IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v97y2012i1p1-13.html
   My bibliography  Save this article

An efficient analytical Bayesian method for reliability and system response updating based on Laplace and inverse first-order reliability computations

Author

Listed:
  • Guan, Xuefei
  • He, Jingjing
  • Jha, Ratneshwar
  • Liu, Yongming

Abstract

This paper presents an efficient analytical Bayesian method for reliability and system response updating without using simulations. The method includes additional information such as measurement data via Bayesian modeling to reduce estimation uncertainties. Laplace approximation method is used to evaluate Bayesian posterior distributions analytically. An efficient algorithm based on inverse first-order reliability method is developed to evaluate system responses given a reliability index or confidence interval. Since the proposed method involves no simulations such as Monte Carlo or Markov chain Monte Carlo simulations, the overall computational efficiency improves significantly, particularly for problems with complicated performance functions. A practical fatigue crack propagation problem with experimental data, and a structural scale example are presented for methodology demonstration. The accuracy and computational efficiency of the proposed method are compared with traditional simulation-based methods.

Suggested Citation

  • Guan, Xuefei & He, Jingjing & Jha, Ratneshwar & Liu, Yongming, 2012. "An efficient analytical Bayesian method for reliability and system response updating based on Laplace and inverse first-order reliability computations," Reliability Engineering and System Safety, Elsevier, vol. 97(1), pages 1-13.
    • Handle: RePEc:eee:reensy:v:97:y:2012:i:1:p:1-13
    DOI: 10.1016/j.ress.2011.09.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832011001803
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2011.09.008?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. Wang, X. & Rabiei, M. & Hurtado, J. & Modarres, M. & Hoffman, P., 2009. "A probabilistic-based airframe integrity management model," Reliability Engineering and System Safety, Elsevier, vol. 94(5), pages 932-941.
    2. Li, Baibing & Martin, Elaine B. & Morris, A. Julian, 2002. "On principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 471-474, September.
    3. Rebba, Ramesh & Mahadevan, Sankaran, 2008. "Computational methods for model reliability assessment," Reliability Engineering and System Safety, Elsevier, vol. 93(8), pages 1197-1207.
    4. Graves, T.L. & Hamada, M.S. & Klamann, R.M. & Koehler, A.C. & Martz, H.F., 2008. "Using simultaneous higher-level and partial lower-level data in reliability assessments," Reliability Engineering and System Safety, Elsevier, vol. 93(8), pages 1273-1279.
    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. Liu, Jie & Hu, Yifeng & Xu, Can & Jiang, Chao & Han, Xu, 2016. "Probability assessments of identified parameters for stochastic structures using point estimation method," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 51-58.
    2. Soliman, Ahmed A. & Abd-Ellah, Ahmed H. & Abou-Elheggag, Naser A. & Ahmed, Essam A., 2012. "Modified Weibull model: A Bayes study using MCMC approach based on progressive censoring data," Reliability Engineering and System Safety, Elsevier, vol. 100(C), pages 48-57.
    3. Jerez, D.J. & Jensen, H.A. & Beer, M., 2022. "An effective implementation of reliability methods for Bayesian model updating of structural dynamic models with multiple uncertain parameters," Reliability Engineering and System Safety, Elsevier, vol. 225(C).
    4. Chen, Jie & Yu, Yang & Liu, Yongming, 2022. "Physics-guided mixture density networks for uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    5. He, Jingjing & Huang, Min & Wang, Wei & Wang, Shaohua & Guan, Xuefei, 2021. "An asymptotic stochastic response surface approach to reliability assessment under multi-source heterogeneous uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
    6. Zhou, Daoqing & He, Jingjing & Du, Yi-Mu & Sun, C.P. & Guan, Xuefei, 2021. "Probabilistic information fusion with point, moment and interval data in reliability assessment," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
    7. Gao, Haifeng & Wang, Anjenq & Zio, Enrico & Bai, Guangchen, 2020. "An integrated reliability approach with improved importance sampling for low-cycle fatigue damage prediction of turbine disks," Reliability Engineering and System Safety, Elsevier, vol. 199(C).
    8. Jingjing He & Wei Wang & Min Huang & Shaohua Wang & Xuefei Guan, 2021. "Bayesian Inference under Small Sample Sizes Using General Noninformative Priors," Mathematics, MDPI, vol. 9(21), pages 1-20, November.
    9. Lin, Yi-Kuei & Chang, Ping-Chen, 2012. "Evaluate the system reliability for a manufacturing network with reworking actions," Reliability Engineering and System Safety, Elsevier, vol. 106(C), pages 127-137.
    10. R. Jamshidi & Mir Seyyed Esfahani, 2014. "Human resources scheduling to improve the product quality according to exhaustion limit," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 1028-1041, October.
    11. Guan, Xuefei, 2024. "Sparse moment quadrature for uncertainty modeling and quantification," Reliability Engineering and System Safety, Elsevier, vol. 241(C).
    12. Li, Pei-Pei & Zhang, Yi & Zhao, Yan-Gang & Zhao, Zhao & Cai, Enjian, 2023. "An information reuse-based method for reliability updating," Reliability Engineering and System Safety, Elsevier, vol. 239(C).

    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. Le Son, Khanh & Fouladirad, Mitra & Barros, Anne & Levrat, Eric & Iung, Benoît, 2013. "Remaining useful life estimation based on stochastic deterioration models: A comparative study," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 165-175.
    2. Soliman, Ahmed A. & Abd-Ellah, Ahmed H. & Abou-Elheggag, Naser A. & Ahmed, Essam A., 2012. "Modified Weibull model: A Bayes study using MCMC approach based on progressive censoring data," Reliability Engineering and System Safety, Elsevier, vol. 100(C), pages 48-57.
    3. Plat, Richard, 2009. "Stochastic portfolio specific mortality and the quantification of mortality basis risk," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 123-132, August.
    4. Kondylis, Athanassios & Whittaker, Joe, 2008. "Spectral preconditioning of Krylov spaces: Combining PLS and PC regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2588-2603, January.
    5. Ouyang, Yaofu & Li, Peng, 2018. "On the nexus of financial development, economic growth, and energy consumption in China: New perspective from a GMM panel VAR approach," Energy Economics, Elsevier, vol. 71(C), pages 238-252.
    6. Paschalis Arvanitidis & Athina Economou & Christos Kollias, 2016. "Terrorism’s effects on social capital in European countries," Public Choice, Springer, vol. 169(3), pages 231-250, December.
    7. Rizvi, Syed Kumail Abbas & Rahat, Birjees & Naqvi, Bushra & Umar, Muhammad, 2024. "Revolutionizing finance: The synergy of fintech, digital adoption, and innovation," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
    8. Teerachai Amnuaylojaroen & Pavinee Chanvichit, 2024. "Historical Analysis of the Effects of Drought on Rice and Maize Yields in Southeast Asia," Resources, MDPI, vol. 13(3), pages 1-18, March.
    9. Weili Duan & Bin He & Daniel Nover & Guishan Yang & Wen Chen & Huifang Meng & Shan Zou & Chuanming Liu, 2016. "Water Quality Assessment and Pollution Source Identification of the Eastern Poyang Lake Basin Using Multivariate Statistical Methods," Sustainability, MDPI, vol. 8(2), pages 1-15, January.
    10. Adele Ravagnani & Fabrizio Lillo & Paola Deriu & Piero Mazzarisi & Francesca Medda & Antonio Russo, 2024. "Dimensionality reduction techniques to support insider trading detection," Papers 2403.00707, arXiv.org, revised May 2024.
    11. Cling, Jean-Pierre & Delecourt, Clément, 2022. "Interlinkages between the Sustainable Development Goals," World Development Perspectives, Elsevier, vol. 25(C).
    12. Hino, Hideitsu & Wakayama, Keigo & Murata, Noboru, 2013. "Entropy-based sliced inverse regression," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 105-114.
    13. Angelucci, Federica & Conforti, Piero, 2010. "Risk management and finance along value chains of Small Island Developing States. Evidence from the Caribbean and the Pacific," Food Policy, Elsevier, vol. 35(6), pages 565-575, December.
    14. Poskitt, D.S. & Sengarapillai, Arivalzahan, 2013. "Description length and dimensionality reduction in functional data analysis," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 98-113.
    15. Taner Akan & Tim Solle, 2022. "Do macroeconomic and financial governance matter? Evidence from Germany, 1950–2019," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(4), pages 993-1045, October.
    16. Paolo Rizzi & Paola Graziano & Antonio Dallara, 2018. "A capacity approach to territorial resilience: the case of European regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(2), pages 285-328, March.
    17. Pérez, Claudia & Claveria, Oscar, 2020. "Natural resources and human development: Evidence from mineral-dependent African countries using exploratory graphical analysis," Resources Policy, Elsevier, vol. 65(C).
    18. Zeynep Ozkok, 2015. "Financial openness and financial development: an analysis using indices," International Review of Applied Economics, Taylor & Francis Journals, vol. 29(5), pages 620-649, September.
    19. Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Governance,CO2 emissions and inclusive human development in Sub-Saharan Africa," Working Papers 25253, University of South Africa, Department of Economics.
    20. Anne M. Lausier & Shaleen Jain, 2018. "Diversity in global patterns of observed precipitation variability and change on river basin scales," Climatic Change, Springer, vol. 149(2), pages 261-275, July.

    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:97:y:2012:i:1:p:1-13. 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.