in terms of the random variables, and therefore the limit state can only be expressed implicitly rather than in a closed-form solution. It is proposed in this paper to use an artificial intelligence technique known as the back-propagation neural network algorithm to model the limit state surface. First, the failure domain is found through repeated point-by-point numerical analyses with different input values. The neural network is then trained on this set of data. Using the optimal weights of the neural network connections, it is possible to develop a mathematical expression relating the input and output variables that approximates the limit state surface. Some examples are given to illustrate the application and accuracy of the proposed approach.Key words: first-order reliability method, geotechnical structures, limit state surface, neural networks, reliability.

System Reliability Analysis With Autocorrelated Kriging Predictions

2020 ◽  
Vol 142 (10) ◽  
Author(s):  
Hao Wu ◽  
Zhifu Zhu ◽  
Xiaoping Du
Keyword(s):  
System Reliability ◽  
Limit State ◽  
Surrogate Models ◽  
First Order ◽  
Highly Nonlinear ◽  
Reliability Method ◽  
Reliability Methods ◽  
Computationally Intensive ◽  
Improved Accuracy ◽  
State Functions

Abstract When limit-state functions are highly nonlinear, traditional reliability methods, such as the first-order and second-order reliability methods, are not accurate. Monte Carlo simulation (MCS), on the other hand, is accurate if a sufficient sample size is used but is computationally intensive. This research proposes a new system reliability method that combines MCS and the Kriging method with improved accuracy and efficiency. Accurate surrogate models are created for limit-state functions with minimal variance in the estimate of the system reliability, thereby producing high accuracy for the system reliability prediction. Instead of employing global optimization, this method uses MCS samples from which training points for the surrogate models are selected. By considering the autocorrelation of a surrogate model, this method captures the more accurate contribution of each MCS sample to the uncertainty in the estimate of the serial system reliability and therefore chooses training points efficiently. Good accuracy and efficiency are demonstrated by four examples.

Reliability and Sensitivity Analysis of Laminate Using Different Methods

2014 ◽  
Vol 945-949 ◽  
pp. 1159-1162
Author(s):  
Wei Tao Zhao ◽  
Xiao Li ◽  
Feng Guo
Keyword(s):  
Good Accuracy ◽  
Limit State ◽  
Nonlinear Function ◽  
State Function ◽  
Laminate Structure ◽  
First Order Reliability Method ◽  
First Order ◽  
Fiber Properties ◽  
Surface Method ◽  
Reliability Method

Reliability of laminate structure is deeply influenced by uncertainties such as fiber properties, loads and design sizes. It is very difficult to evaluate the reliability and sensitivity of laminate structure because that laminate structure is anisotropic and the limit state function (LSF) is a high nonlinear function. In this paper, reliability and sensitivity are evaluated by using first order reliability method (FORM), response surface method (RSM) and Monte Carlo simulation (MCS). The study aims to find a numerical method to evaluate the reliability and sensitivity of laminate structures efficiently and accurately. An example of laminate with a large number of variables is analyzed. The results obtained by using different methods are compared in terms of efficiency and accuracy. It is shown that FORM is not accuracy, and RSM has a very good accuracy and efficient in terms of reliability, but the accuracy of sensitivity obtained by using RSM is not good enough.

scholarly journals Hybrid Reliability Analysis for Spacecraft Docking Lock with Random and Interval Uncertainty

2017 ◽  
Vol 2017 ◽  
pp. 1-9 ◽  
Author(s):  
Jianguo Zhang ◽  
Jiwei Qiu ◽  
Pidong Wang
Keyword(s):  
Reliability Analysis ◽  
Structural Reliability ◽  
Limit State ◽  
Random Variables ◽  
Simple Problem ◽  
State Function ◽  
Limit State Function ◽  
Interval Variables ◽  
Reliability Method ◽  
Hybrid Reliability

This paper presents a novel procedure based on first-order reliability method (FORM) for structural reliability analysis with hybrid variables, that is, random and interval variables. This method can significantly improve the computational efficiency for the abovementioned hybrid reliability analysis (HRA), while generally providing sufficient precision. In the proposed procedure, the hybrid problem is reduced to standard reliability problem with the polar coordinates, where an n-dimensional limit-state function is defined only in terms of two random variables. Firstly, the linear Taylor series is used to approximate the limit-state function around the design point. Subsequently, with the approximation of the n-dimensional limit-state function, the new bidimensional limit state is established by the polar coordinate transformation. And the probability density functions (PDFs) of the two variables can be obtained by the PDFs of random variables and bounds of interval variables. Then, the interval of failure probability is efficiently calculated by the integral method. At last, one simple problem with explicit expressions and one engineering application of spacecraft docking lock are employed to demonstrate the effectiveness of the proposed methods.

A Time-Variant Reliability Analysis Method Based on Stochastic Process Discretization

2014 ◽  
Vol 136 (9) ◽  
Author(s):  
C. Jiang ◽  
X. P. Huang ◽  
X. Han ◽  
D. Q. Zhang
Keyword(s):  
Stochastic Process ◽  
Reliability Analysis ◽  
System Reliability ◽  
Limit State ◽  
Complex Structure ◽  
Random Variable ◽  
State Function ◽  
Analysis Method ◽  
Reliability Problem ◽  
Reliability Method

Time-variant reliability problems caused by deterioration in material properties, dynamic load uncertainty, and other causes are widespread among practical engineering applications. This study proposes a novel time-variant reliability analysis method based on stochastic process discretization (TRPD), which provides an effective analytical tool for assessing design reliability over the whole lifecycle of a complex structure. Using time discretization, a stochastic process can be converted into random variables, thereby transforming a time-variant reliability problem into a conventional time-invariant system reliability problem. By linearizing the limit-state function with the first-order reliability method (FORM) and furthermore, introducing a new random variable, the converted system reliability problem can be efficiently solved. The TRPD avoids the calculation of outcrossing rates, which simplifies the process of solving time-variant reliability problems and produces high computational efficiency. Finally, three numerical examples are used to verify the effectiveness of this approach.

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