Economics at your fingertips  

A new unequal-weighted sampling method for efficient reliability analysis

Jun Xu and Fan Kong

Reliability Engineering and System Safety, 2018, vol. 172, issue C, 94-102

Abstract: In this paper, a new method for efficient reliability analysis is proposed. The proposed method utilizes the Voronoi cells to partition the random-variate space into several sub-spaces and the kernel density estimation to approximate the failure probability in each sub-space. The optimal bandwidth for the kernel is also suggested. Then, the failure probability can be conveniently evaluated by a weighted summation over each sub-space (sampling point). Since the weight for each sub-space (sampling point) is not identical, this method is referred to as the unequal-weighted sampling method for reliability analysis. Numerical implementation procedure of the proposed method is also outlined. Several numerical examples are investigated to verify the proposed method, where the results are compared with those of Monte Carlo simulation and subset simulation methods. It is demonstrated that the proposed method can achieve the tradeoff of accuracy and efficiency for reliability analysis. Problems to be further studied are also pointed out.

Keywords: Failure probability; Random-variate space; Voronoi cell; Kernel density estimation; Optimal bandwidth (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed

Downloads: (external link)
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares

More articles in Reliability Engineering and System Safety from Elsevier
Series data maintained by Dana Niculescu ().

Page updated 2018-02-24
Handle: RePEc:eee:reensy:v:172:y:2018:i:c:p:94-102