The Maximum Entropy Estimation of Structural Reliability Based on Monte Carlo Simulation

Author(s):  
Wenbo Huang ◽  
Jiangang Mao ◽  
Zhiyong Zhang

Taking the advantage of the high efficiency of Monte Carlo simulation for events of high failure probability, it is adopted to estimate the probabilities of failure of the reduced safe margins of structures. By assuming that the low tail of the probabilistic distribution of the safe margin to follow a Weibull distribution, the failure probabilities simulated are taken as empirical data to extrapolate the Weibull parameters. Among the candidate Weibull distributions, the maximum entropy is used to identify the optimum one which is used to predict the truth probabilities of failure of structures. Two typical numerical examples are carried out to demonstrate the method developed.

Author(s):  
Jorge E. Hurtado

Structural reliability analysis often faces the problem that the input variable distributions are uncertain and thus the interval for reliability measures must be determined. A Monte Carlo simulation consists in estimating the failure probability for several sets of random realizations of the distributions, thus implying a huge computational labor, much higher than in conventional Monte Carlo. In this paper a method for drastically simplifying this task is proposed. The method exploits the ordering statistics representation property of the reliability plot, which is shown to approximately obey an orthogonal hyperbolic pattern. Accordingly a two-level FORM approach is used to derive the polar vectors for building two plots, one for the input variable space and another for the uncertain distribution parameter space. It is demonstrated that the extrema of the failure probability are contained amongst the samples located in extreme sectors of the parameter plot as pointed out by the hyperbolae.


Author(s):  
Xiaodong Zhang ◽  
Ying Min Low ◽  
Chan Ghee Koh

Offshore riser systems are subjected to wind, wave and current loadings, which are random in nature. Nevertheless, the current deterministic based design and analysis practice could not quantitatively evaluate the safety of structures taking random environmental loadings into consideration, due to high computational costs. Structural reliability method, as an analysis tool to quantify probability of failure of components or systems, can account for uncertainties in environmental conditions and system parameters. It is particularly useful in cases where limited experience exists or a risk-based evaluation of design is required. Monte Carlo Simulation (MCS) method is the most widely accepted method and usually used to benchmark other proposed reliability methods. However, MCS is computationally demanding for predicting low failure probabilities, especially for offshore dynamic problems involving many types of uncertainties. Innovative structural reliability methods are desired to perform reliability analysis, so as to predict the low failure probabilities associated with extreme values. Variety of structural reliability methods are proposed in the literature to reduce the computational burden of MCS. The post processing methods, which recover PDF or tail distribution of random variable from sample data to perform structural reliability analysis, have great advantages over the methods from other categories on solving engineering problems. Thus the main focus of our study is on post processing structural reliability methods. In this paper, four post processing reliability methods are compared on the prediction of low failure probabilities with applications to a drilling riser system and a steel catenary riser (SCR) system: Enhanced Monte Carlo Simulation (EMCS) assumes the failure probability follows the asymptotic behavior and uses high failure probabilities to predict low failure probabilities; Multi-Gaussian Maximum Entropy Method (MGMEM) assumes the probability density function (PDF) is a summation of Gaussian density functions and adopts maximum entropy methods to obtain the model parameters; Shifted Generalized Lognormal Distribution (SGLD) method proposes a distribution that specializes to the normal distribution for zero skewness and is able to assume any finite value of skewness for versatility; and Generalized Extreme-Value Distribution method (GEV) comprises three distribution families: the Gumbel-type, Frechet-type and Weibull-type distribution. The study compares the bias errors (the difference between the predicted values and the exact values) and variance errors (the variability of the predicted values) of these methods on the prediction of low failure probabilities with applications to two riser systems. This study could provide offshore engineers and researchers feasible options for marine riser system structural reliability analysis.


Instruments ◽  
2021 ◽  
Vol 5 (2) ◽  
pp. 17
Author(s):  
Eldred Lee ◽  
Kaitlin M. Anagnost ◽  
Zhehui Wang ◽  
Michael R. James ◽  
Eric R. Fossum ◽  
...  

High-energy (>20 keV) X-ray photon detection at high quantum yield, high spatial resolution, and short response time has long been an important area of study in physics. Scintillation is a prevalent method but limited in various ways. Directly detecting high-energy X-ray photons has been a challenge to this day, mainly due to low photon-to-photoelectron conversion efficiencies. Commercially available state-of-the-art Si direct detection products such as the Si charge-coupled device (CCD) are inefficient for >10 keV photons. Here, we present Monte Carlo simulation results and analyses to introduce a highly effective yet simple high-energy X-ray detection concept with significantly enhanced photon-to-electron conversion efficiencies composed of two layers: a top high-Z photon energy attenuation layer (PAL) and a bottom Si detector. We use the principle of photon energy down conversion, where high-energy X-ray photon energies are attenuated down to ≤10 keV via inelastic scattering suitable for efficient photoelectric absorption by Si. Our Monte Carlo simulation results demonstrate that a 10–30× increase in quantum yield can be achieved using PbTe PAL on Si, potentially advancing high-resolution, high-efficiency X-ray detection using PAL-enhanced Si CMOS image sensors.


Author(s):  
Chenyang Song ◽  
Liguo Wang ◽  
Zeshui Xu

The logistic regression model is one of the most widely used classification models. In some practical situations, few samples and massive uncertain information bring more challenges to the application of the traditional logistic regression. This paper takes advantages of the hesitant fuzzy set (HFS) in depicting uncertain information and develops the logistic regression model under hesitant fuzzy environment. Considering the complexity and uncertainty in the application of this logistic regression, the concept of hesitant fuzzy information flow (HFIF) and the correlation coefficient between HFSs are introduced to determine the main factors. In order to better manage situations with small samples, a new optimized method based on the maximum entropy estimation is also proposed to determine the parameters. Then the Levenberg–Marquardt Algorithm (LMA) under hesitant fuzzy environment is developed to solve the parameter estimation problem with fewer samples and uncertain information in the logistic regression model. A specific implementation process for the optimized logistic regression model based on the maximum entropy estimation under the hesitant fuzzy environment is also provided. Moreover, we apply the proposed model to the prediction problem of Emergency Extreme Air Pollution Event (EEAPE). A comparative analysis and a sensitivity analysis are further conducted to illustrate the advantages of the optimized logistic regression model under hesitant fuzzy environment.


Sign in / Sign up

Export Citation Format

Share Document