Global failure probability function estimation based on an adaptive strategy and combination algorithm

verfasst von

Xiukai Yuan, Yugeng Qian, Jingqiang Chen, Matthias G. R. Faes, Marcos A. Valdebenito, Michael Beer

Abstract

The failure probability function (FPF) expresses the probability of failure as a function of the distribution parameters associated with the random variables of a reliability problem. Knowledge on this FPF is of much relevance for reliability sensitivity analysis and reliability-based design optimisation. However, its calculation is usually a challenging task. Therefore, this paper presents an efficient approach for estimating the FPF based on an adaptive strategy and a combination algorithm. The proposed approach involves three basic elements: (1) a Weighted Importance Sampling approach, which allows determining local FPF estimates; (2) an adaptive strategy for determining at which realisations of the distribution parameters it is necessary to perform local FPF estimation; and (3) an optimal combination algorithm, which allows to aggregate local FPF estimations together to form a global estimate of the FPF. Test and practical examples are presented to demonstrate the efficiency and feasibility of the proposed approach.

Organisationseinheit(en)

Institut für Risiko und Zuverlässigkeit

Externe Organisation(en)

Xiamen University
Technische Universität Dortmund
The University of Liverpool
Tongji University

Typ

Artikel

Journal

Reliability Engineering and System Safety

Band

231

Anzahl der Seiten

1

ISSN

0951-8320

Publikationsdatum

03.2023

Publikationsstatus

Veröffentlicht

Peer-reviewed

Ja

ASJC Scopus Sachgebiete

Sicherheit, Risiko, Zuverlässigkeit und Qualität, Wirtschaftsingenieurwesen und Fertigungstechnik

Elektronische Version(en)

https://doi.org/10.1016/j.ress.2022.108937 (Zugang: Geschlossen)