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Global failure probability function estimation based on an adaptive strategy and combination algorithm

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  • Yuan, Xiukai
  • Qian, Yugeng
  • Chen, Jingqiang
  • Faes, Matthias G.R.
  • Valdebenito, Marcos A.
  • Beer, Michael

Abstract

The failure probability function (FPF) expresses the probability of failure as a function of the distribution parameters associated with the random variables of a reliability problem. Knowledge on this FPF is of much relevance for reliability sensitivity analysis and reliability-based design optimisation. However, its calculation is usually a challenging task. Therefore, this paper presents an efficient approach for estimating the FPF based on an adaptive strategy and a combination algorithm. The proposed approach involves three basic elements: (1) a Weighted Importance Sampling approach, which allows determining local FPF estimates; (2) an adaptive strategy for determining at which realisations of the distribution parameters it is necessary to perform local FPF estimation; and (3) an optimal combination algorithm, which allows to aggregate local FPF estimations together to form a global estimate of the FPF. Test and practical examples are presented to demonstrate the efficiency and feasibility of the proposed approach.

Suggested Citation

  • Yuan, Xiukai & Qian, Yugeng & Chen, Jingqiang & Faes, Matthias G.R. & Valdebenito, Marcos A. & Beer, Michael, 2023. "Global failure probability function estimation based on an adaptive strategy and combination algorithm," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    • Handle: RePEc:eee:reensy:v:231:y:2023:i:c:s095183202200552x
    DOI: 10.1016/j.ress.2022.108937
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    References listed on IDEAS

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    Cited by:

    1. Millar, Robert & Li, Hui & Li, Jinglai, 2023. "Multicanonical sequential Monte Carlo sampler for uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
    2. Guo, Tiexin & Wang, Hongji & Li, Jinglai & Wang, Hongqiao, 2024. "Sampling-based adaptive design strategy for failure probability estimation," Reliability Engineering and System Safety, Elsevier, vol. 241(C).

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