Reliability Analysis of Nonlinear Vibratory Systems Under Non-Gaussian Loads Using a Sensitivity-Based Propagation of Moments

2019 ◽  
Author(s):  
Dimitrios Papadimitriou ◽  
Zissimos P. Mourelatos ◽  
Santosh Patil ◽  
Zhen Hu ◽  
Vasiliki Tsianika ◽  
...  
Keyword(s):  
Reliability Analysis ◽  
Autocorrelation Function ◽  
Computational Cost ◽  
Random Variables ◽  
Random Coefficients ◽  
Time Dependent ◽  
Vibratory System ◽  
First Order ◽  
Non Gaussian ◽  
First Four Moments

Abstract This paper proposes a new methodology for time-dependent reliability analysis of vibratory systems using a combination of a First-Order, Four-Moment (FOFM) method and a Non-Gaussian Karhunen-Loeve (NG-KL) expansion. The vibratory system is nonlinear and it is excited by stationary non-Gaussian input random processes which are characterized by their first four marginal moments and autocorrelation function. The NG-KL expansion expresses each input non-Gaussian process as a linear combination of uncorrelated, non-Gaussian random variables and computes their first four moments. The FOFM method then uses the moments of the NG-KL variables to calculate the moments and autocorrelation function of the output processes based on a first-order Taylor expansion (linearization) of the system equations of motion. Using the output moments and autocorrelation function, another NG-KL expansion expresses the output processes in terms of uncorrelated non-Gaussian variables in the time domain, allowing the generation of output trajectories. The latter are used to estimate the time-dependent probability of failure using Monte Carlo Simulation (MCS). The computational cost of the proposed approach is proportional to the number of NG-KL random variables and is significantly lower than that of other recently developed methodologies which are based on sampling. The accuracy and efficiency of the proposed methodology is demonstrated using a two-degree of freedom nonlinear vibratory system with random coefficients excited by a stationary non-Gaussian random process.

Reliability Analysis of Nonlinear Vibratory Systems Under Non-Gaussian Loads Using a Sensitivity-Based Propagation of Moments

2020 ◽  
Vol 142 (6) ◽  
Author(s):  
Dimitrios Papadimitriou ◽  
Zissimos P. Mourelatos ◽  
Santosh Patil ◽  
Zhen Hu ◽  
Vasiliki Tsianika ◽  
...  
Keyword(s):  
Reliability Analysis ◽  
Autocorrelation Function ◽  
Computational Cost ◽  
Random Variables ◽  
Random Coefficients ◽  
Time Dependent ◽  
Vibratory System ◽  
First Order ◽  
Non Gaussian ◽  
First Four Moments

Abstract The paper proposes a new methodology for time-dependent reliability analysis of vibratory systems using a combination of a first-order, four-moment (FOFM) method and a non-Gaussian Karhunen–Loeve (NG-KL) expansion. The approach can also be used for random vibrations studies. The vibratory system is nonlinear and is excited by stationary non-Gaussian input random processes which are characterized by their first four marginal moments and autocorrelation function. The NG-KL expansion expresses each input non-Gaussian process as a linear combination of uncorrelated, non-Gaussian random variables and computes their first four moments. The FOFM method then uses the moments of the NG-KL variables to calculate the moments and autocorrelation function of the output processes based on a first-order Taylor expansion (linearization) of the system equations of motion. Using the output moments and autocorrelation function, another NG-KL expansion expresses the output processes in terms of uncorrelated non-Gaussian variables in the time domain, allowing the generation of output trajectories. The latter are used to estimate the time-dependent probability of failure using Monte Carlo simulation (MCS). The computational cost of the proposed approach is proportional to the number of NG-KL random variables and is significantly lower than that of other recently developed methodologies which are based on sampling. The accuracy and efficiency of the proposed methodology is demonstrated using a two-degree-of-freedom nonlinear vibratory system with random coefficients excited by a stationary non-Gaussian random process.

Reliability Analysis and Random Vibration of Nonlinear Systems Using the Adjoint Method and Projected Differentiation

2020 ◽  
Vol 143 (6) ◽  
Author(s):  
Dimitrios Papadimitriou ◽  
Zissimos P. Mourelatos ◽  
Zhen Hu
Keyword(s):  
Reliability Analysis ◽  
Equations Of Motion ◽  
Random Variables ◽  
Random Processes ◽  
Time Dependent ◽  
Vibratory System ◽  
Standard Normal ◽  
Non Gaussian ◽  
Nonlinear Equations Of Motion ◽  
Adjoint Approach

Abstract This paper proposes a new methodology for time-dependent reliability and random vibrations of nonlinear vibratory systems using a combination of a time-dependent adjoint variable (AV) method and a projected differentiation (PD) method. The proposed approach is called AV-PD. The vibratory system is excited by stationary Gaussian or non-Gaussian input random processes. A Karhunen–Loeve (KL) expansion expresses each input random process in terms of standard normal random variables. The nonlinear equations of motion (EOM) are linearized using a Taylor expansion using the first-order derivatives of the output with respect to the input KL random variables. An adjoint approach obtains the output derivatives accurately and efficiently requiring the solution of as many sets of EOM as the number of outputs of interest, independently of the number of KL random variables. The proposed PD method then computes the autocorrelation function of each output process at an additional cost of solving as many sets of EOM as the number of outputs of interest, independently of the time horizon (simulation time). A time-dependent reliability analysis is finally performed using a KL expansion of the output processes and Monte Carlo simulation (MCS). The number of solutions of the EOM scales only with the number of output random processes which is commonly much smaller than the number of input KL random variables. The efficiency and accuracy of the proposed approach is demonstrated using a four degree-of-freedom (DOF) half-car vibratory problem.

Reliability Analysis and Random Vibration of Nonlinear Systems Using the Adjoint Method and Projected Differentiation

2020 ◽  
Author(s):  
Dimitrios Papadimitriou ◽  
Zissimos P. Mourelatos ◽  
Zhen Hu
Keyword(s):  
Reliability Analysis ◽  
Equations Of Motion ◽  
Random Variables ◽  
Random Processes ◽  
Time Dependent ◽  
Vibratory System ◽  
Standard Normal ◽  
Non Gaussian ◽  
Nonlinear Equations Of Motion ◽  
Adjoint Approach

Abstract This paper proposes a new methodology for time-dependent reliability and random vibrations of nonlinear vibratory systems using a combination of a time-dependent adjoint variable (AV) method and a projected differentiation (PD) method. The proposed approach is called AV-PD. The vibratory system is excited by stationary Gaussian or non-Gaussian input random processes. A Karhunen-Loeve (KL) expansion expresses each input random process in terms of standard normal random variables. The nonlinear equations of motion (EOM) are linearized using a Taylor expansion using the first-order derivatives of the output with respect to the input KL random variables. An adjoint approach obtains the output derivatives accurately and efficiently requiring the solution of as many sets of EOM as the number of outputs of interest, independently of the number of KL random variables. The proposed PD method then computes the autocorrelation function of each output process at an additional cost of solving as many sets of EOM as the number of outputs of interest, independently of the time horizon (simulation time). A time-dependent reliability analysis is finally performed using a KL expansion of the output processes and Monte Carlo Simulation (MCS). The number of solutions of the EOM scales only with the number of output random processes which is commonly much smaller than the number of input KL random variables. The efficiency and accuracy of the proposed approach is demonstrated using a four degree-of-freedom (DOF) half-car vibratory problem.

Uncertainty Quantification of Time-Dependent Reliability Analysis in the Presence of Parametric Uncertainty

2016 ◽  
Vol 2 (3) ◽  
Author(s):  
Zhen Hu ◽  
Sankaran Mahadevan ◽  
Xiaoping Du
Keyword(s):  
Uncertainty Quantification ◽  
Reliability Analysis ◽  
Surrogate Model ◽  
Reliability Index ◽  
Integration Method ◽  
Epistemic Uncertainty ◽  
Random Variables ◽  
Time Dependent ◽  
Data Uncertainty ◽  
State Function

Limited data of stochastic load processes and system random variables result in uncertainty in the results of time-dependent reliability analysis. An uncertainty quantification (UQ) framework is developed in this paper for time-dependent reliability analysis in the presence of data uncertainty. The Bayesian approach is employed to model the epistemic uncertainty sources in random variables and stochastic processes. A straightforward formulation of UQ in time-dependent reliability analysis results in a double-loop implementation procedure, which is computationally expensive. This paper proposes an efficient method for the UQ of time-dependent reliability analysis by integrating the fast integration method and surrogate model method with time-dependent reliability analysis. A surrogate model is built first for the time-instantaneous conditional reliability index as a function of variables with imprecise parameters. For different realizations of the epistemic uncertainty, the associated time-instantaneous most probable points (MPPs) are then identified using the fast integration method based on the conditional reliability index surrogate without evaluating the original limit-state function. With the obtained time-instantaneous MPPs, uncertainty in the time-dependent reliability analysis is quantified. The effectiveness of the proposed method is demonstrated using a mathematical example and an engineering application example.

First-Order Reliability Method for Structural Reliability Analysis in the Presence of Random and Interval Variables

2015 ◽  
Vol 1 (4) ◽  
Author(s):  
Umberto Alibrandi ◽  
C. G. Koh
Keyword(s):  
Reliability Analysis ◽  
Structural Reliability ◽  
Limit State ◽  
Computational Cost ◽  
Computational Effort ◽  
Stochastic Dynamic ◽  
First Order Reliability Method ◽  
First Order ◽  
Structural Reliability Analysis ◽  
Reliability Method

This paper presents a novel procedure based on first-order reliability method (FORM) for structural reliability analysis in the presence of random parameters and interval uncertain parameters. In the proposed formulation, the hybrid problem is reduced to standard reliability problems, where the limit state functions are defined only in terms of the random variables. Monte Carlo simulation (MCS) for hybrid reliability analysis (HRA) is presented, and it is shown that it requires a tremendous computational effort; FORM for HRA is more efficient but still demanding. The computational cost is significantly reduced through a simplified procedure, which gives good approximations of the design points, by requiring only three classical FORMs and one interval analysis (IA), developed herein through an optimization procedure. FORM for HRA and its simplified formulation achieve a much improved efficiency than MCS by several orders of magnitude, and it can thus be applied to real-world engineering problems. Representative examples of stochastic dynamic analysis and performance-based engineering are presented.

scholarly journals Reliability Analysis Approach For Intersection Sight Distance Of A Symmetrical Single-Lane Roundabout

2021 ◽  
Author(s):  
Paria Sarshar
Keyword(s):  
Reliability Analysis ◽  
Safety Margin ◽  
Random Variables ◽  
Analysis Approach ◽  
Deterministic Models ◽  
Second Moment ◽  
First Order ◽  
Sight Distance ◽  
Design Variables ◽  
First Order Second Moment

The current intersection sight distance values on a roundabout provided by ASSHTO and other worldwide guidelines are based on deterministic methods considering only single variables as the design inputs. However, most of the input design variables such as entering speed and the deceleration rate are random variables which are stochastic in nature. Therefore, this study proposes a reliability analysis approach to add uncertainty to the current deterministic models. Two different reliability approaches; the first order second moment and advanced first order second moment are presented in this paper. These approaches rely on the normal distribution of the random variables using the mean, variance and the covariance of the probability distribution of each variable rather than the single deterministic values. Results show that the AFOSM reliability methodology provides a more conservative outcome which ensures a greater safety margin comparing to FOSM which appears to be a more efficient and robust methodology.

Time-Dependent Reliability Analysis for Bivariate Responses

2015 ◽  
Author(s):  
Zhen Hu ◽  
Zhifu Zhu ◽  
Xiaoping Du
Keyword(s):  
Reliability Analysis ◽  
System Reliability ◽  
General System ◽  
Time Dependent ◽  
Series System ◽  
Analysis Method ◽  
First Order ◽  
Reliability Method ◽  
General Systems ◽  
Bivariate Responses

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.

Reliability analysis for a spar-supported floating offshore wind turbine

2017 ◽  
Vol 42 (1) ◽  
pp. 51-65 ◽  
Author(s):  
Abhinav Sultania ◽  
Lance Manuel
Keyword(s):  
Wind Speed ◽  
Wind Turbine ◽  
Reliability Analysis ◽  
Wave Height ◽  
Return Period ◽  
Random Variables ◽  
Environmental Data ◽  
First Order Reliability Method ◽  
First Order ◽  
Reliability Method

The reliability analysis of a spar-supported floating offshore 5-MW wind turbine is the subject of this study. Environmental data from a selected site are employed in the numerical studies. Using time-domain simulations, the dynamic behavior of a coupled platform-turbine system is studied; statistics of tower and rotor loads as well as platform motions are estimated and critical combinations of wind speed and wave height identified. Long-term loads associated with a 50-year return period are estimated using statistical extrapolation based on loads derived from simulations. Inverse reliability procedures that seek appropriate fractile levels for underlying variables consistent with the target load return period are employed; these include use of (1) two-dimensional inverse first-order reliability method where extreme loads, conditional on wind speed and wave height random variables, are selected at median levels and (2) three-dimensional inverse first-order reliability method where variability in the environmental and load random variables is fully represented.

scholarly journals Reliability Analysis Approach For Intersection Sight Distance Of A Symmetrical Single-Lane Roundabout

2021 ◽  
Author(s):  
Paria Sarshar
Keyword(s):  
Reliability Analysis ◽  
Safety Margin ◽  
Random Variables ◽  
Analysis Approach ◽  
Deterministic Models ◽  
Second Moment ◽  
First Order ◽  
Sight Distance ◽  
Design Variables ◽  
First Order Second Moment

The current intersection sight distance values on a roundabout provided by ASSHTO and other worldwide guidelines are based on deterministic methods considering only single variables as the design inputs. However, most of the input design variables such as entering speed and the deceleration rate are random variables which are stochastic in nature. Therefore, this study proposes a reliability analysis approach to add uncertainty to the current deterministic models. Two different reliability approaches; the first order second moment and advanced first order second moment are presented in this paper. These approaches rely on the normal distribution of the random variables using the mean, variance and the covariance of the probability distribution of each variable rather than the single deterministic values. Results show that the AFOSM reliability methodology provides a more conservative outcome which ensures a greater safety margin comparing to FOSM which appears to be a more efficient and robust methodology.

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.

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