Technical Papers
Apr 23, 2015

Emulator Model–Based Analytical Solution for Reliability Sensitivity Analysis

Publication: Journal of Engineering Mechanics
Volume 141, Issue 8

Abstract

Sensitivity analysis is frequently considered an essential component in engineering design. In the design process of engineered structures, the output is implicitly related with the input variables. The Kriging model, one of the most commonly used emulator models, is sometimes used for structure analysis. In order to efficiently estimate the sensitivities of failure probability or statistical moments of performance function with respect to distribution parameters of input variables, the analytical solutions are derived based on the Kriging model. Generally, the Kriging model can be expressed as a tensor product basis function, thus the multivariate integrals can be decomposed into the sum of univariate integrals, which makes it possible to solve the sensitivity of statistical moments with respect to distribution parameters of normal input variables by the properties of kernel functions. Next, the fourth-moment reliability sensitivity method is applied to compute the sensitivity of failure probability analytically. Numerical and engineering examples are introduced to demonstrate the accuracy and efficiency of the derived analytical solution of sensitivity of failure probability.

Get full access to this article

View all available purchase options and get full access to this article.

Acknowledgments

This work was supported by the Natural Science Foundation of China (Grant 51175425) and the Research Found for the Doctoral Program of Higher Education of China (Grant 20116102110003).

References

Chen, W., Ruichen, J., and Agus, S. (2005). “Analytical variance-based global sensitivity analysis in simulation-based design under uncertainty.” J. Mech. Des., 127(5), 875–886.
Currin, C., Mitchell, T., Morris, M. D., and Ylvisaker, D. (1991). “Bayesian prediction of deterministic functions, with applications to the design and analysis of computer experiments.” J. Am. Stat. Assoc., 86(416), 953–963.
Guan, X. L., and Melchers, R. E. (2001). “Effect of response surface parameter variation on structural reliability estimates.” Struct. Saf., 23(4), 429–444.
Karamchandani, A., and Cornell, C. A. (1991). “Sensitivity estimation within first and second order reliability methods.” Struct. Saf., 11(2), 95–107.
Kaymaz, I. (2005). “Application of Kriging method to structural reliability problems.” Struct. Saf., 27(2), 133–151.
Kaymaz, I., and McMahon, C. A. (2005). “A response surface method based on weighted regression for structural reliability analysis.” Probab. Eng. Mech., 20(1), 11–17.
Lataillade, A. D, et al. (2002). “Monte carlo method and sensitivity estimations.” J. Quant. Spectrosc. Radiat., 75(5), 529–538.
Lu, Z. Z., and Song, J. (2010). “Reliability sensitivity by method of moments.” Appl. Math. Modell., 34(10), 2860–2871.
Lucifredi, A., Mazzieri, C., and Rossi, M. (2000). “Application of multi-regressive linear models, dynamic Kriging models and neural network models to predictive maintenance of hydroelectric power systems.” Mech. Syst. Signal Process., 14(3), 471–494.
Melchers, R. E. (1989). “Importance sampling in structural system.” Struct. Saf., 6(1), 3–10.
Melchers, R. E., and Ahammed, M. (2004). “A fast approximate method for parameter sensitivity estimation in Monte Carlo structural reliability.” Comput. Struct., 82(1), 55–61.
Millwater, H. (2009). “Universal properties of kernel functions for probabilistic sensitivity analysis.” Probab. Eng. Mech., 24(1), 89–99.
Roger, M., Jan, C. M., and Noortwijk, V. (1999). “Local probabilistic sensitivity measures for comparing FORM and Monte Carlo calculations illustrated with dike ring reliability calculations.” Comput. Phys. Commun., 117(1-2), 86–98.
Rosenblueth, E. (1975). “Point estimation for probability moments.” Proc. Nat. Acad. Sci., 72(10), 3812–3814.
Rosenblueth, E. (1981). “Two-point estimates in probability.” Appl. Math. Modell., 5(5), 329–335.
Sacks, J., Schiller, S. B., and Welch, W. J. (1989). “Design for computer experiment.” Technometrics, 31(1), 41–47.
Sakata, S., Ashida, F., and Zako, M. (2003). “Structural optimization using kriging approximation.” Comput. Methods Appl. Mech. Eng., 192(7-8), 923–939.
Wang, P., Lu, Z. Z., and Tang, Z. C. (2013). “An application of the Kriging method in global sensitivity analysis with parameter uncertainty.” Appl. Math. Modell., 37(9), 6543–6555.
Zhang, L. G., Lu, Z. Z., Cheng, L., and Fan, C. Q. (2014). “A new method for evaluating Borgonovo moment-independent importance measure with its application in an aircraft structure.” Reliab. Eng. Syst. Saf., 132(2), 163–175.
Zhang, L. G., Lu, Z. Z, and Wang, P. (2015). “Efficient structural reliability analysis method based on advanced Kriging model.” Appl. Math. Modell., 39(2), 781–793.
Zhao, Y. G., and Ang, A. H. (2003). “System reliability assessment by method of moments.” J. Struct. Eng., 1341–1349.
Zhao, Y. G., and Ono, T. (2001). “Moment methods for structural reliability.” Struct. Saf., 23(1), 47–75.
Zhao, Y. G., and Ono, T. (2000). “New point estimates for probability moments.” J. Eng. Mech., 433–436.
Zhao, Y. G., and Ono, T. (2004). “On the problems of the fourth moment method.” Struct. Saf., 26(3), 343–347.

Information & Authors

Information

Published In

Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 141Issue 8August 2015

History

Received: Apr 24, 2014
Accepted: Oct 24, 2014
Published online: Apr 23, 2015
Published in print: Aug 1, 2015
Discussion open until: Sep 23, 2015

Permissions

Request permissions for this article.

Authors

Affiliations

Leigang Zhang [email protected]
Master Student, School of Aeronautics, Northwestern Polytechnical Univ., Shaanxi, Xi’an 710072, China. E-mail: [email protected]
Zhenzhou Lu [email protected]
Professor, School of Aeronautics, Northwestern Polytechnical Univ., Shaanxi, Xi’an 710072, China (corresponding author). E-mail: [email protected]
Ph.D. Candidate, School of Aeronautics, Northwestern Polytechnical Univ., Shaanxi, Xi’an 710072, China. E-mail: [email protected]
Zhangchun Tang [email protected]
Lecturer, School of Mechatronics Engineering, Electronic Science and Technology Univ., Sichuan, Chengdu 611731, China. E-mail: [email protected]

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share