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Global failure probability function estimation based on an adaptive strategy and combination algorithm
DOI:10.1016/j.ress.2022.108937.png)
Abstract
En 中文
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.
Keywords:
Failure probability function
Importance sampling
Combination algorithm
Adaptive strategy
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