Adaptive Kriging coupled with importance sampling strategies for time-variant hybrid reliability analysis

被引:32
作者
Ling, Chunyan [1 ]
Lu, Zhenzhou [1 ]
机构
[1] Northwestern Polytech Univ, Sch Aeronaut, Xian 710072, Shaanxi, Peoples R China
基金
中国国家自然科学基金;
关键词
Time-variant; Hybrid reliability; Failure probability; Adaptive Kriging; Importance sampling; PROBABILITY; METAMODEL; MECHANISM;
D O I
10.1016/j.apm.2019.08.025
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
For the time-variant hybrid reliability problem under random and interval uncertainties, the upper bound of time-variant failure probability, as a conservative index to quantify the safety level of the structure, is highly concerned. To efficiently estimate it, the adaptive Kriging respectively combined with design point based importance sampling and meta-model based one are proposed. The first algorithm firstly searches the design point of the hybrid problem, on which the candidate random samples are generated by shifting the sampling center from mean value to design point. Then, the Kriging model is iteratively trained and the hybrid problem is solved by the well-trained Kriging model. The second algorithm firstly utilizes the Kriging-based importance sampling to approximate the quasi optimal importance sampling samples and estimate the augmented upper bound of time-variant failure probability. After that, the Kriging model is further updated based on these importance samples to estimate the correction factor, on which the hybrid failure probability is calculated by the product of augmented upper bound of time-variant failure probability and correction factor. Meanwhile, an improved learning function is presented to efficiently train an accurate Kriging model. The proposed methods integrate the merits of adaptive Kriging and importance sampling, which can conduct the hybrid reliability analysis by as little as possible computational cost. The presented examples show the feasibility of the proposed methods. (C) 2019 Elsevier Inc. All rights reserved.
引用
收藏
页码:1820 / 1841
页数:22
相关论文
共 28 条
[1]   Estimation of the lower and upper bounds on the probability of failure using subset simulation and random set theory [J].
Alvarez, Diego A. ;
Uribe, Felipe ;
Hurtado, Jorge E. .
MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2018, 100 :782-801
[2]   An improved adaptive kriging-based importance technique for sampling multiple failure regions of low probability [J].
Cadini, F. ;
Santos, F. ;
Zio, E. .
RELIABILITY ENGINEERING & SYSTEM SAFETY, 2014, 131 :109-117
[3]   Unified uncertainty analysis by the first order reliability method [J].
Du, Xiaoping .
JOURNAL OF MECHANICAL DESIGN, 2008, 130 (09) :0914011-09140110
[4]   Robust mechanism synthesis with random and interval variables [J].
Dua, Xiaoping ;
Venigella, Pavan Kumar ;
Liu, Deshun .
MECHANISM AND MACHINE THEORY, 2009, 44 (07) :1321-1337
[5]   Metamodel-based importance sampling for structural reliability analysis [J].
Dubourg, V. ;
Sudret, B. ;
Deheeger, F. .
PROBABILISTIC ENGINEERING MECHANICS, 2013, 33 :47-57
[6]   A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models [J].
Echard, B. ;
Gayton, N. ;
Lemaire, M. ;
Relun, N. .
RELIABILITY ENGINEERING & SYSTEM SAFETY, 2013, 111 :232-240
[7]   AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation [J].
Echard, B. ;
Gayton, N. ;
Lemaire, M. .
STRUCTURAL SAFETY, 2011, 33 (02) :145-154
[8]   Time-dependent failure possibility analysis under consideration of fuzzy uncertainty [J].
Fan, Chongqing ;
Lu, Zhenzhou ;
Shi, Yan .
FUZZY SETS AND SYSTEMS, 2019, 367 :19-35
[9]   Safety life analysis under required failure credibility constraint for unsteady thermal structure with fuzzy input parameters [J].
Feng, Kaixuan ;
Lu, Zhenzhou ;
Pang, Chao .
STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION, 2019, 59 (01) :43-59
[10]   Reliability sensitivity analysis with random and interval variables [J].
Guo, Jia ;
Du, Xiaoping .
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 2009, 78 (13) :1585-1617