A single-loop reliability analysis strategy for time-dependent problems with small failure probability

Runan Cao, Zhili Sun, Jian Wang and Fanyi Guo

Reliability Engineering and System Safety, 2022, vol. 219, issue C

Abstract: In recent years, many time-dependent reliability methods have been proposed. However, these kinds of methods are barely applied in the field of small failure probability events. This paper proposes an efficient time-dependent reliability method based on the Kriging model and the importance sampling (IS) method. The new method is a single-loop strategy, which can obtain the failure probability varying with time. For complex reliability problems, the failure region usually includes multiple sub-regions, which is challenging to deal with though the traditional IS methods (such as the first-order reliability method-based IS method (FORM-IS) and the kernel-density-estimation-based IS method (KDE-IS)). In this paper, we improve the KDE-IS method to ensure that the sample points cover all the failure sub-regions as far as possible. Aiming at selecting a sample point that can improve the accuracy of failure probability effectively to refresh the Kriging model, this paper proposes a new criterion for selecting the best training point. For accuracy, a new stopping criterion is also defined. Finally, the efficiency and accuracy of the new method are verified by four examples.

Keywords: Time-dependent reliability; Importance sampling; The Kriging model; Kernel-density estimation; Small failure probability event (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:219:y:2022:i:c:s0951832021007080

DOI: 10.1016/j.ress.2021.108230

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