IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v142y2015icp346-356.html
   My bibliography  Save this article

A double-loop adaptive sampling approach for sensitivity-free dynamic reliability analysis

Author

Listed:
  • Wang, Zequn
  • Wang, Pingfeng

Abstract

Dynamic reliability measures reliability of an engineered system considering time-variant operation condition and component deterioration. Due to high computational costs, conducting dynamic reliability analysis at an early system design stage remains challenging. This paper presents a confidence-based meta-modeling approach, referred to as double-loop adaptive sampling (DLAS), for efficient sensitivity-free dynamic reliability analysis. The DLAS builds a Gaussian process (GP) model sequentially to approximate extreme system responses over time, so that Monte Carlo simulation (MCS) can be employed directly to estimate dynamic reliability. A generic confidence measure is developed to evaluate the accuracy of dynamic reliability estimation while using the MCS approach based on developed GP models. A double-loop adaptive sampling scheme is developed to efficiently update the GP model in a sequential manner, by considering system input variables and time concurrently in two sampling loops. The model updating process using the developed sampling scheme can be terminated once the user defined confidence target is satisfied. The developed DLAS approach eliminates computationally expensive sensitivity analysis process, thus substantially improves the efficiency of dynamic reliability analysis. Three case studies are used to demonstrate the efficacy of DLAS for dynamic reliability analysis.

Suggested Citation

  • Wang, Zequn & Wang, Pingfeng, 2015. "A double-loop adaptive sampling approach for sensitivity-free dynamic reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 346-356.
  • Handle: RePEc:eee:reensy:v:142:y:2015:i:c:p:346-356
    DOI: 10.1016/j.ress.2015.05.007
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832015001489
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ress.2015.05.007?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    2. Peng, Weiwen & Huang, Hong-Zhong & Li, Yanfeng & Zuo, Ming J. & Xie, Min, 2013. "Life cycle reliability assessment of new products—A Bayesian model updating approach," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 109-119.
    3. Sudret, Bruno, 2008. "Global sensitivity analysis using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 93(7), pages 964-979.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ling, Chunyan & Lu, Zhenzhou & Zhu, Xianming, 2019. "Efficient methods by active learning Kriging coupled with variance reduction based sampling methods for time-dependent failure probability," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 23-35.
    2. Yoon, Joung Taek & Youn, Byeng D. & Yoo, Minji & Kim, Yunhan, 2017. "A newly formulated resilience measure that considers false alarms," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 417-427.
    3. Yuan, Xiukai & Zheng, Weiming & Zhao, Chaofan & Valdebenito, Marcos A. & Faes, Matthias G.R. & Dong, Yiwei, 2024. "Line sampling for time-variant failure probability estimation using an adaptive combination approach," Reliability Engineering and System Safety, Elsevier, vol. 243(C).
    4. Zhang, Xiaoqiang & Gao, Huiying & Huang, Hong-Zhong & Li, Yan-Feng & Mi, Jinhua, 2018. "Dynamic reliability modeling for system analysis under complex load," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 345-351.
    5. Ouyang, Linhan & Che, Yushuai & Park, Chanseok & Chen, Yuejian, 2024. "A novel active learning Gaussian process modeling-based method for time-dependent reliability analysis considering mixed variables," Reliability Engineering and System Safety, Elsevier, vol. 244(C).
    6. Chang, Qi & Zhou, Changcong & Wei, Pengfei & Zhang, Yishang & Yue, Zhufeng, 2021. "A new non-probabilistic time-dependent reliability model for mechanisms with interval uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
    7. Song, Zhouzhou & Zhang, Hanyu & Liu, Zhao & Zhu, Ping, 2023. "A two-stage Kriging estimation variance reduction method for efficient time-variant reliability-based design optimization," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
    8. Jiang, Xia & Lu, Zhenzhou, 2024. "A novel quantile-based sequential optimization and reliability assessment method for safety life analysis," Reliability Engineering and System Safety, Elsevier, vol. 243(C).
    9. Jashira Jamin & Noor Arina Md Arifin & Siti Aishah Mokhtar & Nik Nur Izzati Nik Rosli & Amira Idayu Mohd Shukry, 2019. "Personal information, privacy concern, internet, information and communication technology (ICT), social media, information management," Malaysian E Commerce Journal (MECJ), Zibeline International Publishing, vol. 3(2), pages 15-17, Febraury.
    10. Hu, Yingshi & Lu, Zhenzhou & Jiang, Xia & Wei, Ning & Zhou, Changcong, 2021. "Time-dependent structural system reliability analysis model and its efficiency solution," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    11. Du, Weiqi & Luo, Yuanxin & Wang, Yongqin, 2019. "Time-variant reliability analysis using the parallel subset simulation," Reliability Engineering and System Safety, Elsevier, vol. 182(C), pages 250-257.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Puppo, L. & Pedroni, N. & Maio, F. Di & Bersano, A. & Bertani, C. & Zio, E., 2021. "A Framework based on Finite Mixture Models and Adaptive Kriging for Characterizing Non-Smooth and Multimodal Failure Regions in a Nuclear Passive Safety System," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    2. Gaspar, B. & Teixeira, A.P. & Guedes Soares, C., 2017. "Adaptive surrogate model with active refinement combining Kriging and a trust region method," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 277-291.
    3. Palar, Pramudita Satria & Zuhal, Lavi Rizki & Shimoyama, Koji, 2023. "Enhancing the explainability of regression-based polynomial chaos expansion by Shapley additive explanations," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    4. Turati, Pietro & Pedroni, Nicola & Zio, Enrico, 2017. "Simulation-based exploration of high-dimensional system models for identifying unexpected events," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 317-330.
    5. Wu, Zeping & Wang, Donghui & Okolo N, Patrick & Hu, Fan & Zhang, Weihua, 2016. "Global sensitivity analysis using a Gaussian Radial Basis Function metamodel," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 171-179.
    6. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
    7. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
    8. Cremona, Marzia A. & Liu, Binbin & Hu, Yang & Bruni, Stefano & Lewis, Roger, 2016. "Predicting railway wheel wear under uncertainty of wear coefficient, using universal kriging," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 49-59.
    9. Liu, Zicheng & Lesselier, Dominique & Sudret, Bruno & Wiart, Joe, 2020. "Surrogate modeling based on resampled polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 202(C).
    10. Plischke, Elmar & Borgonovo, Emanuele & Smith, Curtis L., 2013. "Global sensitivity measures from given data," European Journal of Operational Research, Elsevier, vol. 226(3), pages 536-550.
    11. Barry Anderson & Emanuele Borgonovo & Marzio Galeotti & Roberto Roson, 2014. "Uncertainty in Climate Change Modeling: Can Global Sensitivity Analysis Be of Help?," Risk Analysis, John Wiley & Sons, vol. 34(2), pages 271-293, February.
    12. Awad, Mahmoud, 2017. "Analyzing sensitivity measures using moment-matching technique," Reliability Engineering and System Safety, Elsevier, vol. 159(C), pages 90-99.
    13. Buzzard, Gregery T., 2012. "Global sensitivity analysis using sparse grid interpolation and polynomial chaos," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 82-89.
    14. Xu, Jun & Wang, Ding, 2019. "Structural reliability analysis based on polynomial chaos, Voronoi cells and dimension reduction technique," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 329-340.
    15. Matieyendou Lamboni, 2020. "Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices," Statistical Papers, Springer, vol. 61(5), pages 1939-1970, October.
    16. Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel, 2019. "Uncertainty quantification and global sensitivity analysis for economic models," Quantitative Economics, Econometric Society, vol. 10(1), pages 1-41, January.
    17. Tian, Wei & Song, Jitian & Li, Zhanyong & de Wilde, Pieter, 2014. "Bootstrap techniques for sensitivity analysis and model selection in building thermal performance analysis," Applied Energy, Elsevier, vol. 135(C), pages 320-328.
    18. Zitrou, Athena & Bedford, Tim & Walls, Lesley, 2016. "A model for availability growth with application to new generation offshore wind farms," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 83-94.
    19. Nguyen, Phong T.T. & Manuel, Lance, 2024. "Uncertainty quantification in low-probability response estimation using sliced inverse regression and polynomial chaos expansion," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
    20. Zhang, Wei & (Ato) Xu, Wangtu, 2017. "Simulation-based robust optimization for the schedule of single-direction bus transit route: The design of experiment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 203-230.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:142:y:2015:i:c:p:346-356. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.