EconPapers    
Economics at your fingertips  
 

Generalized Reliability Importance Measure (GRIM) using Gaussian mixture

Taeyong Kim and Junho Song

Reliability Engineering and System Safety, 2018, vol. 173, issue C, 105-115

Abstract: In structural reliability analysis, it is often desirable to evaluate the relative contributions of random variables to the variability of the limit-state function in the failure domain. Based on the relative contributions, one can effectively reduce the dimension of the reliability problem or obtain useful insight and information. However, existing reliability importance measures, which are available as a by-product of reliability analysis by first-order reliability method (FORM), may not capture the contributions of random variables accurately when the limit-state surface shows a large curvature around the design point or multiple critical subdomains exist in the failure domain. To address the issue, this paper proposes a Generalized Reliability Importance Measure (GRIM) that can deal with multiple critical failure regions, large curvatures of limit-state surfaces and the correlation between the input random variables. By introducing Gaussian mixture and the regional participation factor, the failure domain is divided into several subdomains, and the relative contributions of random variables in each critical domain are evaluated. To facilitate the computations of GRIMs, the cross-entropy-based adaptive importance sampling technique (CE-AIS-GM) is employed to identify the locations of critical subdomains, their relative contributions and corresponding importance vectors. Eight numerical examples covering a variety of component and system reliability problems demonstrate the proposed method and its merits. The test results confirm robust performance against the number of important regions or the dimension. The proposed GRIMs and computational procedure are expected to provide more reliable measures for a wide range of component and system reliability problems. The supporting source code and data are available for download at https://github.com/TyongKim/GRIM.

Keywords: Reliability importance measure; Multiple design points; Gaussian mixture; Cross-entropy; System reliability; Structural reliability analysis; First-order reliability method (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0951832017308384
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: https://EconPapers.repec.org/RePEc:eee:reensy:v:173:y:2018:i:c:p:105-115

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
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-05-11
Handle: RePEc:eee:reensy:v:173:y:2018:i:c:p:105-115