Engineering reliability analysis has long been an active research area. Surrogate models, or metamodels, are approximate models that can be created to replace implicit performance functions in the probabilistic analysis of engineering systems. Traditional 1st-order or second-order high dimensional model representation (HDMR) methods are shown to construct accurate surrogate models of response functions in an engineering reliability analysis. Although very efficient and easy to implement, 1st-order HDMR models may not be accurate, since the cross-effects of variables are neglected. Second-order HDMR models are more accurate; however they are more complicated to implement. Moreover, they require much more sample points, i.e., finite element (FE) simulations, if FE analyses are employed to compute values of a performance function. In this work, a new probabilistic analysis approach combining iterative HDMR and a first-order reliability method (FORM) is investigated. Once a performance function is replaced by a 1st-order HDMR model, an alternate FORM is applied. In order to include higher-order contributions, additional sample points are generated and HDMR models are updated, before FORM is reapplied. The analysis iteration continues until the reliability index converges. The novelty of the proposed iterative strategy is that it greatly improves the efficiency of the numerical algorithm. As numerical examples, two engineering problems are studied and reliability analyses are performed. Reliability indices are obtained within a few iterations, and they are found to have a good accuracy. The proposed method using iterative HDMR and FORM provides a useful tool for practical engineering applications.
An entropy minimization approach to second-order variational mean-field games
