Reliability Analysis Using Second-Order Saddlepoint Approximation and Mixture Distributions

2018 ◽  
Author(s):  
Dimitrios I. Papadimitriou ◽  
Zissimos P. Mourelatos ◽  
Zhen Hu
Keyword(s):  
Reliability Analysis ◽  
Limit State ◽  
Random Variables ◽  
Saddlepoint Approximation ◽  
Gaussian Mixture ◽  
Second Order ◽  
State Function ◽  
Gaussian Random Variables ◽  
Non Gaussian ◽  
Nataf Transformation

This paper proposes a new second-order Saddlepoint Approximation (SOSA) method for reliability analysis of nonlinear systems with correlated non-Gaussian and multimodal random variables. The proposed method overcomes the limitation of current available SOSA methods which are applicable to problems with only Gaussian random variables, by employing a Gaussian Mixture Model (GMM). The latter is first constructed using the Expectation Maximization (EM) method to approximate the joint probability density function of the input variables. Expressions of the statistical moments of the response variables are then derived using a second-order Taylor expansion of the limit-state function and the GMM. The standard SOSA method is finally integrated with the GMM to effectively analyze the reliability of systems with correlated non-Gaussian random variables. The accuracy of the proposed method is compared with existing methods including a SOSA based on Nataf transformation. Numerical examples demonstrate the effectiveness of the proposed approach.

Reliability Analysis Using Second-Order Saddlepoint Approximation and Mixture Distributions

2018 ◽  
Vol 141 (2) ◽  
Author(s):  
Dimitrios I. Papadimitriou ◽  
Zissimos P. Mourelatos ◽  
Zhen Hu
Keyword(s):  
Reliability Analysis ◽  
Limit State ◽  
Random Variables ◽  
Saddlepoint Approximation ◽  
Gaussian Mixture ◽  
Second Order ◽  
State Function ◽  
Gaussian Random Variables ◽  
Non Gaussian ◽  
Nataf Transformation

This paper proposes a new second-order saddlepoint approximation (SOSA) method for reliability analysis of nonlinear systems with correlated non-Gaussian and multimodal random variables. The proposed method overcomes the limitation of current available SOSA methods, which are applicable to problems with only Gaussian random variables, by employing a Gaussian mixture model (GMM). The latter is first constructed using the expectation maximization (EM) method to approximate the joint probability density function (PDF) of the input variables. Expressions of the statistical moments of the response variables are then derived using a second-order Taylor expansion of the limit-state function and the GMM. The standard SOSA method is finally integrated with the GMM to effectively analyze the reliability of systems with correlated non-Gaussian random variables. The accuracy of the proposed method is compared with existing methods including a SOSA based on Nataf transformation. Numerical examples demonstrate the effectiveness of the proposed approach.

Reliability-Based Topology Optimization Using Mean-Value Second-Order Saddlepoint Approximation

2018 ◽  
Vol 140 (3) ◽  
Author(s):  
Dimitrios I. Papadimitriou ◽  
Zissimos P. Mourelatos
Keyword(s):  
Topology Optimization ◽  
Limit State ◽  
Random Variables ◽  
Saddlepoint Approximation ◽  
Probability Of Failure ◽  
Mean Value ◽  
Second Order ◽  
State Function ◽  
Sensitivity Derivatives ◽  
Reliability Method

A reliability-based topology optimization (RBTO) approach is presented using a new mean-value second-order saddlepoint approximation (MVSOSA) method to calculate the probability of failure. The topology optimizer uses a discrete adjoint formulation. MVSOSA is based on a second-order Taylor expansion of the limit state function at the mean values of the random variables. The first- and second-order sensitivity derivatives of the limit state cumulant generating function (CGF), with respect to the random variables in MVSOSA, are computed using direct-differentiation of the structural equations. Third-order sensitivity derivatives, including the sensitivities of the saddlepoint, are calculated using the adjoint approach. The accuracy of the proposed MVSOSA reliability method is demonstrated using a nonlinear mathematical example. Comparison with Monte Carlo simulation (MCS) shows that MVSOSA is more accurate than mean-value first-order saddlepoint approximation (MVFOSA) and more accurate than mean-value second-order second-moment (MVSOSM) method. Finally, the proposed RBTO-MVSOSA method for minimizing a compliance-based probability of failure is demonstrated using two two-dimensional beam structures under random loading. The density-based topology optimization based on the solid isotropic material with penalization (SIMP) method is utilized.

Reliability-Based Topology Optimization Using Mean-Value Second-Order Saddlepoint Approximation

2017 ◽  
Author(s):  
Dimitrios Papadimitriou ◽  
Zissimos P. Mourelatos
Keyword(s):  
Topology Optimization ◽  
Limit State ◽  
Random Variables ◽  
Saddlepoint Approximation ◽  
Probability Of Failure ◽  
Mean Value ◽  
Second Order ◽  
State Function ◽  
Sensitivity Derivatives ◽  
Reliability Method

A reliability-based topology optimization (RBTO) approach is presented using a new mean-value second-order saddlepoint approximation (MVSOSA) method to calculate the probability of failure. The topology optimizer is based on a discrete adjoint formulation. MVSOSA is based on a second-order Taylor expansion of the limit state function at the mean values of the random variables. The first and second-order sensitivity derivatives of the limit state cumulant generating function with respect to the random variables in MVSOSA, are computed using direct-differentiation of the structural equations. Third-order sensitivity derivatives, including the sensitivities of the saddlepoint, are computed using the adjoint approach. The accuracy of the proposed MVSOSA reliability method is demonstrated using a nonlinear mathematical example. The results are compared with the available mean value first-order saddlepoint approximation (MVFOSA) method and Monte Carlo simulation. Finally, the proposed RBTO-MVSOSA method for minimizing compliance-based probability of failure, is demonstrated using two 2D beam structures under random loading.

Second-Order Reliability Method With First-Order Efficiency

2010 ◽  
Author(s):  
Xiaoping Du ◽  
Junfu Zhang
Keyword(s):  
Limit State ◽  
Saddlepoint Approximation ◽  
Quadratic Function ◽  
Second Order ◽  
State Function ◽  
Limit State Function ◽  
First Order ◽  
Reliability Method ◽  
Order Of Magnitude ◽  
Univariate Function

The widely used First Order Reliability Method (FORM) is efficient, but may not be accurate for nonlinear limit-state functions. The Second Order Reliability Method (SORM) is more accurate but less efficient. To maintain both high accuracy and efficiency, we propose a new second order reliability analysis method with first order efficiency. The method first performs the FORM and identifies the Most Probable Point (MPP). Then the associated limit-state function is decomposed into additive univariate functions at the MPP. Each univariate function is further approximated as a quadratic function, which is created with the gradient information at the MPP and one more point near the MPP. The cumulant generating function of the approximated limit-state function is then available so that saddlepoint approximation can be easily applied for computing the probability of failure. The accuracy of the new method is comparable to that of the SORM, and its efficiency is in the same order of magnitude as the FORM.

scholarly journals Hybrid Reliability Analysis for Spacecraft Docking Lock with Random and Interval Uncertainty

2017 ◽  
Vol 2017 ◽  
pp. 1-9 ◽  
Author(s):  
Jianguo Zhang ◽  
Jiwei Qiu ◽  
Pidong Wang
Keyword(s):  
Reliability Analysis ◽  
Structural Reliability ◽  
Limit State ◽  
Random Variables ◽  
Simple Problem ◽  
State Function ◽  
Limit State Function ◽  
Interval Variables ◽  
Reliability Method ◽  
Hybrid Reliability

This paper presents a novel procedure based on first-order reliability method (FORM) for structural reliability analysis with hybrid variables, that is, random and interval variables. This method can significantly improve the computational efficiency for the abovementioned hybrid reliability analysis (HRA), while generally providing sufficient precision. In the proposed procedure, the hybrid problem is reduced to standard reliability problem with the polar coordinates, where an n-dimensional limit-state function is defined only in terms of two random variables. Firstly, the linear Taylor series is used to approximate the limit-state function around the design point. Subsequently, with the approximation of the n-dimensional limit-state function, the new bidimensional limit state is established by the polar coordinate transformation. And the probability density functions (PDFs) of the two variables can be obtained by the PDFs of random variables and bounds of interval variables. Then, the interval of failure probability is efficiently calculated by the integral method. At last, one simple problem with explicit expressions and one engineering application of spacecraft docking lock are employed to demonstrate the effectiveness of the proposed methods.

Sequential Multidisciplinary Design Optimization and Reliability Analysis Using an Efficient Third-Moment Saddlepoint Approximation Method

2015 ◽  
Author(s):  
Debiao Meng ◽  
Hong-Zhong Huang ◽  
Huanwei Xu ◽  
Xiaoling Zhang ◽  
Yan-Feng Li
Keyword(s):  
Reliability Analysis ◽  
Limit State ◽  
Saddlepoint Approximation ◽  
Cumulative Distribution ◽  
Multidisciplinary Design ◽  
Sequential Optimization ◽  
State Function ◽  
Limit State Function ◽  
Highly Nonlinear ◽  
Third Moment

In Reliability based Multidisciplinary Design and Optimization (RBMDO), saddlepoint approximation has been utilized to improve reliability evaluation accuracy while sustaining high efficiency. However, it requires that not only involved random variables should be tractable; but also a saddlepoint can be obtained easily by solving the so-called saddlepoint equation. In practical engineering, a random variable may be intractable; or it is difficult to solve a highly nonlinear saddlepoint equation with complicated Cumulant Generating Function (CGF). To deal with these challenges, an efficient RBMDO method using Third-Moment Saddlepoint Approximation (TMSA) is proposed in this study. TMSA can construct a concise CGF using the first three statistical moments of a limit state function easily, and then express the probability density function and cumulative distribution function of the limit state function approximately using this concise CGF. To further improve the efficiency of RBMDO, a sequential optimization and reliability analysis strategy is also utilized and a formula of RBMDO using TMSA within the framework of SORA is proposed. Two examples are given to show the effectiveness of the proposed method.

scholarly journals A New SORM Method for Structural Reliability with Hybrid Uncertain Variables

2020 ◽  
Vol 11 (1) ◽  
pp. 346
Author(s):  
Pidong Wang ◽  
Lechang Yang ◽  
Ning Zhao ◽  
Lefei Li ◽  
Dan Wang
Keyword(s):  
Reliability Analysis ◽  
Structural Reliability ◽  
Limit State ◽  
Random Variables ◽  
State Function ◽  
Strong Nonlinearity ◽  
Limit State Function ◽  
Practical Applications ◽  
Uncertain Variables ◽  
Practical Engineering

(1) Background: in practical applications, probabilistic and non-probabilistic information often simultaneously exit. For a complex system with a nonlinear limit-state function, the analysis and evaluation of the reliability are imperative yet challenging tasks. (2) Methods: an improved second-order method is proposed for reliability analysis in the presence of both random and interval variables, where a novel polar transformation is employed. This method enables a unified reliability analysis taking both random variables and bounded intervals into account, simplifying the calculation by transforming a high-dimension limit-state function into a bivariate state function. The obtained nonlinear probability density functions of two variables in the function inherit the statistic characteristics of interval and random variables. The proposed method does not require any strong assumptions and so it can be used in various practical engineering applications. (3) Results: the proposed method is validated via two numerical examples. A comparative study towards a contemporary algorithm in state-of-the-art literature is carried out to demonstrate the benefits of our method. (4) Conclusions: the proposed method outperforms existing methods both in efficiency and accuracy, especially for cases with strong nonlinearity.

An LSTM-Based Ensemble Learning Approach for Time-Dependent Reliability Analysis

2020 ◽  
Vol 143 (3) ◽  
Author(s):  
Mingyang Li ◽  
Zequn Wang
Keyword(s):  
Reliability Analysis ◽  
Ensemble Learning ◽  
Short Term Memory ◽  
Limit State ◽  
Random Variables ◽  
Time Dependent ◽  
Independent Random Variables ◽  
State Function ◽  
Learning Approach ◽  
Lstm Network

Abstract This paper presents a long short-term memory (LSTM)-based ensemble learning approach for time-dependent reliability analysis. An LSTM network is first adopted to learn system dynamics for a specific setting with a fixed realization of time-independent random variables and stochastic processes. By randomly sampling the time-independent random variables, multiple LSTM networks can be trained and leveraged with the Gaussian process (GP) regression to construct a global surrogate model for the time-dependent limit state function. In detail, a set of augmented data is first generated by the LSTM networks and then utilized for GP modeling to estimate system responses under time-dependent uncertainties. With the GP models, the time-dependent system reliability can be approximated directly by sampling-based methods such as the Monte Carlo simulation (MCS). Three case studies are introduced to demonstrate the efficiency and accuracy of the proposed approach.

A Second-Order Reliability Method With First-Order Efficiency

2010 ◽  
Vol 132 (10) ◽  
Author(s):  
Junfu Zhang ◽  
Xiaoping Du
Keyword(s):  
Limit State ◽  
Saddlepoint Approximation ◽  
Quadratic Function ◽  
Second Order ◽  
State Function ◽  
Limit State Function ◽  
First Order ◽  
Reliability Method ◽  
Order Of Magnitude ◽  
Univariate Function

The first-order reliability method (FORM) is efficient but may not be accurate for nonlinear limit-state functions. The second-order reliability method (SORM) is more accurate but less efficient. To maintain both high accuracy and efficiency, we propose a new second-order reliability analysis method with first-order efficiency. The method first performs the FORM to identify the most probable point (MPP). Then, the associated limit-state function is decomposed into additive univariate functions at the MPP. Each univariate function is further approximated by a quadratic function. The cumulant generating function of the approximated limit-state function is then available so that saddlepoint approximation can be easily applied in computing the probability of failure. The accuracy of the new method is comparable to that of the SORM, and its efficiency is in the same order of magnitude as the FORM.

scholarly journals Second Order Reliability Method for Time-Dependent Reliability Analysis Using Sequential Efficient Global Optimization

2019 ◽  
Author(s):  
Zhangli Hu ◽  
Xiaoping Du
Keyword(s):  
Global Optimization ◽  
Reliability Analysis ◽  
Limit State ◽  
Second Order ◽  
Time Dependent ◽  
Efficient Global Optimization ◽  
State Function ◽  
Limit State Function ◽  
Reliability Problem ◽  
Reliability Method

Abstract Reliability depends on time if the associated limit-state function includes time. A time-dependent reliability problem can be converted into a time-independent reliability problem by using the extreme value of the limit-state function. Then the first order reliability method can be used but it may produce a large error since the extreme limit-state function is usually highly nonlinear. This study proposes a new reliability method so that the second order reliability method can be applied to time-dependent reliability analysis for higher accuracy while maintaining high efficiency. The method employs sequential efficient global optimization to transform the time-dependent reliability analysis into the time-independent problem. The Hessian approximation and envelope theorem are used to obtain the second order information of the extreme limit-state function. Then the second order saddlepoint approximation is use to evaluate the reliability. The accuracy and efficiency of the proposed method are verified through numerical examples.

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