A time-variant reliability analysis method based on stochastic process discretization

Time-variant reliability problems caused by deterioration in material properties, dynamic load uncertainty, and other causes are widespread among practical engineering applications. This study proposes a novel time-variant reliability analysis method based on stochastic process discretization (TRPD), which provides an effective analytical tool for assessing design reliability over the whole lifecycle of a complex structure. Using time discretization, a stochastic process can be converted into random variables, thereby transforming a time-variant reliability problem into a conventional time-invariant system reliability problem. By linearizing the limit-state function with the first-order reliability method (FORM) and furthermore, introducing a new random variable, the converted system reliability problem can be efficiently solved. The TRPD avoids the calculation of outcrossing rates, which simplifies the process of solving time-variant reliability problems and produces high computational efficiency. Finally, three numerical examples are used to verify the effectiveness of this approach.

[1]  A. Kiureghian,et al.  OPTIMAL DISCRETIZATION OF RANDOM FIELDS , 1993 .

[2]  Zissimos P. Mourelatos,et al.  Time-Dependent Reliability Estimation for Dynamic Problems Using a Niching Genetic Algorithm , 2009 .

[3]  Paul D. Arendt,et al.  Quantification of model uncertainty: Calibration, model discrepancy, and identifiability , 2012 .

[4]  P. H. Madsen,et al.  An Integral Equation Method for the First-Passage Problem in Random Vibration , 1984 .

[5]  Bruno Sudret,et al.  The PHI2 method: a way to compute time-variant reliability , 2004, Reliab. Eng. Syst. Saf..

[6]  Zhen Hu,et al.  A Sampling Approach to Extreme Value Distribution for Time-Dependent Reliability Analysis , 2013 .

[7]  Wei Chen,et al.  Towards a Better Understanding of Modeling Feasibility Robustness in Engineering Design , 2000 .

[8]  Xiaoping Du,et al.  Time-Dependent Reliability Analysis for Function Generator Mechanisms , 2011 .

[9]  A. Kiureghian,et al.  Multivariate distribution models with prescribed marginals and covariances , 1986 .

[10]  Guan Feng-jiao UNCERTAIN OPTIMIZATION OF ENGINE CRANKSHAFT USING INTERVAL METHODS , 2008 .

[11]  S. H. Crandall First-crossing probabilities of the linear oscillator , 1970 .

[12]  K. L. Chandiramani,et al.  Some First-Passage Problems in Random Vibration , 1966 .

[13]  A. Kiureghian The geometry of random vibrations and solutions by FORM and SORM , 2000 .

[14]  Robert E. Melchers,et al.  Structural Reliability: Analysis and Prediction , 1987 .

[15]  Niels C. Lind,et al.  Methods of structural safety , 2006 .

[16]  Steen Krenk,et al.  Stationary and Transient Response Envelopes , 1983 .

[17]  Pingfeng Wang,et al.  A Nested Extreme Response Surface Approach for Time-Dependent Reliability-Based Design Optimization , 2012 .

[18]  Ø. Hagen,et al.  VECTOR PROCESS OUT-CROSSING AS PARALLEL SYSTEM SENSITIVITY MEASURE , 1991 .

[19]  Hong-Zhong Huang,et al.  System Optimization Design Under Time Variant Reliability Constraints , 2011 .

[20]  Michael Havbro Faber,et al.  The Ergodicity Assumption for Sea States in the Reliability Estimation of Offshore Structures , 1991 .

[21]  R. Rackwitz,et al.  Approximations of first-passage times for differentiable processes based on higher-order threshold crossings , 1995 .

[22]  Carl W. Helstrom,et al.  Two notes on a Markoff envelope process (Corresp.) , 1959, IRE Transactions on Information Theory.

[23]  Zissimos P. Mourelatos,et al.  An Importance Sampling Approach for Time-Dependent Reliability , 2011, DAC 2011.

[24]  Masanobu Shinozuka,et al.  On the First-Excursion Probability in Stationary Narrow-Band Random Vibration, II , 1971 .

[25]  C. Guedes Soares,et al.  Time variant reliability assessment of ship structures with fast integration techniques , 2013 .

[26]  Ove Ditlevsen,et al.  Duration of visit to critical set by Gaussian process , 1986 .

[27]  S. Rice Mathematical analysis of random noise , 1944 .

[28]  Bangchun Wen,et al.  First passage of uncertain single degree-of-freedom nonlinear oscillators , 1998 .

[29]  J. J. Coleman Reliability of Aircraft Structures in Resisting Chance Failure , 1959 .

[30]  Chao Jiang,et al.  Time-dependent Structural Reliability Analysis Method with Interval Uncertainty , 2013 .

[31]  Margaret A. Nemeth,et al.  Applied Multivariate Methods for Data Analysis , 1998, Technometrics.

[32]  Mahesh D. Pandey,et al.  An effective approximation to evaluate multinormal integrals , 1998 .

[33]  A. Siegert On the First Passage Time Probability Problem , 1951 .