Skip to main content
Erschienen in: Structural and Multidisciplinary Optimization 1/2015

01.01.2015 | RESEARCH PAPER

First order reliability method for time-variant problems using series expansions

verfasst von: Zhen Hu, Xiaoping Du

Erschienen in: Structural and Multidisciplinary Optimization | Ausgabe 1/2015

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

Time-variant reliability is often evaluated by Rice’s formula combined with the First Order Reliability Method (FORM). To improve the accuracy and efficiency of the Rice/FORM method, this work develops a new simulation method with the first order approximation and series expansions. The approximation maps the general stochastic process of the response into a Gaussian process, whose samples are then generated by the Expansion Optimal Linear Estimation if the response is stationary or by the Orthogonal Series Expansion if the response is non-stationary. As the computational cost largely comes from estimating the covariance of the response at expansion points, a cheaper surrogate model of the covariance is built and allows for significant reduction in computational cost. In addition to its superior accuracy and efficiency over the Rice/FORM method, the proposed method can also produce the failure rate and probability of failure with respect to time for a given period of time within only one reliability analysis.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

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!

Anhänge
Nur mit Berechtigung zugänglich
Literatur
Zurück zum Zitat Andrieu-Renaud C, Sudret B, Lemaire M (2004) The PHI2 method: a way to compute time-variant reliability. Reliab Eng Syst Saf 84(1):75–86CrossRef Andrieu-Renaud C, Sudret B, Lemaire M (2004) The PHI2 method: a way to compute time-variant reliability. Reliab Eng Syst Saf 84(1):75–86CrossRef
Zurück zum Zitat Bergman LA, Shinozuka M, Bucher CG, Sobczyk K, Dasgupta G, Spanos PD, Deodatis G, Spencer BF, Ghanem RG, Sutoh A, Grigoriu M, Takada T, Hoshiya M, Wedig WV, Johnson EA, Wojtkiewicz SF, Naess A, Yoshida I, Pradlwarter HJ, Zeldin BA, Schuëller GI, Zhang R (1997) A state-of-the-art report on computational stochastic mechanicsk. Probabilistic Eng Mech 12(4):197–321CrossRef Bergman LA, Shinozuka M, Bucher CG, Sobczyk K, Dasgupta G, Spanos PD, Deodatis G, Spencer BF, Ghanem RG, Sutoh A, Grigoriu M, Takada T, Hoshiya M, Wedig WV, Johnson EA, Wojtkiewicz SF, Naess A, Yoshida I, Pradlwarter HJ, Zeldin BA, Schuëller GI, Zhang R (1997) A state-of-the-art report on computational stochastic mechanicsk. Probabilistic Eng Mech 12(4):197–321CrossRef
Zurück zum Zitat Bernard MC, Shipley JW (1972) The first passage problem for stationary random structural vibration. J Sound Vib 24(1):121–132CrossRefMATH Bernard MC, Shipley JW (1972) The first passage problem for stationary random structural vibration. J Sound Vib 24(1):121–132CrossRefMATH
Zurück zum Zitat Breitung K (1984) Asymptotic crossing rates for stationary Gaussian vector processes. Tech. Report, 1, Dept. of Math, and Statistics, Univ. of Lund, Lund, Sweden Breitung K (1984) Asymptotic crossing rates for stationary Gaussian vector processes. Tech. Report, 1, Dept. of Math, and Statistics, Univ. of Lund, Lund, Sweden
Zurück zum Zitat Breitung K (1988) Asymptotic approximations for the outcrossing rates of stationary vector processes. Stochast Process Appl 13:195–207CrossRefMathSciNet Breitung K (1988) Asymptotic approximations for the outcrossing rates of stationary vector processes. Stochast Process Appl 13:195–207CrossRefMathSciNet
Zurück zum Zitat Chen JB, Li J (2007) The extreme value distribution and dynamic reliability analysis of nonlinear structures with uncertain parameters. Struct Saf 29(2):77–93CrossRef Chen JB, Li J (2007) The extreme value distribution and dynamic reliability analysis of nonlinear structures with uncertain parameters. Struct Saf 29(2):77–93CrossRef
Zurück zum Zitat Choi SK, Grandhi RV, Canfield RA (2007) Reliability-based structural design. Springer, pp 1–7 Choi SK, Grandhi RV, Canfield RA (2007) Reliability-based structural design. Springer, pp 1–7
Zurück zum Zitat Crato N, Ray BK (1996) Model selection and forecasting for long-range dependent processes. J Forecast 15(2):107–125CrossRef Crato N, Ray BK (1996) Model selection and forecasting for long-range dependent processes. J Forecast 15(2):107–125CrossRef
Zurück zum Zitat Dahlberg T (1988) The peak factor of a short sample of a stationary Gaussian process. J Sound Vib 122(1):1–10CrossRefMathSciNet Dahlberg T (1988) The peak factor of a short sample of a stationary Gaussian process. J Sound Vib 122(1):1–10CrossRefMathSciNet
Zurück zum Zitat Ditlevsen O (1983) Gaussian outcrossings from safe convex polyhedrons. J Eng Mech 109(1):127–148CrossRef Ditlevsen O (1983) Gaussian outcrossings from safe convex polyhedrons. J Eng Mech 109(1):127–148CrossRef
Zurück zum Zitat Eldred MS (2009) Recent advances in non-intrusive polynomial chaos and stochastic collocation methods for uncertainty analysis and design. In: Proceedings of the 50th AIAA/ASME/ASCE/AHS/ASC structures, structural dynamics and materials conference, art. no. 2009–2274 Eldred MS (2009) Recent advances in non-intrusive polynomial chaos and stochastic collocation methods for uncertainty analysis and design. In: Proceedings of the 50th AIAA/ASME/ASCE/AHS/ASC structures, structural dynamics and materials conference, art. no. 2009–2274
Zurück zum Zitat Eldred MS, Burkardt J (2009) Comparison of non-intrusive polynomial chaos and stochastic collocation methods for uncertainty quantification. In: Proceedings 47th AIAA aerospace sciences meeting including the new horizons forum and aerospace exposition, art. no. 2009–0976 Eldred MS, Burkardt J (2009) Comparison of non-intrusive polynomial chaos and stochastic collocation methods for uncertainty quantification. In: Proceedings 47th AIAA aerospace sciences meeting including the new horizons forum and aerospace exposition, art. no. 2009–0976
Zurück zum Zitat Gebraeel N, Elwany A, Pan J (2009) Residual life predictions in the absence of prior degradation knowledge. IEEE Transactions on Reliab 58(1):106–117CrossRef Gebraeel N, Elwany A, Pan J (2009) Residual life predictions in the absence of prior degradation knowledge. IEEE Transactions on Reliab 58(1):106–117CrossRef
Zurück zum Zitat Ghanem RG, Spanos PD (1991) Stochastic finite element analysis: a spectral approach. Springer, New York, pp 67–99CrossRef Ghanem RG, Spanos PD (1991) Stochastic finite element analysis: a spectral approach. Springer, New York, pp 67–99CrossRef
Zurück zum Zitat González-Fernández RA, Leite Da Silva AM (2011) Reliability assessment of time-dependent systems via sequential cross-entropy Monte Carlo simulation. IEEE Trans Power Syst 26(4):2381–2389CrossRef González-Fernández RA, Leite Da Silva AM (2011) Reliability assessment of time-dependent systems via sequential cross-entropy Monte Carlo simulation. IEEE Trans Power Syst 26(4):2381–2389CrossRef
Zurück zum Zitat Grigoriu M (2003) A class of models for non-stationary Gaussian processes. Probabilistic Eng Mech 18(3):203–213CrossRef Grigoriu M (2003) A class of models for non-stationary Gaussian processes. Probabilistic Eng Mech 18(3):203–213CrossRef
Zurück zum Zitat Grogan JA, Leen SB, McHugh PE (2013) Optimizing the design of a bioabsorbable metal stent using computer simulation methods. Biomaterials 34(33):8049–8060CrossRef Grogan JA, Leen SB, McHugh PE (2013) Optimizing the design of a bioabsorbable metal stent using computer simulation methods. Biomaterials 34(33):8049–8060CrossRef
Zurück zum Zitat Gusev AA (1996) Peak factors of Mexican accelerograms: evidence of a non-Gaussian amplitude distribution. J Geophys Res B: Solid Earth 101(9):20083–20090CrossRef Gusev AA (1996) Peak factors of Mexican accelerograms: evidence of a non-Gaussian amplitude distribution. J Geophys Res B: Solid Earth 101(9):20083–20090CrossRef
Zurück zum Zitat Hagen O, Tvedt L (1991) Vector process out-crossing as parallel system sensitivity measure. J Eng Mech 117(10):2201–2220CrossRef Hagen O, Tvedt L (1991) Vector process out-crossing as parallel system sensitivity measure. J Eng Mech 117(10):2201–2220CrossRef
Zurück zum Zitat Hagen O, Tvedt L (1992) Parallel system approach for vector out-crossing. J Offshore Mech Arctic Eng 114(2):122–128CrossRef Hagen O, Tvedt L (1992) Parallel system approach for vector out-crossing. J Offshore Mech Arctic Eng 114(2):122–128CrossRef
Zurück zum Zitat Hu C, Youn BD, Wang P, Taek Yoon J (2012) Ensemble of data-driven prognostic algorithms for robust prediction of remaining useful life. Reliab Eng & Syst Saf 103:120–135CrossRef Hu C, Youn BD, Wang P, Taek Yoon J (2012) Ensemble of data-driven prognostic algorithms for robust prediction of remaining useful life. Reliab Eng & Syst Saf 103:120–135CrossRef
Zurück zum Zitat Hu Z, Du X (2012) Reliability analysis for hydrokinetic turbine blades. Renew Energy 48:251–262CrossRef Hu Z, Du X (2012) Reliability analysis for hydrokinetic turbine blades. Renew Energy 48:251–262CrossRef
Zurück zum Zitat Hu Z, Du X (2013) A sampling approach to extreme value distribution for time-dependent reliability analysis. J Mech Des 135(7):071003CrossRef Hu Z, Du X (2013) A sampling approach to extreme value distribution for time-dependent reliability analysis. J Mech Des 135(7):071003CrossRef
Zurück zum Zitat Hu Z, Du X (2013) Time-dependent reliability analysis with joint upcrossing rates. Struct Multidiscip Optim 48(5):893–907CrossRefMathSciNet Hu Z, Du X (2013) Time-dependent reliability analysis with joint upcrossing rates. Struct Multidiscip Optim 48(5):893–907CrossRefMathSciNet
Zurück zum Zitat Hu Z, Du X (2013) Lifetime cost optimization with time-dependent reliability. Engineering optimization (ahead-of-print), pp 1–22 Hu Z, Du X (2013) Lifetime cost optimization with time-dependent reliability. Engineering optimization (ahead-of-print), pp 1–22
Zurück zum Zitat Hu Z, Li H, Du X, Chandrashekhara K (2013) Simulation-based time-dependent reliability analysis for composite hydrokinetic turbine blades. Struct Multidiscip Optim 47(5):765–781CrossRef Hu Z, Li H, Du X, Chandrashekhara K (2013) Simulation-based time-dependent reliability analysis for composite hydrokinetic turbine blades. Struct Multidiscip Optim 47(5):765–781CrossRef
Zurück zum Zitat Itoh Y (2007) A class of Gaussian hybrid processes for modeling financial markets. Asia-Pacific Finan Markets 14(3):185–199CrossRefMATH Itoh Y (2007) A class of Gaussian hybrid processes for modeling financial markets. Asia-Pacific Finan Markets 14(3):185–199CrossRefMATH
Zurück zum Zitat Li J, Mourelatos Z, Singh A (2012) Optimal preventive maintenance schedule based on lifecycle cost and time-dependent reliability. SAE Int J Mater Manuf 5(1):87–95 Li J, Mourelatos Z, Singh A (2012) Optimal preventive maintenance schedule based on lifecycle cost and time-dependent reliability. SAE Int J Mater Manuf 5(1):87–95
Zurück zum Zitat Lindgren G (1984) Extremal ranks and transformation of variables or extremes of functions of multivariate Gaussian processes. Stoch Process Appl 17:285–312CrossRefMATHMathSciNet Lindgren G (1984) Extremal ranks and transformation of variables or extremes of functions of multivariate Gaussian processes. Stoch Process Appl 17:285–312CrossRefMATHMathSciNet
Zurück zum Zitat Lockwood B, Mavriplis D (2013) Gradient-based methods for uncertainty quantification in hypersonic flows. Comput Fluids 85:27–38CrossRefMATHMathSciNet Lockwood B, Mavriplis D (2013) Gradient-based methods for uncertainty quantification in hypersonic flows. Comput Fluids 85:27–38CrossRefMATHMathSciNet
Zurück zum Zitat Lophaven SN, Nielsen HB, Søndergaard J (2002) DACE-A MATLAB Kriging toolbox. Technical University of Denmark Lophaven SN, Nielsen HB, Søndergaard J (2002) DACE-A MATLAB Kriging toolbox. Technical University of Denmark
Zurück zum Zitat Lovric M (2011) International encyclopedia of statistical science. Springer, pp 496–497 Lovric M (2011) International encyclopedia of statistical science. Springer, pp 496–497
Zurück zum Zitat Madsen PH, Krenk S (1984) Integral equation method for the first-passage problem in random vibration. J Appl Mech Trans ASME 51(3):674–679CrossRefMATHMathSciNet Madsen PH, Krenk S (1984) Integral equation method for the first-passage problem in random vibration. J Appl Mech Trans ASME 51(3):674–679CrossRefMATHMathSciNet
Zurück zum Zitat Mori Y, Ellingwood BR (1993) Time-dependent system reliability analysis by adaptive importance sampling. Struct Saf 12(1):59–73CrossRef Mori Y, Ellingwood BR (1993) Time-dependent system reliability analysis by adaptive importance sampling. Struct Saf 12(1):59–73CrossRef
Zurück zum Zitat Newbold P, Agiakloglou C, Miller J (1994) Adventures with ARIMA software. Int J Forecast 10(4):573–581CrossRef Newbold P, Agiakloglou C, Miller J (1994) Adventures with ARIMA software. Int J Forecast 10(4):573–581CrossRef
Zurück zum Zitat Press WH (2007) Numerical recipes 3rd edition: the art of scientific computing. Cambridge university press Press WH (2007) Numerical recipes 3rd edition: the art of scientific computing. Cambridge university press
Zurück zum Zitat Raghavan B, Breitkopf P (2013) Asynchronous evolutionary shape optimization based on high-quality surrogates: application to an air-conditioning duct. Eng Comput 29(4):467–476CrossRef Raghavan B, Breitkopf P (2013) Asynchronous evolutionary shape optimization based on high-quality surrogates: application to an air-conditioning duct. Eng Comput 29(4):467–476CrossRef
Zurück zum Zitat Rahman S, Xu H (2005) A meshless method for computational stochastic mechanics. Int J Comput Methods Eng Sci Mech 6:41–58CrossRef Rahman S, Xu H (2005) A meshless method for computational stochastic mechanics. Int J Comput Methods Eng Sci Mech 6:41–58CrossRef
Zurück zum Zitat Richard B, Cremona C, Adelaide L (2012) A response surface method based on support vector machines trained with an adaptive experimental design. Struct Saf 39:14–21CrossRef Richard B, Cremona C, Adelaide L (2012) A response surface method based on support vector machines trained with an adaptive experimental design. Struct Saf 39:14–21CrossRef
Zurück zum Zitat Singh A, Mourelatos ZP, Li J (2010) Design for lifecycle cost using time-dependent reliability. J Mech Des Trans ASME 132(9):0910081–09100811CrossRef Singh A, Mourelatos ZP, Li J (2010) Design for lifecycle cost using time-dependent reliability. J Mech Des Trans ASME 132(9):0910081–09100811CrossRef
Zurück zum Zitat Singh A, Mourelatos ZP, Nikolaidis E (2011) An importance sampling approach for time-dependent reliability. In: Proceedings of the ASME design engineering technical conference, Washington, DC, I.C. pp 1077–1088 Singh A, Mourelatos ZP, Nikolaidis E (2011) An importance sampling approach for time-dependent reliability. In: Proceedings of the ASME design engineering technical conference, Washington, DC, I.C. pp 1077–1088
Zurück zum Zitat Singh A, Mourelatos Z, Nikolaidis E (2011) Time-dependent reliability of random dynamic systems using time-series modeling and importance sampling. SAE Int J Mater Manuf 4(1):929–946 Singh A, Mourelatos Z, Nikolaidis E (2011) Time-dependent reliability of random dynamic systems using time-series modeling and importance sampling. SAE Int J Mater Manuf 4(1):929–946
Zurück zum Zitat Steponaviče I, Ruuska S, Miettinen K (2014) A solution process for simulation-based multiobjective design optimization with an application in the paper industry. CAD Comput Aided Des 47:45–58CrossRef Steponaviče I, Ruuska S, Miettinen K (2014) A solution process for simulation-based multiobjective design optimization with an application in the paper industry. CAD Comput Aided Des 47:45–58CrossRef
Zurück zum Zitat Sudret B (2008) Global sensitivity analysis using polynomial chaos expansions. Reliab Eng Syst Saf 93(7):964–979CrossRef Sudret B (2008) Global sensitivity analysis using polynomial chaos expansions. Reliab Eng Syst Saf 93(7):964–979CrossRef
Zurück zum Zitat Sudret B, Der Kiureghian A (2002) Comparison of finite element reliability methods. Probabilistic Eng Mech 17(4):337–348CrossRef Sudret B, Der Kiureghian A (2002) Comparison of finite element reliability methods. Probabilistic Eng Mech 17(4):337–348CrossRef
Zurück zum Zitat Sudret B, Kiureghian AD (2000) Stochastic finite element methods and reliability: a state-of-the-art report. A report on research supported by Electricité de France under Award Number D56395-T6L29-RNE861, Report No. UCB/SEMM-2000/08. University of California, Berkeley Sudret B, Kiureghian AD (2000) Stochastic finite element methods and reliability: a state-of-the-art report. A report on research supported by Electricité de France under Award Number D56395-T6L29-RNE861, Report No. UCB/SEMM-2000/08. University of California, Berkeley
Zurück zum Zitat Vanmarcke EH (1975) On the distribution of the first-passage time for normal stationary random processes. J Appl Mech 42:215–220CrossRefMATH Vanmarcke EH (1975) On the distribution of the first-passage time for normal stationary random processes. J Appl Mech 42:215–220CrossRefMATH
Zurück zum Zitat Wan J, Zudilin W (2013) Generating functions of Legendre polynomials: a tribute to Fred Brafman. J Approx Theory:198–213 Wan J, Zudilin W (2013) Generating functions of Legendre polynomials: a tribute to Fred Brafman. J Approx Theory:198–213
Zurück zum Zitat Wang Z, Wang P (2012) Reliability-based product design with time-dependent performance deterioration. In: Proceedings 2012 IEEE international conference on prognostics and health management: enhancing safety, efficiency, availability, and effectiveness of systems through PHM technology and application, PHM 2012, Denver, CO, 18-21 June, 2012, pp 1–12. doi:10.1109/ICPHM.2012.6299541 Wang Z, Wang P (2012) Reliability-based product design with time-dependent performance deterioration. In: Proceedings 2012 IEEE international conference on prognostics and health management: enhancing safety, efficiency, availability, and effectiveness of systems through PHM technology and application, PHM 2012, Denver, CO, 18-21 June, 2012, pp 1–12. doi:10.​1109/​ICPHM.​2012.​6299541
Zurück zum Zitat Wang Z, Wang P (2012) Reliability-based product design with time-dependent performance deterioration. In: Proceedings 2012 IEEE international conference on prognostics and health management: enhancing safety, efficiency, availability, and effectiveness of systems through PHM technology and application, PHM 2012, Denver, CO Wang Z, Wang P (2012) Reliability-based product design with time-dependent performance deterioration. In: Proceedings 2012 IEEE international conference on prognostics and health management: enhancing safety, efficiency, availability, and effectiveness of systems through PHM technology and application, PHM 2012, Denver, CO
Zurück zum Zitat Wang GG, Dong Z, Aitchison P (2001) Adaptive response surface method - A global optimization scheme for approximation-based design problems. Eng Optim 33(6):707–733CrossRef Wang GG, Dong Z, Aitchison P (2001) Adaptive response surface method - A global optimization scheme for approximation-based design problems. Eng Optim 33(6):707–733CrossRef
Zurück zum Zitat Wang Z, Mourelatos ZP, Li J, Singh A, Baseski I (2013) Time-dependent reliability of dynamic systems using subset simulation with splitting over a series of correlated time intervals. In: Proceedings ASME 2013 international design engineering technical conferences and computers and information in engineering conference, American society of mechanical engineers, pp V03BT03A048-V003BT003A048 Wang Z, Mourelatos ZP, Li J, Singh A, Baseski I (2013) Time-dependent reliability of dynamic systems using subset simulation with splitting over a series of correlated time intervals. In: Proceedings ASME 2013 international design engineering technical conferences and computers and information in engineering conference, American society of mechanical engineers, pp V03BT03A048-V003BT003A048
Zurück zum Zitat Yang JN, Shinozuka M (1971) On the first excursion probability in stationary narrow- band random vibration. J Appl Mech Trans ASME 38 Ser E (4):1017–1022CrossRef Yang JN, Shinozuka M (1971) On the first excursion probability in stationary narrow- band random vibration. J Appl Mech Trans ASME 38 Ser E (4):1017–1022CrossRef
Zurück zum Zitat Youn BD, Hu C, Wang P (2011) Resilience-driven system design of complex engineered systems. J Mech Des 133:10101011CrossRef Youn BD, Hu C, Wang P (2011) Resilience-driven system design of complex engineered systems. J Mech Des 133:10101011CrossRef
Zurück zum Zitat Zhang J, Ellingwood B (1994) Orthogonal series expansions of random fields in reliability analysis. J Eng Mech 120(12):2660–2677CrossRef Zhang J, Ellingwood B (1994) Orthogonal series expansions of random fields in reliability analysis. J Eng Mech 120(12):2660–2677CrossRef
Zurück zum Zitat Zhang J, Du X (2011) Time-dependent reliability analysis for function generator mechanisms. ASME J Mech Des 133(3):031005. Zhang J, Du X (2011) Time-dependent reliability analysis for function generator mechanisms. ASME J Mech Des 133(3):031005.
Zurück zum Zitat Zhang HQ, Gao LB (2012) Application of legendre polynomial in predicting of energy consumption per capital. In: World automation congress (WAC), pp 1–3 Zhang HQ, Gao LB (2012) Application of legendre polynomial in predicting of energy consumption per capital. In: World automation congress (WAC), pp 1–3
Metadaten
Titel
First order reliability method for time-variant problems using series expansions
verfasst von
Zhen Hu
Xiaoping Du
Publikationsdatum
01.01.2015
Verlag
Springer Berlin Heidelberg
Erschienen in
Structural and Multidisciplinary Optimization / Ausgabe 1/2015
Print ISSN: 1615-147X
Elektronische ISSN: 1615-1488
DOI
https://doi.org/10.1007/s00158-014-1132-9

Weitere Artikel der Ausgabe 1/2015

Structural and Multidisciplinary Optimization 1/2015 Zur Ausgabe

    Marktübersichten

    Die im Laufe eines Jahres in der „adhäsion“ veröffentlichten Marktübersichten helfen Anwendern verschiedenster Branchen, sich einen gezielten Überblick über Lieferantenangebote zu verschaffen.