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.

A Novel Time-Variant Reliability Analysis Method Based on Failure Processes Decomposition for Dynamic Uncertain Structures

2018 ◽  
Vol 140 (5) ◽  
Author(s):  
Shui Yu ◽  
Zhonglai Wang
Keyword(s):  
Reliability Analysis ◽  
System Reliability ◽  
Dynamic Properties ◽  
Limit State ◽  
Quadratic Function ◽  
State Function ◽  
Analysis Method ◽  
Engineering Structures ◽  
Reliability Problem ◽  
Time Invariant

Abstract Due to the uncertainties and the dynamic parameters from design, manufacturing, and working conditions, many engineering structures usually show uncertain and dynamic properties. This paper proposes a novel time-variant reliability analysis method using failure processes decomposition to transform the time-variant reliability problems to the time-invariant problems for dynamic structures under uncertainties. The transformation is achieved via a two-stage failure processes decomposition. First, the limit state function with high dimensional input variables and high order temporal parameters is transformed to a quadratic function of time based on the optimized time point in the first-stage failure processes decomposition. Second, based on the characteristics of the quadratic function and reliability criterion, the time-variant reliability problem is then transformed to a time-invariant system reliability problem in the second-stage failure processes decomposition. Then, the kernel density estimation (KDE) method is finally employed for the system reliability evaluation. Several examples are used to verify the effectiveness of the proposed method to demonstrate its efficiency and accuracy.

scholarly journals Second Order Reliability Method for Time-Dependent Reliability Analysis Using Sequential Efficient Global Optimization

2019 ◽  
Author(s):  
Zhangli Hu ◽  
Xiaoping Du
Keyword(s):  
Global Optimization ◽  
Reliability Analysis ◽  
Limit State ◽  
Second Order ◽  
Time Dependent ◽  
Efficient Global Optimization ◽  
State Function ◽  
Limit State Function ◽  
Reliability Problem ◽  
Reliability Method

Abstract Reliability depends on time if the associated limit-state function includes time. A time-dependent reliability problem can be converted into a time-independent reliability problem by using the extreme value of the limit-state function. Then the first order reliability method can be used but it may produce a large error since the extreme limit-state function is usually highly nonlinear. This study proposes a new reliability method so that the second order reliability method can be applied to time-dependent reliability analysis for higher accuracy while maintaining high efficiency. The method employs sequential efficient global optimization to transform the time-dependent reliability analysis into the time-independent problem. The Hessian approximation and envelope theorem are used to obtain the second order information of the extreme limit-state function. Then the second order saddlepoint approximation is use to evaluate the reliability. The accuracy and efficiency of the proposed method are verified through numerical examples.

A Sampling Approach to Extreme Value Distribution for Time-Dependent Reliability Analysis

2013 ◽  
Vol 135 (7) ◽  
Author(s):  
Zhen Hu ◽  
Xiaoping Du
Keyword(s):  
Stochastic Process ◽  
Reliability Analysis ◽  
Limit State ◽  
Extreme Value ◽  
Time Dependent ◽  
State Function ◽  
Limit State Function ◽  
Reliability Method ◽  
Time Invariant ◽  
Sampling Approach

Maintaining high accuracy and efficiency is a challenging issue in time-dependent reliability analysis. In this work, an accurate and efficient method is proposed for limit-state functions with the following features: The limit-state function is implicit with respect to time. There is only one stochastic process in the input to the limit-sate function. The stochastic process could be either a general strength or a general stress variable so that the limit-state function is monotonic to the stochastic process. The new method employs a sampling approach to estimate the distributions of the extreme value of the stochastic process. The extreme value is then used to replace the corresponding stochastic process. Consequently the time-dependent reliability analysis is converted into its time-invariant counterpart. The commonly used time-invariant reliability method, the first order reliability method, is then applied to calculate the probability of failure over a given period of time. The results show that the proposed method significantly improves the accuracy and efficiency of time-dependent reliability analysis.

scholarly journals An Efficient Time-Variant Reliability Analysis Method with Mixed Uncertainties

Algorithms ◽  
2021 ◽  
Vol 14 (8) ◽  
pp. 229
Author(s):  
Fangyi Li ◽  
Yufei Yan ◽  
Jianhua Rong ◽  
Houyao Zhu
Keyword(s):  
Reliability Analysis ◽  
Limit State ◽  
Random Variables ◽  
Equivalent Model ◽  
Independent Random Variables ◽  
Problem Analysis ◽  
Analysis Method ◽  
Calculation Algorithm ◽  
Reliability Problem ◽  
Interval Variables

In practical engineering, due to the lack of information, it is impossible to accurately determine the distribution of all variables. Therefore, time-variant reliability problems with both random and interval variables may be encountered. However, this kind of problem usually involves a complex multilevel nested optimization problem, which leads to a substantial computational burden, and it is difficult to meet the requirements of complex engineering problem analysis. This study proposes a decoupling strategy to efficiently analyze the time-variant reliability based on the mixed uncertainty model. The interval variables are treated with independent random variables that are uniformly distributed in their respective intervals. Then the time-variant reliability-equivalent model, containing only random variables, is established, to avoid multi-layer nesting optimization. The stochastic process is first discretized to obtain several static limit state functions at different times. The time-variant reliability problem is changed into the conventional time-invariant system reliability problem. First order reliability analysis method (FORM) is used to analyze the reliability of each time. Thus, an efficient and robust convergence hybrid time-variant reliability calculation algorithm is proposed based on the equivalent model. Finally, numerical examples shows the effectiveness of the proposed method.

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.

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.

Reliability Analysis Method Based on Support Vector Machines Classification and Adaptive Sampling Strategy

2012 ◽  
Vol 544 ◽  
pp. 212-217 ◽  
Author(s):  
Hong Yan Hao ◽  
Hao Bo Qiu ◽  
Zhen Zhong Chen ◽  
Hua Di Xiong
Keyword(s):  
Reliability Analysis ◽  
Adaptive Sampling ◽  
Limit State ◽  
Computational Cost ◽  
Sampling Strategy ◽  
Support Vector ◽  
State Function ◽  
Analysis Method ◽  
Design Problems ◽  
Vector Machines

For probabilistic design problems with implicit limit state functions encountered in practical application, it is difficult to perform reliability analysis due to the expensive computational cost. In this paper, a new reliability analysis method which applies support vector machine classification(SVM-C) and adaptive sampling strategy is proposed to improve the efficiency. The SVM-C constructs a model defining the boundary of failure regions which classifies samples as safe or failed using SVM-C, then this model is used to replace the true limit state function,thus reducing the computational cost. The adaptive sampling strategy is applied to select samples along the constraint boundaries. It can also improves the efficiency of the proposed method. In the end, a probability analysis example is presented to prove the feasible and efficient of the proposed method.

Time-Dependent Reliability Analysis for Bivariate Responses

2015 ◽  
Author(s):  
Zhen Hu ◽  
Zhifu Zhu ◽  
Xiaoping Du
Keyword(s):  
Reliability Analysis ◽  
System Reliability ◽  
General System ◽  
Time Dependent ◽  
Series System ◽  
Analysis Method ◽  
First Order ◽  
Reliability Method ◽  
General Systems ◽  
Bivariate Responses

Time-dependent system reliability is measured by the probability that the responses of a system do not exceed prescribed failure thresholds over a period of time. In this work, an efficient time-dependent reliability analysis method is developed for bivariate responses that are general functions of random variables and stochastic processes. The proposed method is based on single and joint upcrossing rates, which are calculated by the First Order Reliability Method (FORM). The method can efficiently produce accurate upcrossing rates for the systems with two responses. The upcrossing rates can then be used for system reliability predictions with two responses. As the general system reliability may be approximated with the results from reliability analyses for individual responses and bivariate responses, the proposed method can be extended to reliability analysis for general systems with more than two responses. Two examples, including a parallel system and a series system, are presented.

Application of Partial Safety Factors for Fitness-for-Service Assessment of Pressure Equipment With Local Metal Loss

2017 ◽  
Author(s):  
Takuyo Kaida ◽  
Shinsuke Sakai
Keyword(s):  
Reliability Analysis ◽  
Limit State ◽  
Probability Of Failure ◽  
Pressure Vessels ◽  
Metal Loss ◽  
State Function ◽  
Safety Factors ◽  
Loss Assessment ◽  
Reliability Method ◽  
Partial Safety Factors

Reliability analysis considering data uncertainties can be used to make a rational decision as to whether to run or repair a pressure equipment that contains a flaw. Especially, partial safety factors (PSF) method is one of the most useful reliability analysis procedure and considered in a Level 3 assessment of a crack-like flaw in API 579-1/ASME FFS-1:2016. High Pressure Institute of Japan (HPI) formed a committee to develop a HPI FFS standard including PSF method. To apply the PSF method effectively, the safety factors for each dominant variable should be prepared before the assessment. In this paper, PSF for metal loss assessment of typical pressure vessels are derived based on first order reliability method (FORM). First, a limit state function and stochastic properties of random variables are defined. The properties of a typical pressure vessel are based on actual data of towers in petroleum and petrochemical plants. Second, probability of failure in several cases are studied by Hasofer-Lind method. Finally, PSF’s in each target probability of failure are proposed. HPI published a new technical report, HPIS Z 109 TR:2016, that provide metal loss assessment procedures based on FORM and the proposed PSF’s described in this paper.

Seismic Reliability Analysis of Complex Structure

2012 ◽  
Vol 446-449 ◽  
pp. 2321-2325
Author(s):  
Zhi Yong Zhang ◽  
Wen Bo Huang ◽  
Yue Fa Zhou ◽  
Tian Shu Song
Keyword(s):  
Finite Element Method ◽  
Finite Element ◽  
Reliability Analysis ◽  
Structural Reliability ◽  
Limit State ◽  
Complex Structure ◽  
State Function ◽  
Limit State Function ◽  
Seismic Reliability ◽  
Element Method

The seismic reliability analysis of complex structure is carried out based on the response surface method and finite element method. Firstly, the appropriate design points are selected based on the mean values and standard deviations of the basic random variables. Secondly, the finite element method is employed to obtain the values of the limit state function of the complex structure. Thirdly, with selected design points and the obtained values of the limit state function of the complex structure, a polynomial function is constructed to approximate the original implicit limit state function. Then, with the established explicit polynomial limit state function and available methods of structural reliability analysis, the seismic reliability of the complex structure is estimated. Numerical analyses show that the established method is simple to use for the evaluation of the reliability analysis of complex structure.

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