Post optimization for accurate and efficient reliability-based design optimization using second-order reliability method based on importance sampling and its stochastic sensitivity analysis

2015 ◽  
Vol 107 (2) ◽  
pp. 93-108 ◽  
Author(s):  
Jongmin Lim ◽  
Byungchai Lee ◽  
Ikjin Lee
Keyword(s):  
Sensitivity Analysis ◽  
Design Optimization ◽  
Importance Sampling ◽  
Second Order ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Stochastic Sensitivity ◽  
Reliability Method ◽  
Stochastic Sensitivity Analysis

scholarly journals Reliability-Based Design Optimization of Structures Using the Second-Order Reliability Method and Complex-Step Derivative Approximation

2021 ◽  
Vol 11 (11) ◽  
pp. 5312
Author(s):  
Junho Chun
Keyword(s):  
Sensitivity Analysis ◽  
Design Optimization ◽  
Optimization Problems ◽  
Second Order ◽  
Probabilistic Constraints ◽  
Reliability Based Design Optimization ◽  
Step Size ◽  
Reliability Based Design ◽  
Reliability Method ◽  
Derivative Approximation

This paper proposes a reliability-based design optimization (RBDO) approach that adopts the second-order reliability method (SORM) and complex-step (CS) derivative approximation. The failure probabilities are estimated using the SORM, with Breitung’s formula and the technique established by Hohenbichler and Rackwitz, and their sensitivities are analytically derived. The CS derivative approximation is used to perform the sensitivity analysis based on derivations. Given that an imaginary number is used as a step size to compute the first derivative in the CS derivative method, the calculation stability and accuracy are enhanced with elimination of the subtractive cancellation error, which is commonly encountered when using the traditional finite difference method. The proposed approach unifies the CS approximation and SORM to enhance the estimation of the probability and its sensitivity. The sensitivity analysis facilitates the use of gradient-based optimization algorithms in the RBDO framework. The proposed RBDO/CS–SORM method is tested on structural optimization problems with a range of statistical variations. The results demonstrate that the performance can be enhanced while satisfying precisely probabilistic constraints, thereby increasing the efficiency and efficacy of the optimal design identification. The numerical optimization results obtained using different optimization approaches are compared to validate this enhancement.

Sensitivity Analyses of FORM-Based and DRM-Based Performance Measure Approach for Reliability-Based Design Optimization

2008 ◽  
Author(s):  
Ikjin Lee ◽  
Kyung K. Choi ◽  
Liu Du ◽  
David Gorsich
Keyword(s):  
Design Optimization ◽  
Performance Measure ◽  
Second Order ◽  
Probabilistic Constraints ◽  
Sensitivity Analyses ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Performance Measure Approach ◽  
Reliability Based Design ◽  
Reliability Method

In a gradient-based design optimization, it is necessary to know sensitivities of the constraint with respect to the design variables. In a reliability-based design optimization (RBDO), the constraint is evaluated at the most probable point (MPP) and called the probabilistic constraint, thus it requires the sensitivities of the probabilistic constraints at MPP. This paper presents the rigorous analytic derivation of the sensitivities of the probabilistic constraint at MPP for both First Order Reliability Method (FORM)-based Performance Measure Approach (PMA) and Dimension Reduction Method (DRM)-based PMA. Numerical examples are used to demonstrate that the analytic sensitivities agree very well with the sensitivities obtained from the finite difference method (FDM). However, since the sensitivity calculation at the true DRM-based MPP requires the second-order derivatives and additional MPP search, the sensitivity derivation at the approximated DRM-based MPP, which does not require the second-order derivatives and additional MPP search to find the DRM-based MPP, is proposed in this paper. A convergence study illustrates that the sensitivity at the approximated DRM-based MPP converges to the sensitivity at the true DRM-based MPP as the design approaches the optimum design. Hence, the sensitivity at the approximated DRM-based MPP is proposed to be used for the DRM-based RBDO to enhance the efficiency of the optimization.

Second-Order Reliability Method Based on Edgeworth Expansion With Application to Reliability-Based Design Optimization

2019 ◽  
Author(s):  
Rami Mansour ◽  
Mårten Olsson
Keyword(s):  
Design Optimization ◽  
Limit State ◽  
Probability Of Failure ◽  
Second Order ◽  
State Function ◽  
Reliability Based Design Optimization ◽  
First Order ◽  
Reliability Based Design ◽  
Statistical Measures ◽  
Reliability Method

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.

Barrier Function Method in Reliability Based Design Optimization

2005 ◽  
Vol 297-300 ◽  
pp. 1882-1887
Author(s):  
Tae Hee Lee ◽  
Jung Hun Yoo
Keyword(s):  
Design Optimization ◽  
Barrier Function ◽  
Reliability Index ◽  
Feasible Solution ◽  
Reliability Based Design Optimization ◽  
User Requirement ◽  
Mean Values ◽  
Reliability Based Design ◽  
Design Variables ◽  
Reliability Method

In practical design applications, most design variables such as thickness, diameter and material properties are not deterministic but stochastic numbers that can be represented by their mean values with variances because of various uncertainties. When the uncertainties related with design variables and manufacturing process are considered in engineering design, the specified reliability of the design can be achieved by using the so-called reliability based design optimization. Reliability based design optimization takes into account the uncertainties in the design in order to meet the user requirement of the specified reliability while seeking optimal solution. Reliability based design optimization of a real system becomes now an emerging technique to achieve reliability, robustness and safety of the design. It is, however, well known that reliability based design optimization can often have so multiple local optima that it cannot converge into the specified reliability. To overcome this difficulty, barrier function approach in reliability based design optimization is proposed in this research and feasible solution with specified reliability index is always provided if a feasible solution is available. To illustrate the proposed formulation, reliability based design optimization of a bracket design is performed. Advanced mean value method and first order reliability method are employed for reliability analysis and their optimization results are compared with reliability index approach based on the accuracy and efficiency.

scholarly journals A decoupling algorithm with first-order asymptotic integration for reliability-based design optimization

2018 ◽  
Vol 10 (9) ◽  
pp. 168781401879333 ◽  
Author(s):  
Zhiliang Huang ◽  
Tongguang Yang ◽  
Fangyi Li
Keyword(s):  
Design Optimization ◽  
Reliability Analysis ◽  
Optimization Problems ◽  
Asymptotic Integration ◽  
Probabilistic Constraints ◽  
Reliability Based Design Optimization ◽  
First Order Reliability Method ◽  
First Order ◽  
Reliability Based Design ◽  
Reliability Method

Conventional decoupling approaches usually employ first-order reliability method to deal with probabilistic constraints in a reliability-based design optimization problem. In first-order reliability method, constraint functions are transformed into a standard normal space. Extra non-linearity introduced by the non-normal-to-normal transformation may increase the error in reliability analysis and then result in the reliability-based design optimization analysis with insufficient accuracy. In this article, a decoupling approach is proposed to provide an alternative tool for the reliability-based design optimization problems. To improve accuracy, the reliability analysis is performed by first-order asymptotic integration method without any extra non-linearity transformation. To achieve high efficiency, an approximate technique of reliability analysis is given to avoid calculating time-consuming performance function. Two numerical examples and an application of practical laptop structural design are presented to validate the effectiveness of the proposed approach.

Reliability Based Design Optimization of MEMS Considering Pull-In

2009 ◽  
Vol 131 (6) ◽  
Author(s):  
Michael Raulli ◽  
Kurt Maute
Keyword(s):  
Design Optimization ◽  
Reliability Based Design Optimization ◽  
Micro Electro Mechanical Systems ◽  
Operational Conditions ◽  
Electrostatically Actuated ◽  
Reliability Based Design ◽  
Reliability Method ◽  
Optimization Methodology ◽  
Novel Devices ◽  
Fully Coupled

The increased use of micro-electro-mechanical systems (MEMS) as key components for actuation and sensing purposes in novel devices and systems emphasizes the need for optimal design methods. Stochastic variations in manufacturing and operational conditions must be considered in order to meet performance goals. This study proposes a reliability based design optimization methodology for the design of geometrically complex electrostatically actuated MEMS. The first order reliability method is used for reliability analysis of fully-coupled electrostatic-mechanical problems. A general methodology for predicting the instability phenomenon of pull-in and incorporating it into an automatic optimization process is proposed and verified with analytical and experimental results. The potential of this methodology is illustrated with the design of an analog micromirror.

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