An Adaptive Subset Simulation Algorithm for System Reliability Analysis with Discontinuous Limit States

Author(s):  
Jianpeng Chan ◽  
Iason Papaioannou ◽  
Daniel Straub
Author(s):  
Zhen Hu ◽  
Saideep Nannapaneni ◽  
Sankaran Mahadevan

AbstractCurrent limit state surrogate modeling methods for system reliability analysis usually build surrogate models for failure modes individually or build composite limit states. In practical engineering applications, multiple system responses may be obtained from a single setting of inputs. In such cases, building surrogate models individually will ignore the correlation between different system responses and building composite limit states may be computationally expensive because the nonlinearity of composite limit state is usually higher than individual limit states. This paper proposes a new efficient Kriging surrogate modeling approach for system reliability analysis by constructing composite Kriging surrogates through selection of Kriging surrogates constructed individually and Kriging surrogates built based on singular value decomposition. The resulting composite surrogate model will combine the advantages of both types of Kriging surrogate models and thus reduce the number of required training points. A new stopping criterion and a new surrogate model refinement strategy are proposed to further improve the efficiency of this approach. The surrogate models are refined adaptively with high accuracy near the active failure boundary until the proposed new stopping criterion is satisfied. Three numerical examples including a series, a parallel, and a combined system are used to demonstrate the effectiveness of the proposed method.


2017 ◽  
Vol 46 ◽  
pp. 650-664 ◽  
Author(s):  
Dian-Qing Li ◽  
Zhi-Yong Yang ◽  
Zi-Jun Cao ◽  
Siu-Kui Au ◽  
Kok-Kwang Phoon

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