A recursive dimension-reduction method for high-dimensional reliability analysis with rare failure event

Author(s):  
Zhong-ming Jiang ◽  
De-Cheng Feng ◽  
Hao Zhou ◽  
Wei-Feng Tao
2021 ◽  
Vol 18 ◽  
pp. 148-151
Author(s):  
Jinqing Shen ◽  
Zhongxiao Li ◽  
Xiaodong Zhuang

Data dimension reduction is an important method to overcome dimension disaster and obtain as much valuable information as possible. Speech signal is a kind of non-stationary random signal with high redundancy, and proper dimension reduction methods are needed to extract and analyze the signal features efficiently in speech signal processing. Studies have shown that manifold structure exists in high-dimensional data. Manifold dimension reduction method aiming at discovering the intrinsic geometric structure of data may be more effective in dealing with practical problems. This paper studies a data dimension reduction method based on manifold learning and applies it to the analysis of vowel signals.


Author(s):  
Yongsu Jung ◽  
Hyunkyoo Cho ◽  
Ikjin Lee

The conventional most probable point (MPP)-based dimension reduction method (DRM) and following researches show high accuracy in reliability analysis and thus have been successfully applied to reliability-based design optimization (RBDO). However, improvement in accuracy usually leads to reduction in efficiency. The MPP-based DRM is certainly better from the perspective of accuracy than first-order reliability methods (FORM). However, it requires additional function evaluations which could require heavy computational cost such as finite element analysis (FEA) to improve accuracy of probability of failure estimation. Therefore, in this paper, we propose MPP-based approximated DRM (ADRM) that performs one more approximation at MPP to maintain accuracy of DRM with efficiency of FORM. In the proposed method, performance functions will be approximated in original X-space with simplified bivariate DRM and linear regression using available function information such as gradients obtained during the previous MPP searches. Therefore, evaluation of quadrature points can be replaced by the proposed approximation. In this manner, we eliminate function evaluations at quadrature points for reliability analysis, so that the proposed method requires function evaluations for MPP search only, which is identical with FORM. In RBDO where sequential reliability analyses in different design points are necessary, ADRM becomes more powerful due to accumulated function information, which will lead to more accurate approximation. To further improve efficiency of the proposed method, several techniques, such as local window and adaptive initial point, are proposed as well. Numerical study verifies that the proposed method is as accurate as DRM and as efficient as FORM by utilizing available function information obtained during MPP searches.


Author(s):  
Haihe Li ◽  
Pan Wang ◽  
Qi Chang ◽  
Changcong Zhou ◽  
Zhufeng Yue

For uncertainty analysis of high-dimensional complex engineering problems, this article proposes a hybrid multiplicative dimension reduction method based on the existent multiplicative dimension reduction method. It uses the multiplicative dimension reduction method to approximate the original high-dimensional performance function which is sufficiently smooth and has a small high-order derivative as the product of a series of one-dimensional functions, and then uses this approximation to calculate the statistical moments of the function. Then the variance-based global sensitivity index is employed to identify the important variables, and the identified important variables are subjected to bivariate decomposition approximation. Combined with the univariate multiplicative dimension reduction method, the hybrid decomposition approximation is obtained. Compared with the existing method, the proposed method is more accurate than the univariate decomposition approximation when used for uncertainty analysis of engineering models and needs less computational efforts than the bivariate decomposition. In the end, a numerical example and two engineering applications are tested to verify the effectiveness of the proposed method.


Author(s):  
Ikjin Lee ◽  
Kyung K. Choi ◽  
Liu Du ◽  
David Gorsich

There are two commonly used reliability analysis methods of analytical methods: linear approximation - First Order Reliability Method (FORM), and quadratic approximation - Second Order Reliability Method (SORM), of the performance functions. The reliability analysis using FORM could be acceptable for mildly nonlinear performance functions, whereas the reliability analysis using SORM is usually necessary for highly nonlinear performance functions of multi-variables. Even though the reliability analysis using SORM may be accurate, it is not desirable to use SORM for probability of failure calculation since SORM requires the second-order sensitivities. Moreover, the SORM-based inverse reliability analysis is very difficult to develop. This paper proposes a method that can be used for multi-dimensional highly nonlinear systems to yield very accurate probability of failure calculation without requiring the second order sensitivities. For this purpose, the univariate dimension reduction method (DRM) is used. A three-step computational process is proposed to carry out the inverse reliability analysis: constraint shift, reliability index (β) update, and the most probable point (MPP) approximation method. Using the three steps, a new DRM-based MPP is obtained, which computes the probability of failure of the performance function more accurately than FORM and more efficiently than SORM.


Sign in / Sign up

Export Citation Format

Share Document