Global sensitivity analysis-enhanced surrogate (GSAS) modeling for reliability analysis

An essential issue in surrogate model-based reliability analysis is the selection of training points. Approaches such as efficient global reliability analysis (EGRA) and adaptive Kriging Monte Carlo simulation (AK-MCS) methods have been developed to adaptively select training points that are close to the limit state. Both the learning functions and convergence criteria of selecting training points in EGRA and AK-MCS are defined from the perspective of individual responses at Monte Carlo samples. This causes two problems: (1) some extra training points are selected after the reliability estimate already satisfies the accuracy target; and (2) the selected training points may not be the optimal ones for reliability analysis. This paper proposes a Global Sensitivity Analysis enhanced Surrogate (GSAS) modeling method for reliability analysis. Both the convergence criterion and strategy of selecting new training points are defined from the perspective of reliability estimate instead of individual responses of MCS samples. The new training points are identified according to their contribution to the uncertainty in the reliability estimate based on global sensitivity analysis. The selection of new training points stops when the accuracy of the reliability estimate reaches a specific target. Five examples are used to assess the accuracy and efficiency of the proposed method. The results show that the efficiency and accuracy of the proposed method are better than those of EGRA and AK-MCS.

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

[2]  D. Xiu,et al.  Modeling uncertainty in flow simulations via generalized polynomial chaos , 2003 .

[3]  Bruce R. Ellingwood,et al.  A new look at the response surface approach for reliability analysis , 1993 .

[4]  I. Sobol Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates , 2001 .

[5]  L. Faravelli Response‐Surface Approach for Reliability Analysis , 1989 .

[6]  Carl E. Rasmussen,et al.  Gaussian processes for machine learning , 2005, Adaptive computation and machine learning.

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

[8]  Thomas J. Santner,et al.  Design and analysis of computer experiments , 1998 .

[9]  P. E. James T. P. Yao,et al.  Probability, Reliability and Statistical Methods in Engineering Design , 2001 .

[10]  Wei Chen,et al.  A non‐stationary covariance‐based Kriging method for metamodelling in engineering design , 2007 .

[11]  Roger Woodard,et al.  Interpolation of Spatial Data: Some Theory for Kriging , 1999, Technometrics.

[12]  Thomas J. Santner,et al.  The Design and Analysis of Computer Experiments , 2003, Springer Series in Statistics.

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

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

[15]  John H. Seinfeld,et al.  Global sensitivity analysis—a computational implementation of the Fourier Amplitude Sensitivity Test (FAST) , 1982 .

[16]  Herschel Rabitz Global Sensitivity Analysis for Systems with Independent and/or Correlated Inputs , 2010 .

[17]  M. D. Stefano,et al.  Efficient algorithm for second-order reliability analysis , 1991 .

[18]  H. Gomes,et al.  COMPARISON OF RESPONSE SURFACE AND NEURAL NETWORK WITH OTHER METHODS FOR STRUCTURAL RELIABILITY ANALYSIS , 2004 .

[19]  Bruno Sudret,et al.  Global sensitivity analysis using polynomial chaos expansions , 2008, Reliab. Eng. Syst. Saf..

[20]  Irfan Kaymaz,et al.  Application Of Kriging Method To Structural Reliability Problems , 2005 .

[21]  George Z. Gertner,et al.  Extending a global sensitivity analysis technique to models with correlated parameters , 2007, Comput. Stat. Data Anal..

[22]  A. Basudhar,et al.  Adaptive explicit decision functions for probabilistic design and optimization using support vector machines , 2008 .

[23]  Julien Jacques,et al.  Sensitivity analysis in presence of model uncertainty and correlated inputs , 2006, Reliab. Eng. Syst. Saf..

[24]  Søren Nymand Lophaven,et al.  DACE - A Matlab Kriging Toolbox, Version 2.0 , 2002 .

[25]  Harvey M. Wagner,et al.  Global Sensitivity Analysis , 1995, Oper. Res..

[26]  Achintya Haldar,et al.  Probability, Reliability and Statistical Methods in Engineering Design (Haldar, Mahadevan) , 1999 .

[27]  Thierry Alex Mara,et al.  Variance-based sensitivity indices for models with dependent inputs , 2012, Reliab. Eng. Syst. Saf..

[28]  B. Sudret,et al.  An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis , 2010 .

[29]  Hailong Zhao,et al.  An efficient reliability method combining adaptive importance sampling and Kriging metamodel , 2015 .

[30]  Jack P. C. Kleijnen,et al.  Kriging Metamodeling in Simulation: A Review , 2007, Eur. J. Oper. Res..

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

[32]  Farrokh Mistree,et al.  Kriging Models for Global Approximation in Simulation-Based Multidisciplinary Design Optimization , 2001 .

[33]  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..

[34]  Michael L. Stein,et al.  Interpolation of spatial data , 1999 .

[35]  L. Schueremans,et al.  Benefit of splines and neural networks in simulation based structural reliability analysis , 2005 .

[36]  A. Saltelli,et al.  A quantitative model-independent method for global sensitivity analysis of model output , 1999 .

[37]  Antonio Harrison Sánchez,et al.  Limit state function identification using Support Vector Machines for discontinuous responses and disjoint failure domains , 2008 .

[38]  Emanuele Borgonovo,et al.  A new uncertainty importance measure , 2007, Reliab. Eng. Syst. Saf..

[39]  N. Gayton,et al.  CQ2RS: a new statistical approach to the response surface method for reliability analysis , 2003 .

[40]  Bruno Sudret,et al.  Meta-model-based importance sampling for reliability sensitivity analysis , 2014 .

[41]  Dongbin Xiu,et al.  The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations , 2002, SIAM J. Sci. Comput..

[42]  U. Wever,et al.  Adapted polynomial chaos expansion for failure detection , 2007, J. Comput. Phys..

[43]  Xuan Vinh Nguyen,et al.  GlobalMIT: learning globally optimal dynamic bayesian network with the mutual information test criterion , 2011, Bioinform..

[44]  D. Krige A statistical approach to some basic mine valuation problems on the Witwatersrand, by D.G. Krige, published in the Journal, December 1951 : introduction by the author , 1951 .

[45]  Zhen Hu,et al.  First Order Reliability Method With Truncated Random Variables , 2012 .