An Active Learning Polynomial Chaos Kriging metamodel for reliability assessment of marine structures

Abstract Metamodel combined with simulation type reliability method is an effective way to determine the probability of failure ( P f ) of complex structural systems and reduce the burden of computational models. However, some existing challenges in structural reliability analysis are minimizing the number of calls to the numerical model and reducing the computational time. Most research work considers adaptive methods based on ordinary Kriging with a single point enrichment of the experimental design (ED). This paper presents an active learning reliability method using a hybrid metamodel with multiple point enrichment of ED for structural reliability analysis. The hybrid method (termed as APCKKm-MCS) takes advantage of the global prediction and local interpolation capability of Polynomial Chaos Expansion (PCE) and Kriging, respectively. The U learning function drives active learning in this approach, while K-means clustering is proposed for multiple point enrichment purposes. Two benchmark functions and two practical marine structural cases validate the performance and efficiency of the method. The results confirm that the APCKKm-MCS approach is efficient and reduces the computational time for reliability analysis of complex structures with nonlinearity, high dimension input random variables, or implicit limit state function.

[1]  Lance Manuel,et al.  On Efficient Long-Term Extreme Response Estimation for a Moored Floating Structure , 2018, Volume 3: Structures, Safety, and Reliability.

[2]  A. Frigessi,et al.  Pair-copula constructions of multiple dependence , 2009 .

[3]  Yong Bai,et al.  Marine Structural Design , 2003 .

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

[5]  Carlos Soares,et al.  Numerical Investigation on Weld-Induced Imperfections in Aluminum Ship Plates , 2019, Journal of Offshore Mechanics and Arctic Engineering.

[6]  S. Marelli,et al.  ON OPTIMAL EXPERIMENTAL DESIGNS FOR SPARSE POLYNOMIAL CHAOS EXPANSIONS , 2017, 1703.05312.

[7]  A. E. Potts,et al.  A Novel Method for Predicting the Motion of Moored Floating Bodies , 2016 .

[8]  Anne Dutfoy,et al.  A generalization of the Nataf transformation to distributions with elliptical copula , 2009 .

[9]  J. Wiart,et al.  Polynomial-Chaos-based Kriging , 2015, 1502.03939.

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

[11]  Yuangui Tang,et al.  Investigation and optimization of appendage influence on the hydrodynamic performance of AUVs , 2019 .

[12]  R. Ghanem,et al.  Spectral techniques for stochastic finite elements , 1997 .

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

[14]  Wilson H. Tang,et al.  Optimal Importance‐Sampling Density Estimator , 1992 .

[15]  Jing Zhang,et al.  Kriging response surface reliability analysis of a ship-stiffened plate with initial imperfections , 2015 .

[16]  Charbel-Pierre El Soueidy,et al.  Polynomial chaos expansion for lifetime assessment and sensitivity analysis of reinforced concrete structures subjected to chloride ingress and climate change , 2020 .

[17]  Jun Li,et al.  Stochastic dynamic analysis of marine risers considering Gaussian system uncertainties , 2018 .

[18]  Qianjin Yue,et al.  Flexible Riser Configuration Design for Extremely Shallow Water With Surrogate-Model-Based Optimization , 2016 .

[19]  Huiling Yuan,et al.  Parametric uncertainty assessment in hydrological modeling using the generalized polynomial chaos expansion , 2019 .

[20]  Andy J. Keane,et al.  Engineering Design via Surrogate Modelling - A Practical Guide , 2008 .

[21]  Sourajeet Roy,et al.  Analysis of a Polynomial Chaos-Kriging Metamodel for Uncertainty Quantification in Aerodynamics , 2019 .

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

[23]  Â. Teixeira,et al.  Assessment of the efficiency of Kriging surrogate models for structural reliability analysis , 2014 .

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

[25]  Mohammed J. Zaki Data Mining and Analysis: Fundamental Concepts and Algorithms , 2014 .

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

[27]  C. Guedes Soares,et al.  Adaptive Methods for Reliability Analysis of Marine Structures , 2018 .

[28]  Study of Drillability Evaluation in Deep Formations Using the Kriging Interpolation Method , 2018, Chemistry and Technology of Fuels and Oils.

[29]  R. Nelsen An Introduction to Copulas , 1998 .

[30]  C. Guedes Soares,et al.  Stochastic analysis of moderately thick plates using the generalized polynomial chaos and element free Galerkin method , 2017 .

[31]  Hongxing Hua,et al.  Stochastic dynamics and sensitivity analysis of a multistage marine shafting system with uncertainties , 2020 .

[32]  R Rackwitz Structural Reliability — Analysis and Prediction , 2001 .

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

[34]  Slawomir Koziel,et al.  Efficient yield estimation of multiband patch antennas by polynomial chaos‐based Kriging , 2020, International Journal of Numerical Modelling: Electronic Networks, Devices and Fields.

[35]  Bin Li,et al.  Research on the Statistical Characteristics of Crosstalk in Naval Ships Wiring Harness Based on Polynomial Chaos Expansion Method , 2017 .

[36]  Kai Cheng,et al.  Structural reliability analysis based on ensemble learning of surrogate models , 2020, Structural Safety.

[37]  Srinivas Sriramula,et al.  Kriging models for aero-elastic simulations and reliability analysis of offshore wind turbine support structures , 2018, Ships and Offshore Structures.

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

[39]  Raimund Rolfes,et al.  Meta-models for fatigue damage estimation of offshore wind turbines jacket substructures , 2017 .

[40]  Gurumurthy Ramachandran,et al.  Coastline Kriging: A Bayesian Approach. , 2018, Annals of work exposures and health.

[41]  Muk Chen Ong,et al.  Design optimization of mooring system: An application to a vessel-shaped offshore fish farm , 2019, Engineering Structures.

[42]  Donald R. Jones,et al.  Efficient Global Optimization of Expensive Black-Box Functions , 1998, J. Glob. Optim..

[43]  Bruno Sudret,et al.  Adaptive sparse polynomial chaos expansion based on least angle regression , 2011, J. Comput. Phys..

[44]  T. Charlton,et al.  Uncertainty quantification of offshore anchoring systems in spatially variable soil using sparse polynomial chaos expansions , 2019, International Journal for Numerical Methods in Engineering.

[45]  Dimos C. Charmpis,et al.  Application of line sampling simulation method to reliability benchmark problems , 2007 .

[46]  Ryan G. Coe,et al.  On the Development of an Efficient Surrogate Model for Predicting Long-Term Extreme Loads on a Wave Energy Converter , 2019 .

[47]  Armen Der Kiureghian,et al.  Comparison of finite element reliability methods , 2002 .

[48]  Antoine Dumas,et al.  Stress-cycle fatigue design with Kriging applied to offshore wind turbines , 2019, International Journal of Fatigue.

[49]  Xiaolin Bian,et al.  Quantitative design and analysis of marine environmental monitoring networks in coastal waters of China. , 2019, Marine pollution bulletin.

[50]  Stefano Marelli,et al.  UQLab: a framework for uncertainty quantification in MATLAB , 2014 .