A fast-convergence algorithm for reliability analysis based on the AK-MCS

Yifang Xiong and Suresh Sampath

Reliability Engineering and System Safety, 2021, vol. 213, issue C

Abstract: In the field of reliability engineering, assessing the probability of failure of an event is usually a computationally demanding task. One way of tackling this issue is by metamodelling, in which the original computational-expensive model is approximated by a simpler metamodel. A method called AK-MCS for Active learning reliability method combining Kriging and Monte Carlo Simulation, was developed for the metamodel construction, and proved effective in reliability analysis. However, the performance of the AK-MCS algorithm is sensitive to the candidate size and the Kriging trend. Moreover, it cannot take advantage of parallel computing, a highly efficient way to speed up the simulation process. Focusing on the identified issues, this study proposes three methods to improve algorithm performance: the candidate size control method, multiple trends method, and weighted clustering method. These three methods are integrated into the AK-MCS structure, with their individual and combined performances being tested using four examples. Results suggest that all three methods contribute to the improvement of algorithm efficiency. When the three methods working together, the computational time is reduced significantly, and in the meantime, higher accuracy can be achieved.

Keywords: Reliability; Kriging; Adaptive refinement; Monte Carlo simulation (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:213:y:2021:i:c:s0951832021002301

DOI: 10.1016/j.ress.2021.107693

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