An efficient analytical Bayesian method for reliability and system response updating based on Laplace and inverse first-order reliability computations

Xuefei Guan, Jingjing He, Ratneshwar Jha and Yongming Liu

Reliability Engineering and System Safety, 2012, vol. 97, issue 1, 1-13

Abstract: This paper presents an efficient analytical Bayesian method for reliability and system response updating without using simulations. The method includes additional information such as measurement data via Bayesian modeling to reduce estimation uncertainties. Laplace approximation method is used to evaluate Bayesian posterior distributions analytically. An efficient algorithm based on inverse first-order reliability method is developed to evaluate system responses given a reliability index or confidence interval. Since the proposed method involves no simulations such as Monte Carlo or Markov chain Monte Carlo simulations, the overall computational efficiency improves significantly, particularly for problems with complicated performance functions. A practical fatigue crack propagation problem with experimental data, and a structural scale example are presented for methodology demonstration. The accuracy and computational efficiency of the proposed method are compared with traditional simulation-based methods.

Keywords: Reliability updating; Bayesian; First-order reliability method; FORM; Inverse reliability method; Inverse FORM; Laplace (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:97:y:2012:i:1:p:1-13

DOI: 10.1016/j.ress.2011.09.008

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