Two Efficient AK-Based Global Reliability Sensitivity Methods by Elaborative Combination of Bayes' Theorem and the Law of Total Expectation in the Successive Intervals without Overlapping

Wanying Yun, Zhenzhou Lu, Kaixuan Feng, Xian Jiang, Pan Wang, Luyi Li

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

The global reliability sensitivity index (GRSI) can measure the effect of model input variable on the failure probability of the structure and provide guidance for the reliability-based design optimization. In this paper, to efficiently estimate the GRSI, an equivalent form of the GRSI is derived by elaborative combination of Bayes' theorem and the law of total expectation in the successive intervals without overlapping, and it not only makes the total computational cost independent of the dimensionality of model inputs, but also avoids approximating the probability density function approximation used in the existing Bayes' theorem based global reliability sensitivity analysis. For further improving the efficiency of estimating the GRSI by the equivalent form, two algorithms are presented by nesting the adaptive Kriging (AK) into Monte Carlo simulation (MCS) and importance sampling (IS), respectively, which are abbreviated as AK-MCS and AK-IS. Results of one numerical example and four engineering applications show that the number of model evaluations by the AK-IS is less than text2% of that by direct IS, and the model evaluation number by AK-MCS is less than text 4 of that by direct MCS under the convergent condition. The results illustrate that the proposed methods for estimating the GRSI are practical for engineering applications.

Original languageEnglish
Article number8668547
Pages (from-to)260-276
Number of pages17
JournalIEEE Transactions on Reliability
Volume69
Issue number1
DOIs
StatePublished - Mar 2020

Keywords

  • Bayes' theorem
  • dimensionality-independency
  • global reliability sensitivity (GRS) analysis
  • Kriging model
  • law of total expectation in the successive intervals without overlapping

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