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Parameter sensitivity of system reliability using sequential compounding method
Highlights A method to compute parameter sensitivity of system reliability is proposed. Sensitivity formulations are derived by use of the sequential compounding method. The method is applicable to general problems, e.g., size, system type, correlation. The method is successfully demonstrated and tested by numerical examples. Parameter sensitivity of first-passage probability can be obtained by the method.
Abstract Computation of sensitivities of the ‘system’ failure probability with respect to various parameters is essential in reliability based design optimization (RBDO) and uncertainty/risk management of a complex engineering system. The system failure event is defined as a logical function of multiple component events representing failure modes, locations or time points. Recently, the sequential compounding method (SCM) was developed for efficient calculations of the probabilities of large-size, general system events for a wide range of correlation properties. To facilitate the use of SCM in RBDO and uncertainty/risk management under a constraint on the system failure probability, a method, termed as Chun–Song–Paulino (CSP) method, is developed in this paper to compute parameter sensitivities of system failure probability using SCM. For a parallel or series system, the derivative of the system failure probability with respect to the reliability index is analytically derived at the last step of the sequential compounding. For a general system, the sensitivity of the probability of the set involving the component of interest and the sensitivity of the system failure probability with respect to the super-component representing the set are computed respectively using the CSP method and combined by the chain-rule. The CSP method is illustrated by numerical examples, and successfully tested by examples covering a wide range of system event types, reliability indices, number of components, and correlation properties. The method is also applied to compute the sensitivity of the first-passage probability of a building structure under stochastic excitations, modeled by use of finite elements.
Parameter sensitivity of system reliability using sequential compounding method
Highlights A method to compute parameter sensitivity of system reliability is proposed. Sensitivity formulations are derived by use of the sequential compounding method. The method is applicable to general problems, e.g., size, system type, correlation. The method is successfully demonstrated and tested by numerical examples. Parameter sensitivity of first-passage probability can be obtained by the method.
Abstract Computation of sensitivities of the ‘system’ failure probability with respect to various parameters is essential in reliability based design optimization (RBDO) and uncertainty/risk management of a complex engineering system. The system failure event is defined as a logical function of multiple component events representing failure modes, locations or time points. Recently, the sequential compounding method (SCM) was developed for efficient calculations of the probabilities of large-size, general system events for a wide range of correlation properties. To facilitate the use of SCM in RBDO and uncertainty/risk management under a constraint on the system failure probability, a method, termed as Chun–Song–Paulino (CSP) method, is developed in this paper to compute parameter sensitivities of system failure probability using SCM. For a parallel or series system, the derivative of the system failure probability with respect to the reliability index is analytically derived at the last step of the sequential compounding. For a general system, the sensitivity of the probability of the set involving the component of interest and the sensitivity of the system failure probability with respect to the super-component representing the set are computed respectively using the CSP method and combined by the chain-rule. The CSP method is illustrated by numerical examples, and successfully tested by examples covering a wide range of system event types, reliability indices, number of components, and correlation properties. The method is also applied to compute the sensitivity of the first-passage probability of a building structure under stochastic excitations, modeled by use of finite elements.
Parameter sensitivity of system reliability using sequential compounding method
Chun, Junho (author) / Song, Junho (author) / Paulino, Glaucio H. (author)
Structural Safety ; 55 ; 26-36
2015-02-09
11 pages
Article (Journal)
Electronic Resource
English
Parameter sensitivity of system reliability using sequential compounding method
| Online Contents | 2015
| British Library Conference Proceedings | 2010