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A Sequential Kriging reliability analysis method with characteristics of adaptive sampling regions and parallelizability

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  • Wen, Zhixun
  • Pei, Haiqing
  • Liu, Hai
  • Yue, Zhufeng

Abstract

The sequential Kriging reliability analysis (SKRA) method has been developed in recent years for nonlinear implicit response functions which are expensive to evaluate. This type of method includes EGRA: the efficient reliability analysis method, and AK-MCS: the active learning reliability method combining Kriging model and Monte Carlo simulation. The purpose of this paper is to improve SKRA by adaptive sampling regions and parallelizability. The adaptive sampling regions strategy is proposed to avoid selecting samples in regions where the probability density is so low that the accuracy of these regions has negligible effects on the results. The size of the sampling regions is adapted according to the failure probability calculated by last iteration. Two parallel strategies are introduced and compared, aimed at selecting multiple sample points at a time. The improvement is verified through several troublesome examples.

Suggested Citation

  • Wen, Zhixun & Pei, Haiqing & Liu, Hai & Yue, Zhufeng, 2016. "A Sequential Kriging reliability analysis method with characteristics of adaptive sampling regions and parallelizability," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 170-179.
    • Handle: RePEc:eee:reensy:v:153:y:2016:i:c:p:170-179
    DOI: 10.1016/j.ress.2016.05.002
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    References listed on IDEAS

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