scholarly journals A Time-Variant Reliability Analysis Method Based on the Stochastic Process Discretization under Random and Interval Variables

Symmetry ◽  
2021 ◽  
Vol 13 (4) ◽  
pp. 568
Author(s):  
Fangyi Li ◽  
Jie Liu ◽  
Yufei Yan ◽  
Jianhua Rong ◽  
Jijun Yi
Keyword(s):  
Stochastic Process ◽  
Reliability Analysis ◽  
Random Variables ◽  
Static System ◽  
Reliability Problem ◽  
Uncertain Variables ◽  
Discrete Random Variables ◽  
Interval Variables ◽  
Practical Engineering ◽  
Hybrid Reliability

In practical engineering, it is a cost-consuming problem to consider the time-variant reliability of both random variables and interval variables, which usually requires a lot of calculation. Therefore, a time-variant reliability analysis approach with hybrid uncertain variables is proposed in this paper. In the design period, the stochastic process is discretized into random variables. Simultaneously, the original random variables and the discrete random variables are converted into independent normal variables, and the interval variables are changed into standard variables. Then it is transformed into a hybrid reliability problem of static series system. At different times, the limited state functions are linearized at the most probable point (MPP) and at the most unfavorable point (MUP). The transformed static system reliability problem with hybrid uncertain variables can be solved effectively by introducing random variables. To solve the double-loop nested optimization in the hybrid reliability calculation, an effective iterative method is proposed. Two numerical examples and an engineering example demonstrate the validity of the present approach.

scholarly journals An Efficient Time-Variant Reliability Analysis Method with Mixed Uncertainties

Algorithms ◽  
2021 ◽  
Vol 14 (8) ◽  
pp. 229
Author(s):  
Fangyi Li ◽  
Yufei Yan ◽  
Jianhua Rong ◽  
Houyao Zhu
Keyword(s):  
Reliability Analysis ◽  
Limit State ◽  
Random Variables ◽  
Equivalent Model ◽  
Independent Random Variables ◽  
Problem Analysis ◽  
Analysis Method ◽  
Calculation Algorithm ◽  
Reliability Problem ◽  
Interval Variables

In practical engineering, due to the lack of information, it is impossible to accurately determine the distribution of all variables. Therefore, time-variant reliability problems with both random and interval variables may be encountered. However, this kind of problem usually involves a complex multilevel nested optimization problem, which leads to a substantial computational burden, and it is difficult to meet the requirements of complex engineering problem analysis. This study proposes a decoupling strategy to efficiently analyze the time-variant reliability based on the mixed uncertainty model. The interval variables are treated with independent random variables that are uniformly distributed in their respective intervals. Then the time-variant reliability-equivalent model, containing only random variables, is established, to avoid multi-layer nesting optimization. The stochastic process is first discretized to obtain several static limit state functions at different times. The time-variant reliability problem is changed into the conventional time-invariant system reliability problem. First order reliability analysis method (FORM) is used to analyze the reliability of each time. Thus, an efficient and robust convergence hybrid time-variant reliability calculation algorithm is proposed based on the equivalent model. Finally, numerical examples shows the effectiveness of the proposed method.

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.

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.

Reliability-Based Design With the Mixture of Random and Interval Variables

2005 ◽  
Vol 127 (6) ◽  
pp. 1068-1076 ◽  
Author(s):  
Xiaoping Du ◽  
Agus Sudjianto ◽  
Beiqing Huang
Keyword(s):  
Reliability Analysis ◽  
Probability Distributions ◽  
Case Scenario ◽  
Worst Case ◽  
Uncertain Variables ◽  
Reliability Based Design ◽  
Interval Variables ◽  
Practical Engineering ◽  
Loop Procedure ◽  
Precise Distribution

In reliability-based design (RBD), uncertainties are usually treated stochastically, and nondeterministic variables are assumed to follow certain probability distributions. However, in many practical engineering applications, distributions of some random variables may not be precisely known or uncertainties may not be appropriately represented with distributions. The possible values of those nondeterministic variables are often only known to lie within specified intervals without precise distribution information. In this paper, we attempt to address this issue by proposing a RBD method to deal with the uncertain variables characterized by the mixture of probability distributions and intervals. The reliability is considered under the condition of the worst case combination of interval variables. The computational demand of RBD with the mixture of random and interval variables may increase dramatically due to the need for identifying the worst case interval variables. To alleviate the computational burden, a sequential single-loop procedure is employed to replace the computationally expensive double-loop procedure when the worst case scenario is applied directly. With the proposed method, the RBD is conducted within a series of cycles of deterministic optimization and reliability analysis. The optimization model in each cycle is built based on the most probable point under the worst case combination of the interval variables obtained from the reliability analysis in the previous cycle. Since the optimization is decoupled from the probabilistic analysis, the computational amount for reliability analysis is decreased to the minimum extent. The proposed method is demonstrated with two examples.

scholarly journals Application of Probabilistic and Nonprobabilistic Hybrid Reliability Analysis Based on Dynamic Substructural Extremum Response Surface Decoupling Method for a Blisk of the Aeroengine

2017 ◽  
Vol 2017 ◽  
pp. 1-11 ◽  
Author(s):  
Bin Bai ◽  
Wei Zhang ◽  
Botong Li ◽  
Chao Li ◽  
Guangchen Bai
Keyword(s):  
Reliability Analysis ◽  
Response Surface ◽  
Probabilistic Analysis ◽  
Random Variables ◽  
Practical Significance ◽  
Decoupling Method ◽  
The Monte Carlo Method ◽  
Interval Variables ◽  
Hybrid Reliability ◽  
Response Surface Function

For the nondeterministic factors of an aeroengine blisk, including both factors with sufficient and insufficient statistical data, based on the dynamic substructural method of determinate analysis, the extremum response surface method of probabilistic analysis, and the interval method of nonprobabilistic analysis, a methodology called the probabilistic and nonprobabilistic hybrid reliability analysis based on dynamic substructural extremum response surface decoupling method (P-NP-HRA-DS-ERSDM) is proposed. The model includes random variables and interval variables to determine the interval failure probability and the interval reliability index. The extremum response surface function and its flow chart of mixed reliability analysis are given. The interval analysis is embedded in the most likely failure point in the iterative process. The probabilistic analysis and nonprobabilistic analysis are investigated alternately. Tuned and mistuned blisks are studied in a complicated environment, and the results are compared with the Monte Carlo method (MCM) and the multilevel nested algorithm (MLNA) to verify that the hybrid model can better handle reliability problems concurrently containing random variables and interval variables; meanwhile, it manifests that the computational efficiency of this method is superior and more reasonable for analysing and designing a mistuned blisk. Therefore, this methodology has very important practical significance.

A Probabilistic and Interval Hybrid Reliability Analysis Method for Structures with Correlated Uncertain Parameters

2015 ◽  
Vol 12 (04) ◽  
pp. 1540006 ◽  
Author(s):  
C. Jiang ◽  
J. Zheng ◽  
B. Y. Ni ◽  
X. Han
Keyword(s):  
Reliability Analysis ◽  
Structural Reliability ◽  
Correlation Coefficients ◽  
Analysis Method ◽  
Analysis Model ◽  
Probability Interval ◽  
Uncertain Variables ◽  
Uncertainty Model ◽  
Sample Correlation ◽  
Hybrid Reliability

This paper proposes a probability-interval mixed uncertainty model considering parametric correlations and a corresponding structural reliability analysis method. First of all, we introduce the sample correlation coefficients to express the correlations between different kinds of uncertain variables including probability and interval variables. Then dependent parameters are transformed into independent ones through a matrix transformation. A reliability analysis model is put forward, and an efficient method is built to obtain the reliability index or failure probability interval of the structure. Finally, four numerical examples are provided to verify the validity of the method.

A Time-Variant Reliability Analysis Method Based on Stochastic Process Discretization

2014 ◽  
Vol 136 (9) ◽  
Author(s):  
C. Jiang ◽  
X. P. Huang ◽  
X. Han ◽  
D. Q. Zhang
Keyword(s):  
Stochastic Process ◽  
Reliability Analysis ◽  
System Reliability ◽  
Limit State ◽  
Complex Structure ◽  
Random Variable ◽  
State Function ◽  
Analysis Method ◽  
Reliability Problem ◽  
Reliability Method

Time-variant reliability problems caused by deterioration in material properties, dynamic load uncertainty, and other causes are widespread among practical engineering applications. This study proposes a novel time-variant reliability analysis method based on stochastic process discretization (TRPD), which provides an effective analytical tool for assessing design reliability over the whole lifecycle of a complex structure. Using time discretization, a stochastic process can be converted into random variables, thereby transforming a time-variant reliability problem into a conventional time-invariant system reliability problem. By linearizing the limit-state function with the first-order reliability method (FORM) and furthermore, introducing a new random variable, the converted system reliability problem can be efficiently solved. The TRPD avoids the calculation of outcrossing rates, which simplifies the process of solving time-variant reliability problems and produces high computational efficiency. Finally, three numerical examples are used to verify the effectiveness of this approach.

Sign in / Sign up

Export Citation Format

Share Document