IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v219y2022ics0951832021007080.html
   My bibliography  Save this article

A single-loop reliability analysis strategy for time-dependent problems with small failure probability

Author

Listed:
  • Cao, Runan
  • Sun, Zhili
  • Wang, Jian
  • Guo, Fanyi

Abstract

In recent years, many time-dependent reliability methods have been proposed. However, these kinds of methods are barely applied in the field of small failure probability events. This paper proposes an efficient time-dependent reliability method based on the Kriging model and the importance sampling (IS) method. The new method is a single-loop strategy, which can obtain the failure probability varying with time. For complex reliability problems, the failure region usually includes multiple sub-regions, which is challenging to deal with though the traditional IS methods (such as the first-order reliability method-based IS method (FORM-IS) and the kernel-density-estimation-based IS method (KDE-IS)). In this paper, we improve the KDE-IS method to ensure that the sample points cover all the failure sub-regions as far as possible. Aiming at selecting a sample point that can improve the accuracy of failure probability effectively to refresh the Kriging model, this paper proposes a new criterion for selecting the best training point. For accuracy, a new stopping criterion is also defined. Finally, the efficiency and accuracy of the new method are verified by four examples.

Suggested Citation

  • Cao, Runan & Sun, Zhili & Wang, Jian & Guo, Fanyi, 2022. "A single-loop reliability analysis strategy for time-dependent problems with small failure probability," Reliability Engineering and System Safety, Elsevier, vol. 219(C).
    • Handle: RePEc:eee:reensy:v:219:y:2022:i:c:s0951832021007080
    DOI: 10.1016/j.ress.2021.108230
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832021007080
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2021.108230?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ling, Chunyan & Lu, Zhenzhou & Zhu, Xianming, 2019. "Efficient methods by active learning Kriging coupled with variance reduction based sampling methods for time-dependent failure probability," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 23-35.
    2. Qian, Hua-Ming & Li, Yan-Feng & Huang, Hong-Zhong, 2021. "Time-variant system reliability analysis method for a small failure probability problem," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    3. Roubos, Alfred A. & Allaix, Diego L. & Schweckendiek, Timo & Steenbergen, Raphael D.J.M. & Jonkman, Sebastiaan N., 2020. "Time-dependent reliability analysis of service-proven quay walls subject to corrosion-induced degradation," Reliability Engineering and System Safety, Elsevier, vol. 203(C).
    4. Jiang, Chen & Qiu, Haobo & Gao, Liang & Wang, Dapeng & Yang, Zan & Chen, Liming, 2020. "EEK-SYS: System reliability analysis through estimation error-guided adaptive Kriging approximation of multiple limit state surfaces," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
    5. Hawchar, Lara & El Soueidy, Charbel-Pierre & Schoefs, Franck, 2017. "Principal component analysis and polynomial chaos expansion for time-variant reliability problems," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 406-416.
    6. Fauriat, W. & Gayton, N., 2014. "AK-SYS: An adaptation of the AK-MCS method for system reliability," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 137-144.
    7. Wang, Zhonglai & Liu, Jing & Yu, Shui, 2020. "Time-variant reliability prediction for dynamic systems using partial information," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    8. Du, Weiqi & Luo, Yuanxin & Wang, Yongqin, 2019. "Time-variant reliability analysis using the parallel subset simulation," Reliability Engineering and System Safety, Elsevier, vol. 182(C), pages 250-257.
    9. 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," Reliability Engineering and System Safety, Elsevier, vol. 111(C), pages 232-240.
    10. Sudret, B. & Mai, C.V., 2015. "Computing derivative-based global sensitivity measures using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 241-250.
    11. Cadini, F. & Santos, F. & Zio, E., 2014. "An improved adaptive kriging-based importance technique for sampling multiple failure regions of low probability," Reliability Engineering and System Safety, Elsevier, vol. 131(C), pages 109-117.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhang, Yang & Xu, Jun & Beer, Michael, 2023. "A single-loop time-variant reliability evaluation via a decoupling strategy and probability distribution reconstruction," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    2. Zhao, Zhao & Zhao, Yan-Gang & Li, Pei-Pei, 2023. "A novel decoupled time-variant reliability-based design optimization approach by improved extreme value moment method," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    3. Carlon, André Gustavo & Kroetz, Henrique Machado & Torii, André Jacomel & Lopez, Rafael Holdorf & Miguel, Leandro Fleck Fadel, 2022. "Risk optimization using the Chernoff bound and stochastic gradient descent," Reliability Engineering and System Safety, Elsevier, vol. 223(C).
    4. Ramadhani, Adhitya & Khan, Faisal & Colbourne, Bruce & Ahmed, Salim & Taleb-Berrouane, Mohammed, 2022. "Resilience assessment of offshore structures subjected to ice load considering complex dependencies," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
    5. Zhao, Zhao & Lu, Zhao-Hui & Zhang, Xuan-Yi & Zhao, Yan-Gang, 2022. "A nested single-loop Kriging model coupled with subset simulation for time-dependent system reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 228(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhan, Hongyou & Xiao, Ning-Cong & Ji, Yuxiang, 2022. "An adaptive parallel learning dependent Kriging model for small failure probability problems," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
    2. Jiang, Chen & Qiu, Haobo & Gao, Liang & Wang, Dapeng & Yang, Zan & Chen, Liming, 2020. "EEK-SYS: System reliability analysis through estimation error-guided adaptive Kriging approximation of multiple limit state surfaces," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
    3. Yang, Seonghyeok & Lee, Mingyu & Lee, Ikjin, 2023. "A new sampling approach for system reliability-based design optimization under multiple simulation models," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    4. Yang, Seonghyeok & Jo, Hwisang & Lee, Kyungeun & Lee, Ikjin, 2022. "Expected system improvement (ESI): A new learning function for system reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
    5. Chen, Weidong & Xu, Chunlong & Shi, Yaqin & Ma, Jingxin & Lu, Shengzhuo, 2019. "A hybrid Kriging-based reliability method for small failure probabilities," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 31-41.
    6. Qian, Hua-Ming & Li, Yan-Feng & Huang, Hong-Zhong, 2021. "Time-variant system reliability analysis method for a small failure probability problem," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
    7. Xu, Jun & Wang, Ding, 2019. "Structural reliability analysis based on polynomial chaos, Voronoi cells and dimension reduction technique," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 329-340.
    8. Jian Wang & Xiang Gao & Zhili Sun, 2021. "A Multilevel Simulation Method for Time-Variant Reliability Analysis," Sustainability, MDPI, vol. 13(7), pages 1-16, March.
    9. Menz, Morgane & Gogu, Christian & Dubreuil, Sylvain & Bartoli, Nathalie & Morio, Jérôme, 2020. "Adaptive coupling of reduced basis modeling and Kriging based active learning methods for reliability analyses," Reliability Engineering and System Safety, Elsevier, vol. 196(C).
    10. Puppo, L. & Pedroni, N. & Maio, F. Di & Bersano, A. & Bertani, C. & Zio, E., 2021. "A Framework based on Finite Mixture Models and Adaptive Kriging for Characterizing Non-Smooth and Multimodal Failure Regions in a Nuclear Passive Safety System," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    11. Wang, Dapeng & Qiu, Haobo & Gao, Liang & Jiang, Chen, 2021. "A single-loop Kriging coupled with subset simulation for time-dependent reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    12. Gaspar, B. & Teixeira, A.P. & Guedes Soares, C., 2017. "Adaptive surrogate model with active refinement combining Kriging and a trust region method," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 277-291.
    13. Jian, Wang & Zhili, Sun & Qiang, Yang & Rui, Li, 2017. "Two accuracy measures of the Kriging model for structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 494-505.
    14. Zhang, Yu & Dong, You & Xu, Jun, 2023. "An accelerated active learning Kriging model with the distance-based subdomain and a new stopping criterion for reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    15. Li, Peiping & Wang, Yu, 2022. "An active learning reliability analysis method using adaptive Bayesian compressive sensing and Monte Carlo simulation (ABCS-MCS)," Reliability Engineering and System Safety, Elsevier, vol. 221(C).
    16. Keshtegar, Behrooz & Kisi, Ozgur, 2018. "RM5Tree: Radial basis M5 model tree for accurate structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 49-61.
    17. Ni, Pinghe & Li, Jun & Hao, Hong & Yan, Weimin & Du, Xiuli & Zhou, Hongyuan, 2020. "Reliability analysis and design optimization of nonlinear structures," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
    18. Zhang, Xufang & Wang, Lei & Sørensen, John Dalsgaard, 2019. "REIF: A novel active-learning function toward adaptive Kriging surrogate models for structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 440-454.
    19. Xu, Jun & Kong, Fan, 2018. "A new unequal-weighted sampling method for efficient reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 94-102.
    20. Wang, Jian & Sun, Zhili & Cao, Runan, 2021. "An efficient and robust Kriging-based method for system reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 216(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:219:y:2022:i:c:s0951832021007080. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.