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A new parallel adaptive structural reliability analysis method based on importance sampling and K-medoids clustering

Author

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  • Chen, Zequan
  • Li, Guofa
  • He, Jialong
  • Yang, Zhaojun
  • Wang, Jili

Abstract

In using the Kriging-based adaptive structure reliability analysis methods, the key is to select the appropriate method of adding samples adaptively. In this study, a new parallel adaptive structure reliability analysis method—Reliability Analysis Based on Importance sampling and K-medoids clustering (RBIK)—is proposed. On the basis of the influence of the Kriging model's cognitive uncertainty on the estimation accuracy of failure probability, a global convergence condition (GCC) is proposed. Then, to evaluate the GCC unbiased and efficiently, the optimal importance sampling function will be constructed and used to obtain candidate samples. Considering the spatial correlation of candidate samples, the clustering algorithm is used for the cluster analysis of candidate samples to realize the parallel operation of adaptive structural reliability analysis. Therefore, RBIK is proposed on the basis of importance sampling and K-medoids clustering. RBIK strives to rapidly enable the Kriging model to satisfy the GCC rather than focusing on a single candidate sample, which is the most obvious difference between RBIK and other adaptive structural reliability analysis methods. In addition, RBIK can balance parallel computing power, accuracy, and the number of iterations required. Finally, the effectiveness and robustness of RBIK are proven by several examples.

Suggested Citation

  • Chen, Zequan & Li, Guofa & He, Jialong & Yang, Zhaojun & Wang, Jili, 2022. "A new parallel adaptive structural reliability analysis method based on importance sampling and K-medoids clustering," Reliability Engineering and System Safety, Elsevier, vol. 218(PA).
  • Handle: RePEc:eee:reensy:v:218:y:2022:i:pa:s0951832021006190
    DOI: 10.1016/j.ress.2021.108124
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    References listed on IDEAS

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    1. Sun, Zhili & Wang, Jian & Li, Rui & Tong, Cao, 2017. "LIF: A new Kriging based learning function and its application to structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 157(C), pages 152-165.
    2. Echard, B. & Gayton, N. & Lemaire, M. & Relun, N., 2013. "A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models," Reliability Engineering and System Safety, Elsevier, vol. 111(C), pages 232-240.
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    4. Shi, Yan & Lu, Zhenzhou & He, Ruyang & Zhou, Yicheng & Chen, Siyu, 2020. "A novel learning function based on Kriging for reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
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    7. Teixeira, Rui & Nogal, Maria & O’Connor, Alan & Martinez-Pastor, Beatriz, 2020. "Reliability assessment with density scanned adaptive Kriging," Reliability Engineering and System Safety, Elsevier, vol. 199(C).
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    Cited by:

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    3. Chen, Zequan & Li, Guofa & He, Jialong & Yang, Zhaojun & Wang, Jili, 2022. "Adaptive structural reliability analysis method based on confidence interval squeezing," Reliability Engineering and System Safety, Elsevier, vol. 225(C).
    4. Dang, Chao & Wei, Pengfei & Faes, Matthias G.R. & Valdebenito, Marcos A. & Beer, Michael, 2022. "Parallel adaptive Bayesian quadrature for rare event estimation," Reliability Engineering and System Safety, Elsevier, vol. 225(C).
    5. Li, Chen & Wen, Jiong-Ran & Wan, Jing & Taylan, Osman & Fei, Cheng-Wei, 2024. "Adaptive directed support vector machine method for the reliability evaluation of aeroengine structure," Reliability Engineering and System Safety, Elsevier, vol. 246(C).
    6. Wang, Tianzhe & Chen, Zequan & Li, Guofa & He, Jialong & Liu, Chao & Du, Xuejiao, 2024. "A novel method for high-dimensional reliability analysis based on activity score and adaptive Kriging," Reliability Engineering and System Safety, Elsevier, vol. 241(C).
    7. Li, Guofa & Wang, Tianzhe & Chen, Zequan & He, Jialong & Wang, Xiaoye & Du, Xuejiao, 2023. "RBIK-SS: A parallel adaptive structural reliability analysis method for rare failure events," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    8. Chen, Zequan & He, Jialong & Li, Guofa & Yang, Zhaojun & Wang, Tianzhe & Du, Xuejiao, 2024. "Fast convergence strategy for adaptive structural reliability analysis based on kriging believer criterion and importance sampling," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
    9. Mehni, Moien Barkhori & Mehni, Mohammad Barkhori, 2023. "Reliability analysis with cross-entropy based adaptive Markov chain importance sampling and control variates," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    10. Luo, Changqi & Zhu, Shun-Peng & Keshtegar, Behrooz & Niu, Xiaopeng & Taylan, Osman, 2023. "An enhanced uniform simulation approach coupled with SVR for efficient structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
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