Skip to main content
Erschienen in: Structural and Multidisciplinary Optimization 6/2016

06.06.2016 | RESEARCH PAPER

Conservative reliability-based design optimization method with insufficient input data

verfasst von: Hyunkyoo Cho, K. K. Choi, Nicholas J. Gaul, Ikjin Lee, David Lamb, David Gorsich

Erschienen in: Structural and Multidisciplinary Optimization | Ausgabe 6/2016

Einloggen

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

search-config
loading …

Abstract

Reliability analysis and reliability-based design optimization (RBDO) require an exact input probabilistic model to obtain accurate probability of failure (PoF) and RBDO optimum design. However, often only limited input data is available to generate the input probabilistic model in practical engineering problems. The insufficient input data induces uncertainty in the input probabilistic model, and this uncertainty forces the PoF to be uncertain. Therefore, it is necessary to consider the PoF to follow a probability distribution. In this paper, the probability of the PoF is obtained with consecutive conditional probabilities of input distribution types and parameters using the Bayesian approach. The approximate conditional probabilities are obtained under reasonable assumptions, and Monte Carlo simulation is applied to calculate the probability of the PoF. The probability of the PoF at a user-specified target PoF is defined as the conservativeness level of the PoF. The conservativeness level, in addition to the target PoF, will be used as a probabilistic constraint in an RBDO process to obtain a conservative optimum design, for limited input data. Thus, the design sensitivity of the conservativeness level is derived to support an efficient optimization process. Using numerical examples, it is demonstrated that the conservativeness level should be involved in RBDO when input data is limited. The accuracy and efficiency of the proposed design sensitivity method is verified. Finally, conservative RBDO optimum designs are obtained using the developed methods for limited input data problems.

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 Aughenbaugh JM, Paredis CJJ (2006) The value of using imprecise probabilities in engineering design. J Mech Des 128(4):969–979CrossRef Aughenbaugh JM, Paredis CJJ (2006) The value of using imprecise probabilities in engineering design. J Mech Des 128(4):969–979CrossRef
Zurück zum Zitat Chick SE (2001) Input distribution selection for simulation experiments: accounting for input uncertainty. Oper Res 49(5):744–758MathSciNetCrossRef Chick SE (2001) Input distribution selection for simulation experiments: accounting for input uncertainty. Oper Res 49(5):744–758MathSciNetCrossRef
Zurück zum Zitat Ditlevsen O, Madsen HO (1996) Structural reliability methods. Wiley, Chichester Ditlevsen O, Madsen HO (1996) Structural reliability methods. Wiley, Chichester
Zurück zum Zitat Du L, Choi KK (2008) An inverse analysis method for design optimization with both statistical and fuzzy uncertainties. Struct Multidiscip Optim 37(2):107–119CrossRef Du L, Choi KK (2008) An inverse analysis method for design optimization with both statistical and fuzzy uncertainties. Struct Multidiscip Optim 37(2):107–119CrossRef
Zurück zum Zitat Elishakoff I (2004) Safety factors and reliability: friends or foes? Kluwer Academic Publishers, DordrechtCrossRef Elishakoff I (2004) Safety factors and reliability: friends or foes? Kluwer Academic Publishers, DordrechtCrossRef
Zurück zum Zitat Gelman A, Carlin JB, Stern HS, Rubin DB (2004) Bayesian data analysis, 2nd edn. Chapman & Hall/CRC, Boca RatonMATH Gelman A, Carlin JB, Stern HS, Rubin DB (2004) Bayesian data analysis, 2nd edn. Chapman & Hall/CRC, Boca RatonMATH
Zurück zum Zitat Gumbert CR, Hou GJW, Newman PA (2003) Reliability assessment of a robust design under uncertainty for a 3-D flexible wing. Proc. 16th AIAA Computational Fluid Dynamics Conference, Orlando Gumbert CR, Hou GJW, Newman PA (2003) Reliability assessment of a robust design under uncertainty for a 3-D flexible wing. Proc. 16th AIAA Computational Fluid Dynamics Conference, Orlando
Zurück zum Zitat Gunawan S, Papalambros PY (2006) A Bayesian approach to reliability-based optimization with incomplete information. J Mech Des 128(4):909–918CrossRef Gunawan S, Papalambros PY (2006) A Bayesian approach to reliability-based optimization with incomplete information. J Mech Des 128(4):909–918CrossRef
Zurück zum Zitat Haldar A, Mahadevan S (2000) Probability, reliability and statistical methods in engineering design. Wiley, New York Haldar A, Mahadevan S (2000) Probability, reliability and statistical methods in engineering design. Wiley, New York
Zurück zum Zitat Hasofer AM, Lind NC (1974) Exact and invariant second-moment code format. J Eng Mech Div ASCE 100(1):111–121 Hasofer AM, Lind NC (1974) Exact and invariant second-moment code format. J Eng Mech Div ASCE 100(1):111–121
Zurück zum Zitat Hohenbichler M, Rackwitz R (1988) Improvement of second‐order reliability estimates by importance sampling. J Eng Mech 114(12):2195–2199CrossRef Hohenbichler M, Rackwitz R (1988) Improvement of second‐order reliability estimates by importance sampling. J Eng Mech 114(12):2195–2199CrossRef
Zurück zum Zitat Hou GJW (2004) A most probable point-based method for reliability analysis, sensitivity analysis, and design optimization. NASA/CR-2004-213002, NASA Hou GJW (2004) A most probable point-based method for reliability analysis, sensitivity analysis, and design optimization. NASA/CR-2004-213002, NASA
Zurück zum Zitat Lee I, Choi KK, Gorsich D (2010) System reliability-based design optimization using the MPP-based dimension reduction method. Struct Multidiscip Optim 41(6):823–839CrossRef Lee I, Choi KK, Gorsich D (2010) System reliability-based design optimization using the MPP-based dimension reduction method. Struct Multidiscip Optim 41(6):823–839CrossRef
Zurück zum Zitat Lee I, Choi KK, Noh Y, Zhao L, Gorsich D (2011a) Sampling-based stochastic sensitivity analysis using score functions for RBDO problems with correlated random variables. J Mech Des 133(2):021003CrossRef Lee I, Choi KK, Noh Y, Zhao L, Gorsich D (2011a) Sampling-based stochastic sensitivity analysis using score functions for RBDO problems with correlated random variables. J Mech Des 133(2):021003CrossRef
Zurück zum Zitat Lee I, Choi KK, Zhao L (2011b) Sampling-based RBDO using the stochastic sensitivity analysis and dynamic kriging method. Struct Multidiscip Optim 44(3):299–317MathSciNetCrossRefMATH Lee I, Choi KK, Zhao L (2011b) Sampling-based RBDO using the stochastic sensitivity analysis and dynamic kriging method. Struct Multidiscip Optim 44(3):299–317MathSciNetCrossRefMATH
Zurück zum Zitat Lee I, Noh Y, Yoo D (2012) A novel Second-Order Reliability Method (SORM) using non-central or generalized chi-squared distributions. J Mech Des 134(10):100912CrossRef Lee I, Noh Y, Yoo D (2012) A novel Second-Order Reliability Method (SORM) using non-central or generalized chi-squared distributions. J Mech Des 134(10):100912CrossRef
Zurück zum Zitat Lim J, Lee B, Lee I (2014) Second-order reliability method-based inverse reliability analysis using hessian update for accurate and efficient reliability-based design optimization. Int J Numer Methods Eng 100(10):773–792MathSciNetCrossRefMATH Lim J, Lee B, Lee I (2014) Second-order reliability method-based inverse reliability analysis using hessian update for accurate and efficient reliability-based design optimization. Int J Numer Methods Eng 100(10):773–792MathSciNetCrossRefMATH
Zurück zum Zitat Noh Y, Choi KK, Lee I, Gorsich D, Lamb D (2011a) Reliability-based design optimization with confidence level under input model uncertainty due to limited test data. Struct Multidiscip Optim 43(4):443–458MathSciNetCrossRefMATH Noh Y, Choi KK, Lee I, Gorsich D, Lamb D (2011a) Reliability-based design optimization with confidence level under input model uncertainty due to limited test data. Struct Multidiscip Optim 43(4):443–458MathSciNetCrossRefMATH
Zurück zum Zitat Noh Y, Choi KK, Lee I, Gorsich D, Lamb D (2011b) Reliability-based design optimization with confidence level for non-gaussian distributions using bootstrap method. J Mech Des 133(9):091001CrossRef Noh Y, Choi KK, Lee I, Gorsich D, Lamb D (2011b) Reliability-based design optimization with confidence level for non-gaussian distributions using bootstrap method. J Mech Des 133(9):091001CrossRef
Zurück zum Zitat Rahman S, Wei D (2006) A univariate approximation at most probable point for higher-order reliability analysis. Int J Solids Struct 43(9):2820–2839CrossRefMATH Rahman S, Wei D (2006) A univariate approximation at most probable point for higher-order reliability analysis. Int J Solids Struct 43(9):2820–2839CrossRefMATH
Zurück zum Zitat Rahman S, Wei D (2008) Design sensitivity and reliability-based structural optimization by univariate decomposition. Struct Multidiscip Optim 35(3):245–261CrossRef Rahman S, Wei D (2008) Design sensitivity and reliability-based structural optimization by univariate decomposition. Struct Multidiscip Optim 35(3):245–261CrossRef
Zurück zum Zitat Rubinstein RY, Kroese DP (2008) Simulation and the Monte Carlo method, 2nd edn. Wiley, HobokenMATH Rubinstein RY, Kroese DP (2008) Simulation and the Monte Carlo method, 2nd edn. Wiley, HobokenMATH
Zurück zum Zitat Tu J, Choi KK, Park YH (1999) A new study on reliability-based design optimization. J Mech Des 121(4):557–564CrossRef Tu J, Choi KK, Park YH (1999) A new study on reliability-based design optimization. J Mech Des 121(4):557–564CrossRef
Zurück zum Zitat Tu J, Choi KK, Park YH (2001) Design potential method for robust system parameter design. AIAA J 39(4):667–677CrossRef Tu J, Choi KK, Park YH (2001) Design potential method for robust system parameter design. AIAA J 39(4):667–677CrossRef
Zurück zum Zitat Tucker WT, Ferson S (2003) Probability bounds analysis in environmental risk assessment. Applied Biomathematics, Setauket Tucker WT, Ferson S (2003) Probability bounds analysis in environmental risk assessment. Applied Biomathematics, Setauket
Zurück zum Zitat Utkin L, Destercke S (2009) Computing expectations with continuous P-Boxes: univariate case. Int J Approx Reason 50(5):778–798MathSciNetCrossRefMATH Utkin L, Destercke S (2009) Computing expectations with continuous P-Boxes: univariate case. Int J Approx Reason 50(5):778–798MathSciNetCrossRefMATH
Zurück zum Zitat Youn BD, Choi KK (2004) A new response surface methodology for reliability-based design optimization. Comput Struct 82(2–3):241–256CrossRef Youn BD, Choi KK (2004) A new response surface methodology for reliability-based design optimization. Comput Struct 82(2–3):241–256CrossRef
Zurück zum Zitat Youn B, Wang P (2008) Bayesian reliability-based design optimization using Eigenvector Dimension Reduction (EDR) method. Struct Multidiscip Optim 36(2):107–123MathSciNetCrossRef Youn B, Wang P (2008) Bayesian reliability-based design optimization using Eigenvector Dimension Reduction (EDR) method. Struct Multidiscip Optim 36(2):107–123MathSciNetCrossRef
Zurück zum Zitat Zhang R, Mahadevan S (2000) Model uncertainty and bayesian updating in reliability-based inspection. Struct Saf 22(2):145–160CrossRef Zhang R, Mahadevan S (2000) Model uncertainty and bayesian updating in reliability-based inspection. Struct Saf 22(2):145–160CrossRef
Metadaten
Titel
Conservative reliability-based design optimization method with insufficient input data
verfasst von
Hyunkyoo Cho
K. K. Choi
Nicholas J. Gaul
Ikjin Lee
David Lamb
David Gorsich
Publikationsdatum
06.06.2016
Verlag
Springer Berlin Heidelberg
Erschienen in
Structural and Multidisciplinary Optimization / Ausgabe 6/2016
Print ISSN: 1615-147X
Elektronische ISSN: 1615-1488
DOI
https://doi.org/10.1007/s00158-016-1492-4

Weitere Artikel der Ausgabe 6/2016

Structural and Multidisciplinary Optimization 6/2016 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.