scholarly journals An Efficient Entropy-Based Method for Reliability Assessment by Combining Kriging Meta-Models

Author(s):  
Jafar Vahedi ◽  
Mohammad Reza Ghasemi ◽  
Mahmoud Miri

Meta-models or surrogate models are convenient tools for reliability assessment of problems with time-consuming numerical models. Recently, an adaptive method called AK-MCS has been widely used for reliability analysis by combining Mont-Carlo simulation method and Kriging surrogate model. The AK-MCS method usually uses constant regression as a Kriging trend. However, other regression trends may have better performance for some problems. So, a method is proposed by combining multiple Kriging meta-models with various trends. The proposed method is based on the maximum entropy of predictions to select training samples. Using multiple Kriging models can reduce the sensitivity to the regression trend. So, the propped method can have better performance for different problems. The proposed method is applied to some examples to show its efficiency.

2014 ◽  
Vol 638-640 ◽  
pp. 136-139 ◽  
Author(s):  
Ying Zhao ◽  
Guo Shao Su ◽  
Liu Bin Yan

A KNN Classification Based MCS (Monte Carlo Simulation Method) is proposed for the reliability analysis which hindered by the implicit nature of the performance function. In the method, Markov chain is adopted to simulate a small amount of training samples, KNN classification is used to generate surrogate model of performance function, MCS is used to estimate the failure probability. An iterative algorithm is presented to improve surrogate precision dynamically in the region contributing to the failure probability significantly. The study results demonstrate that the proposed method has superior performance to the traditional response surface method.


Author(s):  
Qian Liu ◽  
Xufang Zhang ◽  
Xianzhen Huang

The reliability analysis of a structural system is typically evaluated based on a multivariate model that describes the underlying mechanistic relationship between the system’s input and output random variables. This is the need to develop an effective surrogate model to mimic the input–output relationship as the Monte Carlo simulation–based on the mechanistic model might be computationally intensive. In this regard, the article presents a sparse regression method for structural reliability analysis based on the generalized polynomial chaos expansion. However, results from the global sensitivity analysis have justified that it is unnecessary to contain all polynomial terms in the surrogate model, instead of comprising a rather small number of principle components only. One direct benefit of the sparse approximation allows utilizing a small number of training samples to calibrate the surrogate model, bearing in mind that the required sample size is positively proportional to the number of unknowns in regression analysis. Therefore, by utilizing the standard polynomial chaos basis functions to constitute an explanatory dictionary, an adaptive sparse regression approach characterized by introducing the most significant explanatory variable in each iteration is presented. A statistical approach for detecting and excluding spuriously explanatory polynomials is also introduced to maintain the high sparsity of the meta-modeling result. Combined with a variety of low-discrepancy schemes in generating training samples, structural reliability and global sensitivity analysis of originally true but computationally demanding models are alternatively realized based on the sparse surrogate method in conjunction with the brutal Monte Carlo simulation method. Numerical examples are carried out to demonstrate the applicability of the sparse regression approach to structural reliability problems. Results have shown that the proposed method is an effective, non-intrusive approach to deal with uncertainty analysis of various structural systems.


Water ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 87
Author(s):  
Yongqiang Wang ◽  
Ye Liu ◽  
Xiaoyi Ma

The numerical simulation of the optimal design of gravity dams is computationally expensive. Therefore, a new optimization procedure is presented in this study to reduce the computational cost for determining the optimal shape of a gravity dam. Optimization was performed using a combination of the genetic algorithm (GA) and an updated Kriging surrogate model (UKSM). First, a Kriging surrogate model (KSM) was constructed with a small sample set. Second, the minimizing the predictor strategy was used to add samples in the region of interest to update the KSM in each updating cycle until the optimization process converged. Third, an existing gravity dam was used to demonstrate the effectiveness of the GA–UKSM. The solution obtained with the GA–UKSM was compared with that obtained using the GA–KSM. The results revealed that the GA–UKSM required only 7.53% of the total number of numerical simulations required by the GA–KSM to achieve similar optimization results. Thus, the GA–UKSM can significantly improve the computational efficiency. The method adopted in this study can be used as a reference for the optimization of the design of gravity dams.


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