Skip to main content
Top
Published in: Structural and Multidisciplinary Optimization 5/2011

01-11-2011 | Research Paper

Reliability sensitivity analysis for structural systems in interval probability form

Authors: Ning-Cong Xiao, Hong-Zhong Huang, Zhonglai Wang, Yu Pang, Liping He

Published in: Structural and Multidisciplinary Optimization | Issue 5/2011

Log in

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

search-config
loading …

Abstract

Reliability sensitivity analysis is used to find the rate of change in the probability of failure (or reliability) due to the changes in distribution parameters such as the means and standard deviations. Most of the existing reliability sensitivity analysis methods assume that all the probabilities and distribution parameters are precisely known. That is, every statistical parameter involved is perfectly determined. However, there are two types of uncertainties, epistemic and aleatory uncertainties that may not be perfectly determined in engineering practices. In this paper, both epistemic and aleatory uncertainties are considered in reliability sensitivity analysis and modeled using P-boxes. The proposed method is based on Monte Carlo simulation (MCS), weighted regression, interval algorithm and first order reliability method (FORM). We linearize original non-linear limit-state function by MCS rather than by expansion as a first order Taylor series at most probable point (MPP) because the MPP search is an iterative optimization process. Finally, we introduce an optimization model for sensitivity analysis under both aleatory and epistemic uncertainties. Four numerical examples are presented to demonstrate the proposed method.

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 Au SK (2005) Reliability-based design sensitivity by efficient simulation. Comput Struct 83(14):1048–1061CrossRef Au SK (2005) Reliability-based design sensitivity by efficient simulation. Comput Struct 83(14):1048–1061CrossRef
go back to reference Aughenbaugh JM, Herrmann JW (2009) Information management for estimating system reliability using imprecise probabilities and precise Bayesian updating. Int J Reliab Saf 3(1–3):35–56MathSciNetCrossRef Aughenbaugh JM, Herrmann JW (2009) Information management for estimating system reliability using imprecise probabilities and precise Bayesian updating. Int J Reliab Saf 3(1–3):35–56MathSciNetCrossRef
go back to reference Christophe S, Philippe W (2009) Evidential networks for reliability analysis and performance evaluation of systems with imprecise knowledge. IEEE Trans Reliab 58(1):69–87CrossRef Christophe S, Philippe W (2009) Evidential networks for reliability analysis and performance evaluation of systems with imprecise knowledge. IEEE Trans Reliab 58(1):69–87CrossRef
go back to reference De-Lataliade A, Blanco S, Clergent Y et al. (2002) Monte Carlo method and sensitivity estimations. J Quant Spectrosc Radiat Transfer 75(5):529–538CrossRef De-Lataliade A, Blanco S, Clergent Y et al. (2002) Monte Carlo method and sensitivity estimations. J Quant Spectrosc Radiat Transfer 75(5):529–538CrossRef
go back to reference Ditlevsen O, Madsen HO (2007) Structural reliability methods. Wiley, Chichester Ditlevsen O, Madsen HO (2007) Structural reliability methods. Wiley, Chichester
go back to reference Du X (2005) Probabilistic engineering design: Chart 7 (unpublished) Du X (2005) Probabilistic engineering design: Chart 7 (unpublished)
go back to reference Du X (2008) Unified uncertainty analysis by the first order reliability method. J Mech Des Trans ASME 130(9):1–10CrossRef Du X (2008) Unified uncertainty analysis by the first order reliability method. J Mech Des Trans ASME 130(9):1–10CrossRef
go back to reference Du L (2010) Research on system reliability under epistemic uncertainty. University of Electronic Science and Technology of China, Chengdu Du L (2010) Research on system reliability under epistemic uncertainty. University of Electronic Science and Technology of China, Chengdu
go back to reference Du X, Sudjianto A, Huang BQ (2005) Reliability-based design with the mixture of random and interval variables. J Mech Des Trans ASME 127(6):1068–1076CrossRef Du X, Sudjianto A, Huang BQ (2005) Reliability-based design with the mixture of random and interval variables. J Mech Des Trans ASME 127(6):1068–1076CrossRef
go back to reference Du L, Choi KK, Young BD et al. (2006) Possibility-based design optimization method for design problems with both statistical and fuzzy input data. J Mech Des Trans ASME 128(4):928–935CrossRef Du L, Choi KK, Young BD et al. (2006) Possibility-based design optimization method for design problems with both statistical and fuzzy input data. J Mech Des Trans ASME 128(4):928–935CrossRef
go back to reference Ferson S, Tucker WT (2006a) Sensitivity in risk analyses with uncertain numbers. Sandia National Laboratories, Albuquerque, SAND2006-2801 Ferson S, Tucker WT (2006a) Sensitivity in risk analyses with uncertain numbers. Sandia National Laboratories, Albuquerque, SAND2006-2801
go back to reference Ferson S, Tucker WT (2006b) Sensitivity analysis using probability bounding. Reliab Eng Syst Saf 91(10–11):1435–1442CrossRef Ferson S, Tucker WT (2006b) Sensitivity analysis using probability bounding. Reliab Eng Syst Saf 91(10–11):1435–1442CrossRef
go back to reference Ghosh R, Chakraborty S, Bhattacharyya B (2001) Stochastic sensitivity analysis of structures using first-order perturbation. Meccanica 36(3):291–296MATHCrossRef Ghosh R, Chakraborty S, Bhattacharyya B (2001) Stochastic sensitivity analysis of structures using first-order perturbation. Meccanica 36(3):291–296MATHCrossRef
go back to reference Guo J, Du X (2007) Sensitivity analysis with mixture of epistemic and aleatory uncertainties. AIAA J 45(9):2337–2349CrossRef Guo J, Du X (2007) Sensitivity analysis with mixture of epistemic and aleatory uncertainties. AIAA J 45(9):2337–2349CrossRef
go back to reference Haldar A, Mahadevan S (2001) Probability, reliability, and statistical methods in engineering design. Wiley, Chichester Haldar A, Mahadevan S (2001) Probability, reliability, and statistical methods in engineering design. Wiley, Chichester
go back to reference Hall JW (2006) Uncertainty-based sensitivity indices for imprecise probability distributions. Reliab Eng Syst Saf 91(10–11):1443–1451CrossRef Hall JW (2006) Uncertainty-based sensitivity indices for imprecise probability distributions. Reliab Eng Syst Saf 91(10–11):1443–1451CrossRef
go back to reference Hohenbichler M, Gollwitzer S, Kruse W et al. (1987) New light on first and second order reliability methods. Struct Saf 4(4):267–284CrossRef Hohenbichler M, Gollwitzer S, Kruse W et al. (1987) New light on first and second order reliability methods. Struct Saf 4(4):267–284CrossRef
go back to reference Huang BQ, Du X (2006) Uncertainty analysis by dimension reduction integration and saddlepoint approximations. J Mech Des Trans ASME 128(1):26–33CrossRef Huang BQ, Du X (2006) Uncertainty analysis by dimension reduction integration and saddlepoint approximations. J Mech Des Trans ASME 128(1):26–33CrossRef
go back to reference Huang HZ, He L (2008) New approaches to system analysis and design: a review. In: Misra KB (ed) Handbook of performability engineering. Springer, New York, pp 477–498CrossRef Huang HZ, He L (2008) New approaches to system analysis and design: a review. In: Misra KB (ed) Handbook of performability engineering. Springer, New York, pp 477–498CrossRef
go back to reference Huang HZ, Zhang X (2009) Design optimization with discrete and continuous variables of aleatory and epistemic uncertainties. J Mech Des Trans ASME 131(3):031006-1–031006-8CrossRef Huang HZ, Zhang X (2009) Design optimization with discrete and continuous variables of aleatory and epistemic uncertainties. J Mech Des Trans ASME 131(3):031006-1–031006-8CrossRef
go back to reference Karanki DR, Kushwaha HS, Verma AK et al. (2009) Uncertainty analysis based on probability bounds (P-Box) approach in probabilistic safety assessment. Risk Anal 29(5):662–675CrossRef Karanki DR, Kushwaha HS, Verma AK et al. (2009) Uncertainty analysis based on probability bounds (P-Box) approach in probabilistic safety assessment. Risk Anal 29(5):662–675CrossRef
go back to reference Kaymaz I, Mcmahon CA (2005) A response surface method based on weighted regression for structural reliability analysis. Probab Eng Mech 20(1):11–17CrossRef Kaymaz I, Mcmahon CA (2005) A response surface method based on weighted regression for structural reliability analysis. Probab Eng Mech 20(1):11–17CrossRef
go back to reference Kiureghian AD (2008) Analysis of structural reliability under parameter uncertainties. Probab Eng Mech 23(4):351–358CrossRef Kiureghian AD (2008) Analysis of structural reliability under parameter uncertainties. Probab Eng Mech 23(4):351–358CrossRef
go back to reference Kiureqhian AD, Ditlevsen O (2009) Aleatory or epistemic? Does it matter? Struct Saf 31(2):105–112CrossRef Kiureqhian AD, Ditlevsen O (2009) Aleatory or epistemic? Does it matter? Struct Saf 31(2):105–112CrossRef
go back to reference Koduru SD, Haukaas T (2010) Feasibility of FORM in finite element reliability analysis. Struct Saf 32(1):145–153CrossRef Koduru SD, Haukaas T (2010) Feasibility of FORM in finite element reliability analysis. Struct Saf 32(1):145–153CrossRef
go back to reference Kokkolaras M, Mourelatos ZP, Papalambros PY (2006) Impact of uncertainty quantification on design: an engine optimization case study. Int J Reliab Saf 1(1–2):225–237CrossRef Kokkolaras M, Mourelatos ZP, Papalambros PY (2006) Impact of uncertainty quantification on design: an engine optimization case study. Int J Reliab Saf 1(1–2):225–237CrossRef
go back to reference Liu H, Chen W, Sudjianto A (2006) Relative entropy based method for global and regional sensitivity analysis in probabilistic design. J Mech Des Trans ASME 128(2):326–336CrossRef Liu H, Chen W, Sudjianto A (2006) Relative entropy based method for global and regional sensitivity analysis in probabilistic design. J Mech Des Trans ASME 128(2):326–336CrossRef
go back to reference Melchers RE (1999) Structural reliability analysis and prediction, 2nd edn. Wiley, New York Melchers RE (1999) Structural reliability analysis and prediction, 2nd edn. Wiley, New York
go back to reference Melchers RE, Ahammed M (2004) A fast approximate method for parameter sensitivity estimation in Monte Carlo structural reliability. Comput Struct 82(1):55–61CrossRef Melchers RE, Ahammed M (2004) A fast approximate method for parameter sensitivity estimation in Monte Carlo structural reliability. Comput Struct 82(1):55–61CrossRef
go back to reference Merlet JP (2009) Interval analysis and reliability in robotics. Int J Reliab Saf 3(1–3):104–130CrossRef Merlet JP (2009) Interval analysis and reliability in robotics. Int J Reliab Saf 3(1–3):104–130CrossRef
go back to reference Mundstok DC, Marczak RJ (2009) Boundary element sensitivity evaluation for elasticity problems using complex variable method. Struct Multidisc Optim 38(4):423–428CrossRef Mundstok DC, Marczak RJ (2009) Boundary element sensitivity evaluation for elasticity problems using complex variable method. Struct Multidisc Optim 38(4):423–428CrossRef
go back to reference Nikolaidis E, Chen Q, Cudney H et al. (2004) Comparison of probability and possibility for design against catastrophic failure under uncertainty. J Mech Des Trans ASME 126(3):386–394CrossRef Nikolaidis E, Chen Q, Cudney H et al. (2004) Comparison of probability and possibility for design against catastrophic failure under uncertainty. J Mech Des Trans ASME 126(3):386–394CrossRef
go back to reference Rahman S, Wei D (2008) Design sensitivity and reliability-based structural optimization by univariate decomposition. Struct Multidisc Optim 35(3):245–261CrossRef Rahman S, Wei D (2008) Design sensitivity and reliability-based structural optimization by univariate decomposition. Struct Multidisc Optim 35(3):245–261CrossRef
go back to reference Tanrioven M, Wu QH, Turner DR et al. (2004) A new approach to real-time reliability analysis of transmission system using fuzzy Markov model. Int J Electr Power Energy Syst 26(10):821–832CrossRef Tanrioven M, Wu QH, Turner DR et al. (2004) A new approach to real-time reliability analysis of transmission system using fuzzy Markov model. Int J Electr Power Energy Syst 26(10):821–832CrossRef
go back to reference Tucker WT, Ferson S (2003) Probability bounds analysis in environmental risk assessment. Applied biomathematics. Setauket, New York Tucker WT, Ferson S (2003) Probability bounds analysis in environmental risk assessment. Applied biomathematics. Setauket, New York
go back to reference Utkin LV, Destercke S (2009) Computing expectations with continuous p-boxes: Univariate case. Int J Approximate Reasoning 50(5):778–798MathSciNetMATHCrossRef Utkin LV, Destercke S (2009) Computing expectations with continuous p-boxes: Univariate case. Int J Approximate Reasoning 50(5):778–798MathSciNetMATHCrossRef
go back to reference Wang HJ, Chen HJ, Bao C et al. (2006) Engineering examples of ANSYS. China Water Power Press, Beijing Wang HJ, Chen HJ, Bao C et al. (2006) Engineering examples of ANSYS. China Water Power Press, Beijing
go back to reference Xing YJ, Arora JS, Abdel-malck K (2009) Optimization-based motion prediction of mechanical system: sensitivity analysis. Struct Multidisc Optim 37(6):595–608CrossRef Xing YJ, Arora JS, Abdel-malck K (2009) Optimization-based motion prediction of mechanical system: sensitivity analysis. Struct Multidisc Optim 37(6):595–608CrossRef
go back to reference Zhang X, Huang HZ (2010) Sequential optimization and reliability assessment for multidisciplinary design optimization under aleatory and epistemic uncertainties. Struct Multidisc Optim 40(1):165–175CrossRef Zhang X, Huang HZ (2010) Sequential optimization and reliability assessment for multidisciplinary design optimization under aleatory and epistemic uncertainties. Struct Multidisc Optim 40(1):165–175CrossRef
go back to reference Zhang X, Zhang XL, Huang HZ, Wang Z, Zeng S (2010a) Possibility-based multidisciplinary design optimization in the framework of sequential optimization and reliability assessment. Int J Innovative Comput Inf Control 6(11):5287–5297 Zhang X, Zhang XL, Huang HZ, Wang Z, Zeng S (2010a) Possibility-based multidisciplinary design optimization in the framework of sequential optimization and reliability assessment. Int J Innovative Comput Inf Control 6(11):5287–5297
go back to reference Zhang X, Huang HZ, Xu H (2010b) Multidisciplinary design optimization with discrete and continuous variables of various uncertainties. Struct Multidisc Optim 42(4):605–618MathSciNetCrossRef Zhang X, Huang HZ, Xu H (2010b) Multidisciplinary design optimization with discrete and continuous variables of various uncertainties. Struct Multidisc Optim 42(4):605–618MathSciNetCrossRef
go back to reference Zhou J, Mourelatos ZP (2008) A sequential algorithm for possibility-based design optimization. J Mech Des Trans ASME 130(1):11001–11011CrossRef Zhou J, Mourelatos ZP (2008) A sequential algorithm for possibility-based design optimization. J Mech Des Trans ASME 130(1):11001–11011CrossRef
Metadata
Title
Reliability sensitivity analysis for structural systems in interval probability form
Authors
Ning-Cong Xiao
Hong-Zhong Huang
Zhonglai Wang
Yu Pang
Liping He
Publication date
01-11-2011
Publisher
Springer-Verlag
Published in
Structural and Multidisciplinary Optimization / Issue 5/2011
Print ISSN: 1615-147X
Electronic ISSN: 1615-1488
DOI
https://doi.org/10.1007/s00158-011-0652-9

Other articles of this Issue 5/2011

Structural and Multidisciplinary Optimization 5/2011 Go to the issue

Premium Partners