.png){kind=icon}
Return
Sensitivity analysis of system reliability using the complex-step derivative approximation
.png){kind=icon}
PRE
AI
DOI：10.1016/j.ress.2021.107814.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
Sensitivity analysis of system failure probability is performed to evaluate the dependence of system reliability on design parameters or component events. Sensitivity analysis is integral for the implementation of efficient gradient-based optimization algorithms in system reliability-based design optimization, and for risk-informed decision-making. This paper presents a method for sensitivity analysis of system failure probability using complex-step differentiation. Many derivative approximations use a small step size to minimize subtractive cancellation errors. The complex-step approximation utilizes an imaginary number, such that the subtractive cancellation is not included in the formulation, resulting in calculations without the associated round-off error. The level of accuracy in sensitivity analysis using the finite difference method (FDM) can vary with change in the step size, which is generally selected arbitrarily, as the actual effect of the step size on the result itself is difficult to predict prior to actual calculation. The complex-step approximation, however, is not confined by the step size, as subtraction cancellation is not included. Compared to the FDM, the complex step approximation has only one limit, the numerical precision of evaluating the function. The proposed method integrates complex-step differentiation into a numerical integration scheme, for the assessment of system reliability and sensitivity. System failure probability and sensitivity are obtained by taking the real and imaginary part of the cumulative distribution function, which is numerically evaluated using the proposed method. The computational efficiency for system reliability problems involving high dimensionality is improved with the utilization of a dimension reduction technique. Numerical examples of sensitivity analysis for series, parallel, and general systems are presented to illustrate the performance of the proposed method.
Keywords:
Sensitivity analysis
system reliability
complex-step derivative approximation
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
R
IF:
11
Papers:
9.0K
Citations:
4.2W
Organization
Cited Papers
ShareSaveParameter sensitivity of system reliability using sequential compounding method.png)
STRUCTURAL SAFETY
STRUCTURAL SAFETYIF6.3
PREAI
ShareSaveShareSaveShareSaveShareSaveA fast approximate method for parameter sensitivity estimation in Monte Carlo structural reliability
PREAI
ShareSave
View more