PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
Tytuł artykułu

Reliability analysis method of coupling optimal importance sampling density and multi-fidelity Kriging model

Treść / Zawartość
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The commonly used reliability analysis approaches for Kriging-based models are usually conducted based on high-fidelity Kriging models. However, high-fidelity surrogate models are commonly costly. Therefore, in order to balance the calculation expense and calculation time of the surrogate model, this paper proposes a multi-fidelity Kriging model reliability analysis approach with coupled optimal important sampling density (OISD+MFK). First, the MEI learning function is proposed considering the training sample distance, model computation cost, expected improvement function, and model relevance. Second, a dynamic stopping condition is proposed that takes into account the failure probability estimation error. Finally, the optimal importance sampling density is incorporated into the reliability analysis process, which can effectively reduce failure probability estimation error. The results of the study show that the approach proposed in this paper can reduce the calculation cost while outputting relatively accurate failure probability evaluation results.
Rocznik
Strony
art. no. 161893
Opis fizyczny
Bibliogr. 36 poz., rys., tab., wykr.
Twórcy
autor
  • Aeronautical Engineering College, Civil Aviation Flight University of China, Guanghan 618307, Sichuan, China
autor
  • Anyang Key Laboratory of Advanced Aeronautical Materials and Processing Technology, Anyang Institute of Technology, Anyang 455099, China
autor
  • Yangtze Delta Region Institute (Huzhou), University of Electronic Science and Technology of China, Huzhou 313001, Zhejiang, China
  • Institute of Electronic and Information Engineering in Guangdong, University of Electronic Science and Technology of China, Dongguan 523808, Guangdong, China
  • School of Mechanical and Electrical Engineering, University of Electronic Science and Technology of China, Chengdu 611731, Sichuan, China
autor
  • Anyang Key Laboratory of Advanced Aeronautical Materials and Processing Technology, Anyang Institute of Technology, Anyang 455099, China
  • School of Mechanical Engineering, Anyang Institute of Technology, Anyang 455099, China
Bibliografia
  • 1. Du X P, Hu Z. First order reliability method with truncated random variables. Journal of Mechanical Design 2012; 134: 091005 (1-9), https://doi.org/10.1115/1.4007150.
  • 2. Papadimitriou D I, Mourelatos Z P, Hu Z. Reliability analysis using second-order saddlepoint approximation and mixture distributions. Journal of Mechanical Design 2019; 141(2): 021401, https://doi.org/10.1115/1.4041370.
  • 3. Depina I, Le T M H, Fenton G, et al. Reliability analysis with Metamodel Line Sampling. Structural Safety 2016; 60: 1–15, https://doi.org/10.1016/j.strusafe.2015.12.005.
  • 4. Nie J, Ellingwood B R. Directional methods for structural reliability analysis. Structural Safety 2000; 22(3): 233–49, https://doi.org/10.1016/S0167-4730(00)00014-X.
  • 5. Denny M. Introduction to importance sampling in rare-event simulations. European Journal of Physics 2001; 22(4): 403–11, https://doi.org/10.1088/0143-0807/22/4/315.
  • 6. Tamimi S, Amadei B, Frangopol D M. Monte Carlo simulation of rock slope reliability. Computers and Structures 1989; 33: 1495–505, https://doi.org/10.1016/0045-7949(89)90489-6.
  • 7. Da Silva A M L, Fernandez R A G, Singh C. Generating capacity reliability evaluation based on Monte Carlo simulation and cross-entropy methods. IEEE Transactions on Power Systems 2010; 25(1): 129-137, https://doi.org/10.1109/TPWRS.2009.2036710.
  • 8. Papaioannou I, Betz W, Zwirglmaier K, et al. MCMC algorithms for subset simulation. Probabilistic Engineering Mechanics 2015; 41: 89-103, https://doi.org/10.1016/j.probengmech.2015.06.006.
  • 9. Jiang C, Qiu H B, Gao L, et al. Real-time estimation error-guided active learning Kriging method for time-dependent reliability analysis. Applied Mathematical Modelling 2020; 77: 82-98, https://doi.org/10.1016/j.apm.2019.06.035.
  • 10. Sacks J, Welch W J, Mitchell T J, et al. Design and analysis of computer experiments. Statistical science 1989; 4(4): 409-423, https://doi.org/10.1214/ss/1177012413.
  • 11. Parnianifard A, Azfanizam A S, Ariffin M K A, et al. Crossing weighted uncertainty scenarios assisted distribution-free metamodel-based robust simulation optimization. Engineering with Computers 2020; 36: 139-150, https://doi.org/10.1007/s00366-018-00690-0.
  • 12. Gutmann H M. A radial basis function method for global optimization. Journal of global optimization 2001; 19(3): 201-227, https://doi.org/10.1023/A:1011255519438.
  • 13. Zheng Y, Das P K. Improved response surface method and its application to stiffened plate reliability analysis. Engineering structures 2000; 22(5): 544-551, https://doi.org/10.1016/S0141-0296(98)00136-9.
  • 14. Meng D B, Yang S Q, Zhang Y, et al. Structural reliability analysis and uncertainties‐based collaborative design and optimization of turbine blades using surrogate model. Fatigue & Fracture of Engineering Materials & Structures 2019; 42(6): 1219-1227, https://doi.org/10.1111/ffe.12906.
  • 15. Marelli S, Sudret B. An active-learning algorithm that combines sparse polynomial chaos expansions and bootstrap for structural reliability analysis. Structural Safety 2018; 75: 67–74, https://doi.org/10.1016/j.strusafe.2018.06.003.
  • 16. Blatman G, Sudret B. Adaptive sparse polynomial chaos expansion based on least angle regression. Journal of computational Physics 2011; 230(6): 2345-2367, https://doi.org/10.1016/j.jcp.2010.12.021.
  • 17. Torre E, Marelli S, Embrechts P, et al. Data-driven polynomial chaos expansion for machine learning regression. Journal of Computational Physics 2019; 388: 601-623, https://doi.org/10.1016/j.jcp.2019.03.039.
  • 18. Smola A J, Schölkopf B. A tutorial on support vector regression. Statistics and computing 2004; 14(3): 199-222, https://doi.org/10.1023/B:STCO.0000035301.49549.88.
  • 19. Lecerf M, Allaire D, Willcox K. Methodology for dynamic data-driven online flight capability estimation. AIAA Journal 2015; 53(10): 3073-3087, https://doi.org/10.2514/1.J053893.
  • 20. Bichon B J, Eldred M S, Swiler L P, et al. Efficient global reliability analysis for nonlinear implicit performance functions. AIAA journal 2008; 46(10): 2459-2468, https://doi.org/10.2514/1.34321.
  • 21. Echard B, Gayton N, Lemaire M. AK-MCS: an active learning reliability method combining Kriging and Monte Carlo simulation. Structural Safety 2011; 33(2): 145-154, https://doi.org/10.1016/j.strusafe.2011.01.002.
  • 22. Jones D R, Schonlau M, Welch W J. Efficient global optimization of expensive black-box functions. Journal of Global optimization 1998; 13(4): 455-492, https://doi.org/10.1023/A:1008306431147.
  • 23. Zhi P P, Yun G L, Wang Z L, et al. A Novel Reliability Analysis Approach under Multiple Failure Modes Using an Adaptive MGRP Model[J]. Applied Sciences 2022; 12(18): 8961, https://doi.org/10.3390/app12188961.
  • 24. Xiao N C, Yuan K, Zhan H. System reliability analysis based on dependent Kriging predictions and parallel learning strategy. Reliability Engineering & System Safety 2022; 218: 108083, https://doi.org/10.1016/j.ress.2021.108083
  • 25. Lv Z Y, Lu Z Z, Wang P. A new learning function for Kriging and its applications to solve reliability problems in engineering. Computers & Mathematics with Applications 2015; 70(5): 1182-1197, https://doi.org/10.1016/j.camwa.2015.07.004.
  • 26. Sun Z L, Wang J, Li R, et al. LIF: A new Kriging based learning function and its application to structural reliability analysis. Reliability Engineering & System Safety 2017; 157: 152-165, https://doi.org/10.1016/j.ress.2016.09.003.
  • 27. Zhang X F, Wang L, Sørensen J D. REIF: A novel active-learning function toward adaptive Kriging surrogate models for structural reliability analysis. Reliability Engineering & System Safety 2019;185: 440–54, https://doi.org/10.1016/j.ress.2019.01.014.
  • 28. Hu Z, Mahadevan S. Global sensitivity analysis-enhanced surrogate (GSAS) modeling for reliability analysis. Structural and Multidisciplinary Optimization 2016; 53(3): 501-521, https://doi.org/10.1007/s00158-015-1347-4.
  • 29. Wang Z Y, Shafieezadeh A. ESC: an efficient error-based stopping criterion for kriging-based reliability analysis methods. Structural and Multidisciplinary Optimization 2019; 59(5): 1621-1637, https://doi.org/10.1007/s00158-018-2150-9.
  • 30. Yi J X, Zhou Q, Cheng Y S, et al. Efficient adaptive Kriging-based reliability analysis combining new learning function and error-based stopping criterion. Structural and Multidisciplinary Optimization 2020; 62: 2517–36, https://doi.org/10.1007/s00158-020-02622-3.
  • 31. Qian PZG, Wu CFJ. Bayesian hierarchical modeling for integrating low-accuracy and high-accuracy experiments. Technometrics 2008;50(2): 192–204, https://doi.org/10.1198/004017008000000082.
  • 32. Zhou Q, Wang Y, Choi S-K, et al. A robust optimization approach based on multi-fidelity metamodel. Structural and Multidisciplinary Optimization. 2018;57 (2): 775–97, https://doi.org/10.1007/s00158-017-1783-4.
  • 33. Chaudhuri A, Marques A N, Willcox K. mfEGRA: Multifidelity efficient global reliability analysis through active learning for failure boundary location. Structural and Multidisciplinary Optimization 2021; 64(2): 797-811, https://doi.org/10.1007/s00158-021-02892-5.
  • 34. Lefebvre J P, Dompierre B, Robert A, et al. Failure probability assessment using co-kriging surrogate models. Procedia Engineering 2015; 133: 622-630, https://doi.org/10.1016/j.proeng.2015.12.640.
  • 35. Cheng J, Lin Q, Yi J X. An enhanced variable-fidelity optimization approach for constrained optimization problems and its parallelization. Structural and Multidisciplinary Optimization 2022; 65(7): 1-21, https://doi.org/10.1007/s00158-022-03283-0.
  • 36. Forrester A I J, Sóbester A, Keane A J. Multi-fidelity optimization via surrogate modelling. Proceedings of the royal society a: mathematical, physical and engineering sciences, 2007; 463(2088): 3251-3269, https://doi.org/10.1098/rspa.2007.1900
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-e8d934b0-6920-4980-aafd-6221cd582056
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.