Time-Dependent System Reliability Analysis for Bivariate Responses

Author(s):  
Zhen Hu ◽  
Zhifu Zhu ◽  
Xiaoping Du

Time-dependent system reliability is computed as the probability that the responses of a system do not exceed prescribed failure thresholds over a time duration of interest. In this work, an efficient time-dependent reliability analysis method is proposed for systems with bivariate responses which are general functions of random variables and stochastic processes. Analytical expressions are derived first for the single and joint upcrossing rates based on the first-order reliability method (FORM). Time-dependent system failure probability is then estimated with the computed single and joint upcrossing rates. The method can efficiently and accurately estimate different types of upcrossing rates for the systems with bivariate responses when FORM is applicable. In addition, the developed method is applicable to general problems with random variables, stationary, and nonstationary stochastic processes. As the general system reliability can be approximated with the results from reliability analyses for individual responses and bivariate responses, the proposed method can be extended to reliability analysis of general systems with more than two responses. Three examples, including a parallel system, a series system, and a hydrokinetic turbine blade application, are used to demonstrate the effectiveness of the proposed method.

Author(s):  
Zhen Hu ◽  
Zhifu Zhu ◽  
Xiaoping Du

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.


2015 ◽  
Vol 137 (10) ◽  
Author(s):  
Zhen Hu ◽  
Sankaran Mahadevan

This paper proposes a novel and efficient methodology for time-dependent system reliability analysis of systems with multiple limit-state functions of random variables, stochastic processes, and time. Since there are correlations and variations between components and over time, the overall system is formulated as a random field with two dimensions: component index and time. To overcome the difficulties in modeling the two-dimensional random field, an equivalent Gaussian random field is constructed based on the probability equivalency between the two random fields. The first-order reliability method (FORM) is employed to obtain important features of the equivalent random field. By generating samples from the equivalent random field, the time-dependent system reliability is estimated from Boolean functions defined according to the system topology. Using one system reliability analysis, the proposed method can get not only the entire time-dependent system probability of failure curve up to a time interval of interest but also two other important outputs, namely, the time-dependent probability of failure of individual components and dominant failure sequences. Three examples featuring series, parallel, and combined systems are used to demonstrate the effectiveness of the proposed method.


2020 ◽  
Vol 143 (3) ◽  
Author(s):  
Hao Wu ◽  
Zhangli Hu ◽  
Xiaoping Du

Abstract System reliability is quantified by the probability that a system performs its intended function in a period of time without failures. System reliability can be predicted if all the limit-state functions of the components of the system are available, and such a prediction is usually time consuming. This work develops a time-dependent system reliability method that is extended from the component time-dependent reliability method using the envelope method and second-order reliability method. The proposed method is efficient and is intended for series systems with limit-state functions whose input variables include random variables and time. The component reliability is estimated by the second-order component reliability method with an improve envelope approach, which produces a component reliability index. The covariance between component responses is estimated with the first-order approximations, which are available from the second-order approximations of the component reliability analysis. Then, the joint distribution of all the component responses is approximated by a multivariate normal distribution with its mean vector being component reliability indexes and covariance being those between component responses. The proposed method is demonstrated and evaluated by three examples.


Author(s):  
Hao Wu ◽  
Xiaoping Du

Abstract System reliability is quantified by the probability that a system performs its intended function in a period of time without failure. System reliability can be predicted if all the limit-state functions of the components of the system are available, and such a prediction is usually time consuming. This work develops a time-dependent system reliability method that is extended from the component time-dependent reliability method that uses the envelop method and second order reliability method. The proposed method is efficient and is intended for series systems with limit-state functions whose input variables include random variables and time. The component reliability is estimated by the existing second order component reliability method, which produces component reliability indexes. The covariance between components responses are estimated with the first order approximations, which are available from the second order approximations of the component reliability analysis. Then the joint probability of all the component responses is approximated by a multivariate normal distribution with its mean vector being component reliability indexes and covariance being those between component responses. The proposed method is demonstrated and evaluated by three examples.


Author(s):  
Zhen Hu ◽  
Xiaoping Du

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, and its input contains stochastic processes; the stochastic processes include only general strength and stress variables, or the limit-state function is monotonic to these stochastic processes. The new method employs random sampling approaches to estimate the distributions of the extreme values of the stochastic processes. The extreme values are then used to replace the corresponding stochastic processes, and 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 for the time-variant reliability analysis. The results show that the proposed method significantly improves the accuracy and efficiency of time-dependent reliability analysis.


Author(s):  
Mingyang Li ◽  
Zequn Wang

Abstract This paper presents a long short-term memory (LSTM)-based ensemble learning framework for time-dependent reliability analysis. To deal with the time-dependent uncertainties, a LSTM network is first adopted to capture the system dynamics. As a result, time-dependent system responses for random realizations of stochastic processes can be accurately predicted by the LSTM. With realizations of the random variables and stochastic processes, multiple LSTMs are trained for generating a set of augmented data. Then a deep feedforward neural network (DFN) is employed to ensemble the knowledge extracted from LSTMs and generate a deep surrogate for the original time-dependent system responses. To improve the performance of DFN in terms of accuracy, the Gaussian process modeling technique is utilized for architecture design, where the number of neurons in the hidden layer is determined by minimizing the validation loss. With the DFN, the time-dependent system reliability can be directly approximated by using the Monte Carlo simulation. Two case studies are introduced to demonstrate the efficiency and accuracy of the proposed approach.


2016 ◽  
Vol 138 (11) ◽  
Author(s):  
Zhen Hu ◽  
Sankaran Mahadevan

Significant efforts have been recently devoted to the qualitative and quantitative evaluation of resilience in engineering systems. Current resilience evaluation methods, however, have mainly focused on business supply chains and civil infrastructure, and need to be extended for application in engineering design. A new resilience metric is proposed in this paper for the design of mechanical systems to bridge this gap, by investigating the effects of recovery activity and system failure paths on system resilience. The defined resilience metric is connected to design through time-dependent system reliability analysis. This connection enables us to design a system for a specific resilience target in the design stage. Since computationally expensive computer simulations are usually used in design, a surrogate modeling method is developed to efficiently perform time-dependent system reliability analysis. Based on the time-dependent system reliability analysis, dominant system failure paths are enumerated and then the system resilience is estimated. The connection between the proposed resilience assessment method and design is explored through sensitivity analysis and component importance measure (CIM). Two numerical examples are used to illustrate the effectiveness of the proposed resilience assessment method.


Author(s):  
Zhifu Zhu ◽  
Zhen Hu ◽  
Xiaoping Du

The response of a component in a multidisciplinary system is affected by not only the discipline to which it belongs, but also by other disciplines of the system. If any components are subject to time-dependent uncertainties, responses of all the components and the system are also time dependent. Thus, time-dependent multidisciplinary reliability analysis is required. To extend the current time-dependent reliability analysis for a single component, this work develops a time-dependent multidisciplinary reliability method for components in a multidisciplinary system under stationary stochastic processes. The method modifies the First and Second Order Reliability Methods (FORM and SORM) so that the Multidisciplinary Analysis (MDA) is incorporated while approximating the limit-state function of the component under consideration. Then Monte Carlo simulation is used to calculate the reliability without calling the original limit-state function. Two examples are used to demonstrate and evaluate the proposed method.


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