Reliability and reliability-based importance analysis of structural systems using multiple response Gaussian process model

Abstract In the context of structural system reliability, quantifying the relative importance of random input variables and failure modes is necessary for improving system reliability and simplifying the reliability-based design problems. We firstly introduce the reliability-based variable importance analysis (VIA) indices to structural systems for quantifying the individual, interaction and total effects of each random input variable on the system failure probability, and propose two new reliability-based mode importance analysis (MIA) indices for measuring the effects of each failure mode on the failure and safety of structural systems. Then, an active learning procedure, which combines the multiple response Gaussian process (MRGP) model and the Monte Carlo simulation (MCS), is introduced to efficiently and adaptively produce surrogate models for the failure surfaces of systems, and three learning functions are compared. Based on the well-established surrogate models, the system failure probability as well as the VIA and MIA indices are estimated without calling the limit state functions in addition. Results of six test examples demonstrate the significance of the VIA and MIA indices, and show that the developed MRGP-based methods are effective in estimating both the system failure probability and the proposed importance indices.

[1]  Henrik O. Madsen,et al.  Structural Reliability Methods , 1996 .

[2]  Yong Cang Zhang High-order reliability bounds for series systems and application to structural systems , 1993 .

[3]  Robert H. Sues,et al.  System reliability and sensitivity factors via the MPPSS method , 2005 .

[4]  J. Beck,et al.  Estimation of Small Failure Probabilities in High Dimensions by Subset Simulation , 2001 .

[5]  A. Saltelli,et al.  Update 1 of: Sensitivity analysis for chemical models. , 2012, Chemical reviews.

[6]  M. Zuo,et al.  Optimal Reliability Modeling: Principles and Applications , 2002 .

[7]  Y.-T. Wu,et al.  Variable screening and ranking using sampling-based sensitivity measures , 2006, Reliab. Eng. Syst. Saf..

[8]  Paola Annoni,et al.  Estimation of global sensitivity indices for models with dependent variables , 2012, Comput. Phys. Commun..

[9]  Ming Jian Zuo,et al.  A new adaptive sequential sampling method to construct surrogate models for efficient reliability analysis , 2018, Reliab. Eng. Syst. Saf..

[10]  Zhen Hu,et al.  Global sensitivity analysis-enhanced surrogate (GSAS) modeling for reliability analysis , 2016 .

[11]  Maurice Lemaire,et al.  Assessing small failure probabilities by combined subset simulation and Support Vector Machines , 2011 .

[12]  J.-M. Bourinet,et al.  Rare-event probability estimation with adaptive support vector regression surrogates , 2016, Reliab. Eng. Syst. Saf..

[13]  Jeremy E. Oakley,et al.  Multivariate Gaussian Process Emulators With Nonseparable Covariance Structures , 2013, Technometrics.

[14]  Yan-Gang Zhao,et al.  SYSTEM RELIABILITY ASSESSMENT BY METHOD OF MOMENTS , 2003 .

[15]  Junho Song,et al.  Bounds on System Reliability by Linear Programming , 2003 .

[16]  Nicolas Gayton,et al.  A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models , 2013, Reliab. Eng. Syst. Saf..

[17]  Michael D. Shields,et al.  Surrogate-enhanced stochastic search algorithms to identify implicitly defined functions for reliability analysis , 2016 .

[18]  Nicolas Gayton,et al.  AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation , 2011 .

[19]  Wenrui Hao,et al.  A new interpretation and validation of variance based importance measures for models with correlated inputs , 2013, Comput. Phys. Commun..

[20]  J. Beck,et al.  Important sampling in high dimensions , 2003 .

[21]  Emanuele Borgonovo,et al.  Sensitivity analysis: an introduction for the management scientist , 2017 .

[22]  Paola Annoni,et al.  Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index , 2010, Comput. Phys. Commun..

[23]  Alemdar Bayraktar,et al.  An improved response surface method for reliability analysis of structures , 2012 .

[24]  Hai Liu,et al.  A Sequential Kriging reliability analysis method with characteristics of adaptive sampling regions and parallelizability , 2016, Reliab. Eng. Syst. Saf..

[25]  Pan Wang,et al.  A new learning function for Kriging and its applications to solve reliability problems in engineering , 2015, Comput. Math. Appl..

[26]  David Gorsich,et al.  Improving Identifiability in Model Calibration Using Multiple Responses , 2012 .

[27]  Yongshou Liu,et al.  System reliability analysis through active learning Kriging model with truncated candidate region , 2018, Reliab. Eng. Syst. Saf..

[28]  Yan-Gang Zhao,et al.  A general procedure for first/second-order reliabilitymethod (FORM/SORM) , 1999 .

[29]  M. A. Valdebenito,et al.  Reliability sensitivity estimation of nonlinear structural systems under stochastic excitation: A simulation-based approach , 2015 .

[30]  Jon C. Helton,et al.  Implementation and evaluation of nonparametric regression procedures for sensitivity analysis of computationally demanding models , 2009, Reliab. Eng. Syst. Saf..

[31]  M. Eldred,et al.  Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions , 2008 .

[32]  A. O'Hagan,et al.  Gaussian process emulation of dynamic computer codes , 2009 .

[33]  Sankaran Mahadevan,et al.  A direct decoupling approach for efficient reliability-based design optimization , 2006 .

[34]  Pengfei Wei,et al.  Time-variant global reliability sensitivity analysis of structures with both input random variables and stochastic processes , 2017 .

[35]  O. Ditlevsen Narrow Reliability Bounds for Structural Systems , 1979 .

[36]  Wenrui Hao,et al.  Efficient sampling methods for global reliability sensitivity analysis , 2012, Comput. Phys. Commun..

[37]  Wang Jian,et al.  Two accuracy measures of the Kriging model for structural reliability analysis , 2017 .

[38]  B. Sudret,et al.  Metamodel-based importance sampling for structural reliability analysis , 2011, 1105.0562.

[39]  E. Borgonovo Measuring Uncertainty Importance: Investigation and Comparison of Alternative Approaches , 2006, Risk analysis : an official publication of the Society for Risk Analysis.

[40]  Sankaran Mahadevan,et al.  Efficient surrogate models for reliability analysis of systems with multiple failure modes , 2011, Reliab. Eng. Syst. Saf..

[41]  B. Ellingwood,et al.  Directional methods for structural reliability analysis , 2000 .

[42]  Jian Wang,et al.  LIF: A new Kriging based learning function and its application to structural reliability analysis , 2017, Reliab. Eng. Syst. Saf..

[43]  G. Schuëller,et al.  Chair of Engineering Mechanics Ifm-publication 2-374 a Critical Appraisal of Reliability Estimation Procedures for High Dimensions , 2022 .

[44]  Enrico Zio,et al.  An improved adaptive kriging-based importance technique for sampling multiple failure regions of low probability , 2014, Reliab. Eng. Syst. Saf..

[45]  Guillaume Perrin,et al.  Active learning surrogate models for the conception of systems with multiple failure modes , 2016, Reliab. Eng. Syst. Saf..

[46]  Zhenzhou Lu,et al.  Addition laws of failure probability and their applications in reliability analysis of structural system with multiple failure modes , 2013 .

[47]  Carlos Guedes Soares,et al.  Adaptive surrogate model with active refinement combining Kriging and a trust region method , 2017, Reliab. Eng. Syst. Saf..

[48]  Bo Ren,et al.  Failure-Mode Importance Measures in System Reliability Analysis , 2014 .

[49]  A. Saltelli,et al.  Importance measures in global sensitivity analysis of nonlinear models , 1996 .

[50]  Emanuele Borgonovo,et al.  Sensitivity analysis: A review of recent advances , 2016, Eur. J. Oper. Res..

[51]  Zhenzhou Lu,et al.  Variable importance analysis: A comprehensive review , 2015, Reliab. Eng. Syst. Saf..

[52]  Zhenzhou Lu,et al.  Subset simulation for structural reliability sensitivity analysis , 2009, Reliab. Eng. Syst. Saf..

[53]  A. M. Hasofer,et al.  Exact and Invariant Second-Moment Code Format , 1974 .

[54]  I. Sobola,et al.  Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates , 2001 .