Skip to main content
Top
Published in: Structural and Multidisciplinary Optimization 3/2023

01-03-2023 | Research Paper

A novel reliability analysis method combining adaptive relevance vector machine and subset simulation for small failure probability

Authors: Bin Xie, Yanzhong Wang, Yunyi Zhu, Fengxia Lu

Published in: Structural and Multidisciplinary Optimization | Issue 3/2023

Log in

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

In this paper, a novel reliability analysis method is proposed by combining relevance vector machine and subset simulation (RVM-SS). It not only improves the computational efficiency of reliability analysis that requires expensive finite element simulations, but also ensures the accuracy of the evaluated failure probability. In this method, relevance vector machine (RVM) is first utilized to approach relatively rough limit states. Subsequently, subset simulation (SS) is performed based on the constructed RVM. Simultaneously, in order to improve the prediction accuracy of RVM, samples in the first and last level of SS are used for the sequential refinement of RVM. In addition, a learning function considering the current design of experiment position and a stopping condition for reliability prediction error estimation are applied to avoid redundant iterations in RVM update process. The updated RVM proves to have a high prediction accuracy for sample symbols, so the obtained failure probability is accurate. Furthermore, the samples are predicted by the carefully constructed RVM instead of being assessed with the time-consuming performance function, resulting in a significant reduction in computational effort. The efficiency and accuracy of the proposed method are verified by five examples involving small failure probability, nonlinearity, high-dimensional and implicit problems.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literature
go back to reference Alibrandi U (2014) A response surface method for stochastic dynamic analysis. Reliab Eng Syst Saf 126:44–53 Alibrandi U (2014) A response surface method for stochastic dynamic analysis. Reliab Eng Syst Saf 126:44–53
go back to reference Au SK, Beck JL (2001) Estimation of small failure probabilities in high dimensions by subset simulation. Probab Eng Mech 16:263–277 Au SK, Beck JL (2001) Estimation of small failure probabilities in high dimensions by subset simulation. Probab Eng Mech 16:263–277
go back to reference Au SK, Beck JL (2003) Important sampling in high dimensions. Struct Saf 25:139–163 Au SK, Beck JL (2003) Important sampling in high dimensions. Struct Saf 25:139–163
go back to reference Bai YC, Han X, Jiang C, Bi RG (2014) A response-surface-based structural reliability analysis method by using non-probability convex model. Appl Math Modell 38:3834–3847MATH Bai YC, Han X, Jiang C, Bi RG (2014) A response-surface-based structural reliability analysis method by using non-probability convex model. Appl Math Modell 38:3834–3847MATH
go back to reference Bao YQ, Xiang ZL, Li H (2021) Adaptive subset searching-based deep neural network method for structural reliability analysis. Reliab Eng Syst Saf 213:107778 Bao YQ, Xiang ZL, Li H (2021) Adaptive subset searching-based deep neural network method for structural reliability analysis. Reliab Eng Syst Saf 213:107778
go back to reference Bichon BJ, Eldred MS, Swiler LP, Mahadevan S, McFarland JM (2008) Efficient global reliability analysis for nonlinear implicit performance functions. AIAA J 46:2459–2468 Bichon BJ, Eldred MS, Swiler LP, Mahadevan S, McFarland JM (2008) Efficient global reliability analysis for nonlinear implicit performance functions. AIAA J 46:2459–2468
go back to reference Bourinet JM, Deheeger F, Lemaire M (2011) Assessing small failure probabilities by combined subset simulation and Support Vector Machines. Struct Saf 33:343–353 Bourinet JM, Deheeger F, Lemaire M (2011) Assessing small failure probabilities by combined subset simulation and Support Vector Machines. Struct Saf 33:343–353
go back to reference Breitung K (1984) A symptotic approximations for multinormal integrals. J Eng Mech 110:357–366 Breitung K (1984) A symptotic approximations for multinormal integrals. J Eng Mech 110:357–366
go back to reference Ching J, Beck JL, Au SK (2005) Hybrid subset simulation method for reliability estimation of dynamical systems subject to stochastic excitation. Probab Eng Mech 20:199–214 Ching J, Beck JL, Au SK (2005) Hybrid subset simulation method for reliability estimation of dynamical systems subject to stochastic excitation. Probab Eng Mech 20:199–214
go back to reference Echard B, Gayton N, Lemaire M (2011) AK-MCS: an active learning reliability method combining Kriging and Monte Carlo Simulation. Struct Saf 33:145–154 Echard B, Gayton N, Lemaire M (2011) AK-MCS: an active learning reliability method combining Kriging and Monte Carlo Simulation. Struct Saf 33:145–154
go back to reference Echard B, Gayton N, Lemaire M, Relun N (2013) A combined importance sampling and kriging reliability method for small failure probabilities with time-demanding numerical models. Reliab Eng Syst Saf 111:232–240 Echard B, Gayton N, Lemaire M, Relun N (2013) A combined importance sampling and kriging reliability method for small failure probabilities with time-demanding numerical models. Reliab Eng Syst Saf 111:232–240
go back to reference Elhewy AH, Mesbahi E, Pu Y (2006) Reliability analysis of structure using neural network method. Probab Eng Mech 21:44–53 Elhewy AH, Mesbahi E, Pu Y (2006) Reliability analysis of structure using neural network method. Probab Eng Mech 21:44–53
go back to reference Fang KT, Liu MQ, Qin H, Zhou YD (2018) Uniform design for experiments with mixtures. Lect Notes Math 221:263–295 Fang KT, Liu MQ, Qin H, Zhou YD (2018) Uniform design for experiments with mixtures. Lect Notes Math 221:263–295
go back to reference Grooteman F (2008) Adaptive radial-based importance sampling method for structural reliability. Struct Saf 30:533–542 Grooteman F (2008) Adaptive radial-based importance sampling method for structural reliability. Struct Saf 30:533–542
go back to reference Hasofer AM, Lind NC (1974) Exact and invariant second-moment code format. ASCE J Eng Mech Div 100:111–121 Hasofer AM, Lind NC (1974) Exact and invariant second-moment code format. ASCE J Eng Mech Div 100:111–121
go back to reference Hohenbichler M, Rackwitz R (1982) First-order concepts in system reliability. Struct Saf 1:177–188 Hohenbichler M, Rackwitz R (1982) First-order concepts in system reliability. Struct Saf 1:177–188
go back to reference Hu Z, Du XP (2015) First order reliability method for time–variant problems using series expansions. Struct Multidisc Optim 51:1–21MathSciNet Hu Z, Du XP (2015) First order reliability method for time–variant problems using series expansions. Struct Multidisc Optim 51:1–21MathSciNet
go back to reference Hu Z, Mahadevan S (2016) Global sensitivity analysis-enhanced surrogate (GSAS) modeling for reliability analysis. Struct Multidisc Optim 53:501–521MathSciNet Hu Z, Mahadevan S (2016) Global sensitivity analysis-enhanced surrogate (GSAS) modeling for reliability analysis. Struct Multidisc Optim 53:501–521MathSciNet
go back to reference Huang X, Chen J, Zhu H (2016) Assessing small failure probabilities by AK–SS: an active learning method combining Kriging and Subset Simulation. Struct Saf 59:86–95 Huang X, Chen J, Zhu H (2016) Assessing small failure probabilities by AK–SS: an active learning method combining Kriging and Subset Simulation. Struct Saf 59:86–95
go back to reference Huang XZ, Li YX, Zhang YM, Zhang XF (2018) A new direct second-order reliability analysis method. Appl Math Modell 55:68–80MathSciNetMATH Huang XZ, Li YX, Zhang YM, Zhang XF (2018) A new direct second-order reliability analysis method. Appl Math Modell 55:68–80MathSciNetMATH
go back to reference Hurtado J, Alvarez D (2001) Neural-network-based reliability analysis: a comparative study. Comput Method Appl Mech Eng 191:113–132MATH Hurtado J, Alvarez D (2001) Neural-network-based reliability analysis: a comparative study. Comput Method Appl Mech Eng 191:113–132MATH
go back to reference Kabasi S, Roy A, Chakraborty S (2021) A generalized moving least square–based response surface method for efficient reliability analysis of structure. Struct Multidisc Optim 63:1085–1097MathSciNet Kabasi S, Roy A, Chakraborty S (2021) A generalized moving least square–based response surface method for efficient reliability analysis of structure. Struct Multidisc Optim 63:1085–1097MathSciNet
go back to reference Kaymaz I (2005) Application of Kriging method to structural reliability problems. Struct Saf 27:133–251 Kaymaz I (2005) Application of Kriging method to structural reliability problems. Struct Saf 27:133–251
go back to reference Li HS, Cao ZJ (2016) Matlab codes of subset simulation for reliability analysis and structural optimization. Struct Multidisc Optim 54:391–410MathSciNet Li HS, Cao ZJ (2016) Matlab codes of subset simulation for reliability analysis and structural optimization. Struct Multidisc Optim 54:391–410MathSciNet
go back to reference Li CC, Kiureghian AD (1993) Optimal discretization of random fields. J Eng Mech 119:1136–1154 Li CC, Kiureghian AD (1993) Optimal discretization of random fields. J Eng Mech 119:1136–1154
go back to reference Li G, Li B, Hu H (2018) A novel first–order reliability method based on performance measure approach for highly nonlinear problems. Struct Multidisc Optim 57:1593–1610MathSciNet Li G, Li B, Hu H (2018) A novel first–order reliability method based on performance measure approach for highly nonlinear problems. Struct Multidisc Optim 57:1593–1610MathSciNet
go back to reference Li TZ, Pana Q, Diasa D (2021) Active learning relevant vector machine for reliability analysis. Appl Math Model 89:381–399MathSciNet Li TZ, Pana Q, Diasa D (2021) Active learning relevant vector machine for reliability analysis. Appl Math Model 89:381–399MathSciNet
go back to reference Ling CY, Lu ZZ, Feng KX, Zhang XB (2019) A coupled subset simulation and active learning kriging reliability analysis method for rare failure events. Struct Multidisc Optim 60:2325–2341MathSciNet Ling CY, Lu ZZ, Feng KX, Zhang XB (2019) A coupled subset simulation and active learning kriging reliability analysis method for rare failure events. Struct Multidisc Optim 60:2325–2341MathSciNet
go back to reference Melchers RE (1990) Radial importance sampling for structural reliability. J Eng Mech 116:189–203 Melchers RE (1990) Radial importance sampling for structural reliability. J Eng Mech 116:189–203
go back to reference Metheron G (1963) Principles of geostatistics economic geology. Econ Geol 58:1246–1266 Metheron G (1963) Principles of geostatistics economic geology. Econ Geol 58:1246–1266
go back to reference Metropolis N (1987) The beginning of the monte-carlo method. Los Alamos Sci 15:125–130MathSciNet Metropolis N (1987) The beginning of the monte-carlo method. Los Alamos Sci 15:125–130MathSciNet
go back to reference Rajashekhar MR, Ellingwood BR (1993) A new look at the response surface approach for reliability analysis. Struct Saf 12:205–220 Rajashekhar MR, Ellingwood BR (1993) A new look at the response surface approach for reliability analysis. Struct Saf 12:205–220
go back to reference Rocco CM, Moreno JA (2002) Fast Monte Carlo reliability evaluation using support vector machine. Reliab Eng Syst Saf 76:237–243MATH Rocco CM, Moreno JA (2002) Fast Monte Carlo reliability evaluation using support vector machine. Reliab Eng Syst Saf 76:237–243MATH
go back to reference Samui P, Lansivaara T, Kim D (2011) Relevance vector machine for slope reliability analysis. Appl Soft Comput 11:4036–4040 Samui P, Lansivaara T, Kim D (2011) Relevance vector machine for slope reliability analysis. Appl Soft Comput 11:4036–4040
go back to reference Song SF, Lu ZZ, Qiao HW (2009) Subset simulation for structural reliability sensitivity analysis. Reliab Eng Syst Saf 94:658–665 Song SF, Lu ZZ, Qiao HW (2009) Subset simulation for structural reliability sensitivity analysis. Reliab Eng Syst Saf 94:658–665
go back to reference Song H, Choi KK, Lee I, Zhao L, Lamb D (2013) Adaptive virtual support vector machine for reliability analysis of high-dimensional problems. Struct Multidiscip Optim 47:479–491MathSciNetMATH Song H, Choi KK, Lee I, Zhao L, Lamb D (2013) Adaptive virtual support vector machine for reliability analysis of high-dimensional problems. Struct Multidiscip Optim 47:479–491MathSciNetMATH
go back to reference Tipping ME (2001) Sparse bayesian learning and the relevance vector machine. J Mach Learn Res 1:211–244MathSciNetMATH Tipping ME (2001) Sparse bayesian learning and the relevance vector machine. J Mach Learn Res 1:211–244MathSciNetMATH
go back to reference Tvedt L (1990) Distribution of quadratic forms in normal space–application to structural reliability. J Eng Mech 116:1183–1197 Tvedt L (1990) Distribution of quadratic forms in normal space–application to structural reliability. J Eng Mech 116:1183–1197
go back to reference Wahba G (1985) A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem. Ann Stat 13:1378–1402MathSciNetMATH Wahba G (1985) A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem. Ann Stat 13:1378–1402MathSciNetMATH
go back to reference Wang ZQ, Wang PF (2014) A maximum confidence enhancement based sequential sampling scheme for simulation-based design. J Mech Des 136:021006 Wang ZQ, Wang PF (2014) A maximum confidence enhancement based sequential sampling scheme for simulation-based design. J Mech Des 136:021006
go back to reference Wang Y, Xie B, Shiyuan E (2022) Adaptive relevance vector machine combined with Markov-chain-based importance sampling for reliability analysis. Reliab Eng Syst Saf 220:108287 Wang Y, Xie B, Shiyuan E (2022) Adaptive relevance vector machine combined with Markov-chain-based importance sampling for reliability analysis. Reliab Eng Syst Saf 220:108287
go back to reference Yi JX, Wu FL, Zhou Q, Cheng YS, Ling H, Liu J (2021) An active-learning method based on multi-fidelity Kriging model for structural reliability analysis. Struct Multidisc Optim 63:173–195MathSciNet Yi JX, Wu FL, Zhou Q, Cheng YS, Ling H, Liu J (2021) An active-learning method based on multi-fidelity Kriging model for structural reliability analysis. Struct Multidisc Optim 63:173–195MathSciNet
go back to reference Yoo D, Lee I, Cho H (2014) Probabilistic sensitivity analysis for novel second-order reliability method (SORM) using generalized chi-squared distribution. Struct Multidisc Optim 50:787–797MathSciNet Yoo D, Lee I, Cho H (2014) Probabilistic sensitivity analysis for novel second-order reliability method (SORM) using generalized chi-squared distribution. Struct Multidisc Optim 50:787–797MathSciNet
go back to reference Yun WY, Lu ZZ, Jiang X, Zhang LG, He PF (2020) AK-ARBIS: an improved AK-MCS based on the adaptive radial-based importance sampling for small failure probability. Struct Saf 82:101891 Yun WY, Lu ZZ, Jiang X, Zhang LG, He PF (2020) AK-ARBIS: an improved AK-MCS based on the adaptive radial-based importance sampling for small failure probability. Struct Saf 82:101891
go back to reference Zakian P, Khaji N (2018) A stochastic spectral finite element method for wave propagation analyses with medium uncertainties. Appl Math Modell 63:84–108MathSciNetMATH Zakian P, Khaji N (2018) A stochastic spectral finite element method for wave propagation analyses with medium uncertainties. Appl Math Modell 63:84–108MathSciNetMATH
go back to reference Zhan HY, Xiao NC, Ji YX (2022) An adaptive parallel learning dependent Kriging model for small failure probability problems. Reliab Eng Syst Saf 222:108403 Zhan HY, Xiao NC, Ji YX (2022) An adaptive parallel learning dependent Kriging model for small failure probability problems. Reliab Eng Syst Saf 222:108403
go back to reference Zhang Z, Liu Z, Zheng L, Zhang Y (2014) Development of an adaptive relevance vector machine approach for slope stability inference. Neural Comput Appl 25:2025–2035 Zhang Z, Liu Z, Zheng L, Zhang Y (2014) Development of an adaptive relevance vector machine approach for slope stability inference. Neural Comput Appl 25:2025–2035
go back to reference Zhang JH, Xiao M, Gao L (2019) An active learning reliability method combining Kriging constructed with exploration and exploitation of failure region and subset simulation. Reliab Eng Syst Saf 188:90–102 Zhang JH, Xiao M, Gao L (2019) An active learning reliability method combining Kriging constructed with exploration and exploitation of failure region and subset simulation. Reliab Eng Syst Saf 188:90–102
go back to reference Zhao HB, Li SJ, Ru ZL (2017) Adaptive reliability analysis based on a support vector machine and its application to rock engineering. Appl Math Modell 44:502–522MATH Zhao HB, Li SJ, Ru ZL (2017) Adaptive reliability analysis based on a support vector machine and its application to rock engineering. Appl Math Modell 44:502–522MATH
go back to reference Zhao W, Chen YY, Liu J (2020) An effective first order reliability method based on Barzilai-Borwein step. Appl Math Modell 77:1545–1563MathSciNetMATH Zhao W, Chen YY, Liu J (2020) An effective first order reliability method based on Barzilai-Borwein step. Appl Math Modell 77:1545–1563MathSciNetMATH
go back to reference Zhou CC, Lu ZZ, Zhang F, Yue ZF (2015) An adaptive reliability method combining relevance vector machine and importance sampling. Struct Multidisc Optim 52:945–957MathSciNet Zhou CC, Lu ZZ, Zhang F, Yue ZF (2015) An adaptive reliability method combining relevance vector machine and importance sampling. Struct Multidisc Optim 52:945–957MathSciNet
Metadata
Title
A novel reliability analysis method combining adaptive relevance vector machine and subset simulation for small failure probability
Authors
Bin Xie
Yanzhong Wang
Yunyi Zhu
Fengxia Lu
Publication date
01-03-2023
Publisher
Springer Berlin Heidelberg
Published in
Structural and Multidisciplinary Optimization / Issue 3/2023
Print ISSN: 1615-147X
Electronic ISSN: 1615-1488
DOI
https://doi.org/10.1007/s00158-023-03503-1

Other articles of this Issue 3/2023

Structural and Multidisciplinary Optimization 3/2023 Go to the issue

Premium Partners