TY - JOUR
T1 - Parameter global reliability sensitivity analysis with meta-models
T2 - A probability estimation-driven approach
AU - Yun, Wanying
AU - Lu, Zhenzhou
AU - He, Pengfei
AU - Jiang, Xian
AU - Dai, Ying
N1 - Publisher Copyright:
© 2020 Elsevier Masson SAS
PY - 2020/11
Y1 - 2020/11
N2 - Parameter global reliability sensitivity (PGRS) reflects the influence of imprecise distribution parameters of basic model input variables on the variation of failure probability. It can be measured by the variance decomposition item of the failure probability function (FPF). The variance decomposition item of FPF can be expanded to the mean square of the difference between the unconditional expectation of the FPF and the conditional expectation of the FPF. To simplify the calculation, this paper uses the absolute value item of the difference to replace the square item of the difference. They both can reflect accumulation of the differences. To transform the direct triple-loop estimation of PGRS into a single-loop calculation, this paper firstly uses Bayes formula to transform the calculation of PGRS into a single-loop sample classification process and a failure-conditional probability density function (PDF) estimation. Secondly, by using the interval-conditional feature to approximate the point-conditional feature, the estimation of failure-conditional PDF for the conditional imprecise distribution parameter is substituted by estimating the interval conditional probability. Finally, the adaptive Kriging model widely used in reliability analysis is introduced in the proposed algorithm to classify samples efficiently. The proposed method only requires one matrix of samples to analyze the PGRS of all imprecise distribution parameters. The effectiveness of the proposed method is verified by three examples.
AB - Parameter global reliability sensitivity (PGRS) reflects the influence of imprecise distribution parameters of basic model input variables on the variation of failure probability. It can be measured by the variance decomposition item of the failure probability function (FPF). The variance decomposition item of FPF can be expanded to the mean square of the difference between the unconditional expectation of the FPF and the conditional expectation of the FPF. To simplify the calculation, this paper uses the absolute value item of the difference to replace the square item of the difference. They both can reflect accumulation of the differences. To transform the direct triple-loop estimation of PGRS into a single-loop calculation, this paper firstly uses Bayes formula to transform the calculation of PGRS into a single-loop sample classification process and a failure-conditional probability density function (PDF) estimation. Secondly, by using the interval-conditional feature to approximate the point-conditional feature, the estimation of failure-conditional PDF for the conditional imprecise distribution parameter is substituted by estimating the interval conditional probability. Finally, the adaptive Kriging model widely used in reliability analysis is introduced in the proposed algorithm to classify samples efficiently. The proposed method only requires one matrix of samples to analyze the PGRS of all imprecise distribution parameters. The effectiveness of the proposed method is verified by three examples.
KW - Adaptive Kriging
KW - Bayes theorem
KW - Parameter global reliability sensitivity
KW - Probability estimation
KW - Single-loop estimation
UR - http://www.scopus.com/inward/record.url?scp=85089486145&partnerID=8YFLogxK
U2 - 10.1016/j.ast.2020.106040
DO - 10.1016/j.ast.2020.106040
M3 - 文章
AN - SCOPUS:85089486145
SN - 1270-9638
VL - 106
JO - Aerospace Science and Technology
JF - Aerospace Science and Technology
M1 - 106040
ER -