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

Xiukai Yuan; Yugeng Qian; Jingqiang ChenMatthias G. R. FaesMarcos A. ValdebenitoMichael Beer

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

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

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摘要

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.

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《Reliability engineering & system safety》 |2023年第3期|108937.1-108937.12|共12页
作者
Xiukai Yuan; Yugeng Qian; Jingqiang ChenMatthias G. R. FaesMarcos A. ValdebenitoMichael Beer;
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作者单位

School of Aerospace Engineering, Xiamen University, Xiamen 361005, PR China;

Reliability Engineering, TU Dortmund University, Leonhard-Euler-Strasse 5, 44227 Dortmund, Germany;

Institute for Risk and Reliability, Leibniz Universitaet Hannover, Callinstr. 34, Hannover, Germany,Institute for Risk and Uncertainty, University of Liverpool, Peach Street, L69 7ZF Liverpool, United Kingdom,International Joint Research Center for Resili;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种英语
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关键词
Failure probability function; Importance sampling; Combination algorithm; Adaptive strategy;

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

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