Reliability Based Design Optimization Considering Future Redesign With Different Epistemic Uncertainty Treatments

Author(s):  
Taiki Matsumura ◽  
Raphael T. Haftka ◽  
Bhavani V. Sankar

The design of engineering systems is often based on analysis models with substantial errors in predicting failures, that is epistemic uncertainty. The epistemic uncertainty is reduced by post design tests, and the safety of unsafe designs restored by redesign. When this process of design, test and redesign is to be based on probabilistic analysis, there is some controversy on whether uncertainty associated with variability (aleatory uncertainty) should be treated differently than the epistemic uncertainty. In this paper we compare several approaches to design and redesign and treatments of the epistemic uncertainties. These include safety factors, probabilistic approach disregarding redesign and regarding redesign, treating epistemic uncertainty and aleatory uncertainty the same, and more conservative treatment of the epistemic uncertainty. We demonstrate that the proposed approach can allow tradeoff of system performance against development cost (probability of redesign), while a standard reliability based design optimization, which does not take into account future redesign, provides only a single point on the tradeoff curve. We also show that the tradeoff can be achieved even with the traditional safety factor approach, without any probabilistic optimization. Furthermore, we investigate different treatments of epistemic error for probability of failure calculation. We find that it is possible to design to the 95th percentile of the probability of failure with modest mass penalty compared to treating epistemic and aleatory uncertainty alike.

2013 ◽  
Vol 135 (9) ◽  
Author(s):  
Taiki Matsumura ◽  
Raphael T. Haftka

Design under uncertainty needs to account for aleatory uncertainty, such as variability in material properties, and epistemic uncertainty including errors due to imperfect analysis tools. While there is a consensus that aleatory uncertainty be described by probability distributions, for epistemic uncertainty there is a tendency to be more conservative by taking worst case scenarios or 95th percentiles. This conservativeness may result in substantial performance penalties. Epistemic uncertainty, however, is usually reduced by additional knowledge typically provided by tests. Then, redesign may take place if tests show that the design is not acceptable. This paper proposes a reliability based design optimization (RBDO) method that takes into account the effects of future tests possibly followed by redesign. We consider each realization of epistemic uncertainty to correspond to a different design outcome. Then, the future scenario, i.e., test and redesign, of each possible design outcome is simulated. For an integrated thermal protection system (ITPS) design, we show that the proposed method reduces the mass penalty associated with a 95th percentile of the epistemic uncertainty from 2.7% to 1.2% compared to standard RBDO, which does not account for the future. We also show that the proposed approach allows trading off mass against development costs as measured by probability of needing redesign. Finally, we demonstrate that the tradeoff can be achieved even with the traditional safety factor based design.


Author(s):  
Hao Pan ◽  
Zhimin Xi ◽  
Ren-Jye Yang

Reliability-based design optimization (RBDO) has been widely used to design engineering products with minimum cost function while meeting defined reliability constraints. Although uncertainties, such as aleatory uncertainty and epistemic uncertainty, have been well considered in RBDO, they are mainly considered for model input parameters. Model uncertainty, i.e., the uncertainty of model bias which indicates the inherent model inadequacy for representing the real physical system, is typically overlooked in RBDO. This paper addresses model uncertainty characterization in a defined product design space and further integrates the model uncertainty into RBDO. In particular, a copula-based bias correction approach is proposed and results are demonstrated by two vehicle design case studies.


Author(s):  
Ungki Lee ◽  
Namwoo Kang ◽  
Ikjin Lee

When designing a product, both engineering uncertainty and market heterogeneity should be considered to reduce the risk of failure in the market. Reliability-based design optimization (RBDO) approach allows decision makers to achieve target confidence in product performance under engineering uncertainty. Design for market systems (DMS) approach helps decision makers to find profit-maximized product design under market heterogeneity. This paper integrates RBDO and DMS approaches for an Electric vehicle (EV) design. Consumers’ preferences on warranted battery lifetime are heterogeneous while battery life itself is affected by various uncertainties such as battery characteristics and driving patterns. We optimized and compared four scenarios depending on whether engineering systems are deterministic or probabilistic, and whether a market is homogeneous or heterogeneous. The results provide some insight on how the optimal EV design should be altered depending on engineering uncertainty and market heterogeneity.


Author(s):  
Rami Mansour ◽  
Mårten Olsson

Abstract In the Second-Order Reliability Method, the limit-state function is approximated by a hyper-parabola in standard normal and uncorrelated space. However, there is no exact closed form expression for the probability of failure based on a hyper-parabolic limit-state function and the existing approximate formulas in the literature have been shown to have major drawbacks. Furthermore, in applications such as Reliability-based Design Optimization, analytical expressions, not only for the probability of failure but also for probabilistic sensitivities, are highly desirable for efficiency reasons. In this paper, a novel Second-Order Reliability Method is presented. The proposed expression is a function of three statistical measures: the Cornell Reliability Index, the skewness and the Kurtosis of the hyper-parabola. These statistical measures are functions of the First-Order Reliability Index and the curvatures at the Most Probable Point. Furthermore, analytical sensitivities with respect to mean values of random variables and deterministic variables are presented. The sensitivities can be seen as the product of the sensitivities computed using the First-Order Reliability Method and a correction factor. The proposed expressions are studied and their applicability to Reliability-based Design Optimization is demonstrated.


2019 ◽  
Vol 141 (10) ◽  
Author(s):  
Petter N. Lind ◽  
Mårten Olsson

Reliability-based design optimization (RBDO) aims at minimizing a function of probabilistic design variables, given a maximum allowed probability of failure. The most efficient methods available for solving moderately nonlinear problems are single loop single vector (SLSV) algorithms that use a first-order approximation of the probability of failure in order to rewrite the inherently nested structure of the loop into a more efficient single loop algorithm. The research presented in this paper takes off from the fundamental idea of this algorithm. An augmented SLSV algorithm is proposed that increases the rate of convergence by making nonlinear approximations of the constraints. The nonlinear approximations are constructed in the following way: first, the SLSV experiments are performed. The gradient of the performance function is known, as well as an estimate of the most probable failure point (MPP). Then, one extra experiment, a probe point, per performance function is conducted at the first estimate of the MPP. The gradient of each performance function is not updated but the probe point facilitates the use of a natural cubic spline as an approximation of an augmented MPP estimate. The SLSV algorithm using probing (SLSVP) also incorporates a simple and effective move limit (ML) strategy that also minimizes the heuristics needed for initiating the optimization algorithm. The size of the forward finite difference design of experiment (DOE) is scaled proportionally with the change of the ML and so is the relative position of the MPP estimate at the current iteration. Benchmark comparisons against results taken from the literature show that the SLSVP algorithm is more efficient than other established RBDO algorithms and converge in situations where the SLSV algorithm fails.


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