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An improved active Kriging method for reliability analysis combining expected improvement and U learning functions

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  • Lingjie Wang
  • Yuqi Chen

Abstract

The reliability assessment of structures with multiple failure modes and small failure probability is challenging due to the time-consuming simulations required. Active learning Kriging methods for structural reliability with multiple failure modes have shown high computational efficiency and accuracy. However, selecting the appropriate sample and its failure mode to update the Kriging models remains a key problem. In this paper, we propose a new learning function and stopping criterion to further improve the efficiency of structural system reliability analysis. Firstly, we propose a new learning function that combines the expected improvement function and the U learning function. This function selects the most suitable samples, balancing the degree of expected improvement of samples to the limit state surface and the degree of misclassification probability of samples. Secondly, we propose a new stopping criterion that considers both the accurate construction of limit state surfaces and the probability of accurately predicting the signs of samples. This criterion avoids premature or late termination of the active learning process. Thirdly, the sequential MCS simulation method is employed in the active learning process to efficiently evaluate small failure probability problems. By analyzing four examples, we verify the accuracy and efficiency of the proposed structural reliability analysis method.

Suggested Citation

  • Lingjie Wang & Yuqi Chen, 2024. "An improved active Kriging method for reliability analysis combining expected improvement and U learning functions," Journal of Risk and Reliability, , vol. 238(4), pages 764-776, August.
  • Handle: RePEc:sae:risrel:v:238:y:2024:i:4:p:764-776
    DOI: 10.1177/1748006X231174666
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    References listed on IDEAS

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    1. Yang, Seonghyeok & Lee, Mingyu & Lee, Ikjin, 2023. "A new sampling approach for system reliability-based design optimization under multiple simulation models," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    2. Jiang, Chen & Qiu, Haobo & Gao, Liang & Wang, Dapeng & Yang, Zan & Chen, Liming, 2020. "EEK-SYS: System reliability analysis through estimation error-guided adaptive Kriging approximation of multiple limit state surfaces," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
    3. Wang, Zeyu & Shafieezadeh, Abdollah, 2019. "REAK: Reliability analysis through Error rate-based Adaptive Kriging," Reliability Engineering and System Safety, Elsevier, vol. 182(C), pages 33-45.
    4. Yang, Seonghyeok & Jo, Hwisang & Lee, Kyungeun & Lee, Ikjin, 2022. "Expected system improvement (ESI): A new learning function for system reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
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