DOI QR코드

DOI QR Code

Capabilities of stochastic response surface method and response surface method in reliability analysis

  • Jiang, Shui-Hua (State Key Laboratory of Water Resources and Hydropower Engineering Science, Key Laboratory of Rock Mechanics in Hydraulic Structural Engineering (Ministry of Education), Wuhan University) ;
  • Li, Dian-Qing (State Key Laboratory of Water Resources and Hydropower Engineering Science, Key Laboratory of Rock Mechanics in Hydraulic Structural Engineering (Ministry of Education), Wuhan University) ;
  • Zhou, Chuang-Bing (State Key Laboratory of Water Resources and Hydropower Engineering Science, Key Laboratory of Rock Mechanics in Hydraulic Structural Engineering (Ministry of Education), Wuhan University) ;
  • Zhang, Li-Min (Department of Civil and Environmental Engineering, The Hong Kong University of Science and Technology)
  • Received : 2013.02.27
  • Accepted : 2013.12.10
  • Published : 2014.01.10

Abstract

The stochastic response surface method (SRSM) and the response surface method (RSM) are often used for structural reliability analysis, especially for reliability problems with implicit performance functions. This paper aims to compare these two methods in terms of fitting the performance function, accuracy and efficiency in estimating probability of failure as well as statistical moments of system output response. The computational procedures of two response surface methods are briefly introduced first. Then their capabilities are demonstrated and compared in detail through two examples. The results indicate that the probability of failure mainly reflects the accuracy of the response surface function (RSF) fitting the performance function in the vicinity of the design point, while the statistical moments of system output response reflect the accuracy of the RSF fitting the performance function in the entire space. In addition, the performance function can be well fitted by the SRSM with an optimal order polynomial chaos expansion both in the entire physical and in the independent standard normal spaces. However, it can be only well fitted by the RSM in the vicinity of the design point. For reliability problems involving random variables with approximate normal distributions, such as normal, lognormal, and Gumbel Max distributions, both the probability of failure and statistical moments of system output response can be accurately estimated by the SRSM, whereas the RSM can only produce the probability of failure with a reasonable accuracy.

Keywords

References

  1. Ang, A.H.S. and Tang, W.H. (2007), Probability concepts in engineering: emphasis on applications to civil and environmental engineering, 2nd Edition, John Wiley and Sons, New York, NY, USA.
  2. Basaga, H.B., Bayraktar, A. and Kaymaz, I. (2012), "An improved response surface method for reliability analysis of structures", Struct. Eng. Mech., 42(2), 175-189. https://doi.org/10.12989/sem.2012.42.2.175
  3. Box, G.E.P. and Wilson, K.B. (1951), "On the experimental attainment of optimum conditions (with discussion)", J. R. Stat. Soc. B, 13(1), 1-45.
  4. Bucher, C.G. and Bourgund, U. (1990), "A fast and efficient response surface approach for structural reliability problems", Struct. Saf., 7(1), 57-66. https://doi.org/10.1016/0167-4730(90)90012-E
  5. Cameron, R. and Martin, W. (1947), "The orthogonal development of nonlinear functional in series of Fourier Hermite functional", Ann. Math., 48(2), 385-392. https://doi.org/10.2307/1969178
  6. Cheng, J., Li, Q.S. and Xiao, R.C. (2008), "A new artificial neural network-based response surface method for structural reliability analysis", Probabilist. Eng. Mech., 23(1), 51-63. https://doi.org/10.1016/j.probengmech.2007.10.003
  7. Cheng, J. and Li, Q.S. (2009), "Application of the response surface methods to solve inverse reliability problems with implicit response functions", Computat. Mech., 43(4), 451-459. https://doi.org/10.1007/s00466-008-0320-0
  8. Das, P. K. and Zheng, Y. (2002), "Cumulative formation of response surface and its use in reliability analysis", Probabilist. Eng. Mech., 15(4), 309-315.
  9. Der Kiureghian, A., Lin, H.Z. and Hwang, S.J. (1987), "Second order reliability approximations", J. Eng. Mech., 113(8), 1208-1225. https://doi.org/10.1061/(ASCE)0733-9399(1987)113:8(1208)
  10. Ditlevsen, O. and Madsen, H.O. (1996), Structural Reliability Methods, John Wiley and Sons, New York, NY, USA.
  11. Duprat, F. and Sellier, A. (2006), "Probabilistic approach to corrosion risk due to carbonation via an adaptive response surface method", Probabilist. Eng. Mech., 21(3), 207-216. https://doi.org/10.1016/j.probengmech.2005.11.001
  12. Eldred, M.S., Webster, C.G. and Constantine, P. (2008), "Evaluation of non-intrusive approaches for Wiener-Askey generalized polynomial chaos", Proceedings of the 10th AIAA nondeterministic approaches conference, Schaumburg, IL, AIAA-2008-1892.
  13. Faravelli, L. (1989), "Response surface approach for reliability analysis", J. Eng. Mech., 115(12), 2763-2781. https://doi.org/10.1061/(ASCE)0733-9399(1989)115:12(2763)
  14. Gavin, H.P. and Yau, S.C. (2008), "High-order limit state functions in the response surface method for structural reliability analysis", Struct. Saf., 30(2), 162-179. https://doi.org/10.1016/j.strusafe.2006.10.003
  15. Gomes, H.M. and Awruch, A.M. (2004), "Comparison of response surface method and neural network with other methods for structural reliability analysis", Struct. Saf., 26(1), 49-67. https://doi.org/10.1016/S0167-4730(03)00022-5
  16. Hasofer, A.M. and Lind, N.C. (1974), "Exact and invariant second moment code format", J. Eng. Mech., 100(1), 111-121.
  17. Huang, S.P., Liang, B. and Phoon, K.K. (2009), "Geotechnical probabilistic analysis by collocation-based stochastic response surface method- An EXCEL add-in implementation", Georisk, 3(2), 75-86.
  18. Isukapalli, S.S. (1999), "Uncertainty analysis of transport transformation models", Ph. D. Dissertation, The State University of New Jersey, New Brunswick, New Jersey, USA.
  19. Jiang, S.H., Li, D.Q., Zhang, L.M. and Zhou C.B. (2013), "Slope reliability analysis considering spatially variable shear strength parameters using a non-intrusive stochastic finite element method", Eng. Geol., 168, 120-128.
  20. Kaymaz, I. and McMahon, C.A. (2005), "A response surface method based on weighted regression for structural reliability analysis", Probabilist. Eng. Mech., 20(1), 11-17. https://doi.org/10.1016/j.probengmech.2004.05.005
  21. Kim, S.H. and Na, S.W. (1997), "Response surface method using vector projection sampling points", Struct. Saf., 19(1), 3-19. https://doi.org/10.1016/S0167-4730(96)00037-9
  22. Li, D.Q., Chen, Y.F., Lu, W.B. and Zhou, C.B. (2011), "Stochastic response surface method for reliability analysis of rock slopes involving correlated non-normal variables", Comput. Geotech., 38(1), 58-68. https://doi.org/10.1016/j.compgeo.2010.10.006
  23. Li, D.Q., Wu, S.B., Zhou C.B. and Phoon, K. K. (2012), "Performance of translation approach for modeling correlated non-normal variables", Struct. Saf., 39: 52-61. https://doi.org/10.1016/j.strusafe.2012.08.001
  24. Li, D.Q., Jiang, S.H., Chen, Y.F. and Zhou, C.B. (2013a), "Reliability analysis of serviceability performance for an underground cavern using a non-intrusive stochastic method", Environ. Earth. Sci., DOI:10.1007/s12665-013-2521-x.
  25. Li, D.Q., Jiang, S.H., Cheng, Y. G. and Zhou, C.B. (2013b), "A comparative study of three collocation point methods for odd order stochastic response surface method", Struct. Eng. Mech., 45(5), 595-611. https://doi.org/10.12989/sem.2013.45.5.595
  26. Li, D.Q., Phoon, K.K., Wu, S.B., Chen, Y.F. and Zhou C.B. (2013c), "Impact of translation approach for modelling correlated non-normal variables on parallel system reliability", Struct. Infrastruct. E., 9(10), 969-982. https://doi.org/10.1080/15732479.2011.652968
  27. Li, H. and Zhang, D.X. (2007), "Probabilistic collocation method for flow in porous media: comparisons with other stochastic method", Water Resour. Res., 43(W09409), DOI:10.1029/2006 WR005673.
  28. Li, H.S., Lu, Z.Z. and Qiao, H.W. (2010), "A new high-order response surface method for structural reliability analysis", Struct. Eng. Mech., 34(6), 779-799. https://doi.org/10.12989/sem.2010.34.6.779
  29. Lin, K., Qiu, H.B., Gao, L. and Sun, Y.F. (2009), "Comparison of stochastic response surface method and response surface method for structure reliability analysis", Second International Conference on Intelligent Computation Technology and Automation, Changsha, China, October.
  30. Mao, N., Al-Bittar, T. and Soubra, A.H. (2012), "Probabilistic analysis and design of strip foundations resting on rocks obeying Hoek-Brown failure criterion", Int. J. Rock Mech. Min., 49(1), 45-58. https://doi.org/10.1016/j.ijrmms.2011.11.005
  31. Melchers, R.E. (1989), "Importance sampling in structural systems", Struct. Saf., 6(1), 3-10. https://doi.org/10.1016/0167-4730(89)90003-9
  32. Melchers, R.E. (1999), Structural reliability analysis and prediction, 2nd Edition, John Wiley and Sons, Chichester.
  33. Milani, G. and Benasciutti, D. (2010), "Homogenized limit analysis of masonry structures with random input properties: polynomial Response surface approximation and Monte Carlo simulations", Struct. Eng. Mech., 34(4), 417-447. https://doi.org/10.12989/sem.2010.34.4.417
  34. Nataf, A. (1962), "Determination des distributions de probabilite dont les marges sont donnees", Comptes Rendus de l'Academie des Sciences, 225, 42-43.
  35. Nguyen, X.S., Sellier, A., Duprat, F. and Pons, G. (2009), "Adaptive response surface method based on a double weighted regression technique", Probabilist. Eng. Mech., 24(2), 135-143. https://doi.org/10.1016/j.probengmech.2008.04.001
  36. Roussouly, N., Petitjean, F., Salaun, M. (2013), "A new adaptive response surface method for reliability analysis", Probabilist. Eng. Mech., 32, 103-115. https://doi.org/10.1016/j.probengmech.2012.10.001
  37. Sudret, B. (2008), "Global sensitivity analysis using polynomial chaos expansion", Reliab. Eng. Syst. Safe., 93(7), 964-979. https://doi.org/10.1016/j.ress.2007.04.002
  38. Tang, X.S., Li, D.Q., Chen, Y.F., Zhou, C.B. and Zhang, L.M. (2012), "Improved knowledge-based clustered partitioning approach and its application to slope reliability analysis", Comput. Geotech., 45, 34-43. https://doi.org/10.1016/j.compgeo.2012.05.001
  39. Tatang, M.A., Pan, W., Prinn, R.G. and McRae, G.J. (1997), "An efficient method for parametric uncertainty analysis of numerical geophysical models", J. Geophys. Res., 102(D18), 21925-21932. https://doi.org/10.1029/97JD01654
  40. Xiu, D.B. and Karniadakis, G.E. (2003), "Modeling uncertainty in flow simulations via generalized polynomial chaos", J. Comput. Phys., 187(1), 137-167. https://doi.org/10.1016/S0021-9991(03)00092-5

Cited by

  1. Genetic algorithm optimized Taylor Kriging surrogate model for system reliability analysis of soil slopes vol.14, pp.2, 2017, https://doi.org/10.1007/s10346-016-0736-0
  2. An efficient simulation method for reliability analysis of systems with expensive-to-evaluate performance functions vol.55, pp.5, 2015, https://doi.org/10.12989/sem.2015.55.5.979
  3. Reliability-based design optimization of structural systems using a hybrid genetic algorithm vol.52, pp.6, 2014, https://doi.org/10.12989/sem.2014.52.6.1099
  4. Sensitivity-based reliability analysis of earth slopes using finite element method vol.6, pp.6, 2014, https://doi.org/10.12989/gae.2014.6.6.545
  5. Efficient System Reliability Analysis of Slope Stability in Spatially Variable Soils Using Monte Carlo Simulation vol.141, pp.2, 2015, https://doi.org/10.1061/(ASCE)GT.1943-5606.0001227
  6. A multiple response-surface method for slope reliability analysis considering spatial variability of soil properties vol.187, 2015, https://doi.org/10.1016/j.enggeo.2014.12.003
  7. Probabilistic analysis of groundwater and radionuclide transport model from near surface disposal facilities vol.12, pp.1, 2018, https://doi.org/10.1080/17499518.2017.1329538
  8. Reliability sensitivities with fuzzy random uncertainties using genetic algorithm vol.60, pp.3, 2016, https://doi.org/10.12989/sem.2016.60.3.413
  9. Modeling daily dissolved oxygen concentration using modified response surface method and artificial neural network: a comparative study 2017, https://doi.org/10.1007/s00521-017-2917-8
  10. Efficient system reliability analysis of soil slopes using multivariate adaptive regression splines-based Monte Carlo simulation vol.79, 2016, https://doi.org/10.1016/j.compgeo.2016.05.001
  11. Modified Response-Surface Method: New Approach for Modeling Pan Evaporation vol.22, pp.10, 2017, https://doi.org/10.1061/(ASCE)HE.1943-5584.0001541
  12. Detection of Fatigue Crack in Basalt FRP Laminate Composite Pipe using Electrical Potential Change Method vol.842, 2017, https://doi.org/10.1088/1742-6596/842/1/012079
  13. A Gaussian process-based response surface method for structural reliability analysis vol.56, pp.4, 2015, https://doi.org/10.12989/sem.2015.56.4.549
  14. System Reliability Analysis of Soil Slopes Using an Advanced Kriging Metamodel and Quasi–Monte Carlo Simulation vol.18, pp.8, 2018, https://doi.org/10.1061/(ASCE)GM.1943-5622.0001209
  15. 인공신경망 기반의 응답면 기법을 이용한 사면의 지진에 대한 취약도 곡선 작성 vol.32, pp.11, 2016, https://doi.org/10.7843/kgs.2016.32.11.31
  16. EPC method for delamination assessment of basalt FRP pipe: electrodes number effect vol.4, pp.1, 2014, https://doi.org/10.12989/smm.2017.4.1.069
  17. Delamination evaluation on basalt FRP composite pipe by electrical potential change vol.4, pp.5, 2017, https://doi.org/10.12989/aas.2017.4.5.515
  18. High performance estimations of natural frequency of basalt FRP laminated plates with intermediate elastic support using response surfaces method vol.20, pp.2, 2014, https://doi.org/10.21595/jve.2017.18456
  19. Reliability Analysis for Bypass Seepage Stability of Complex Reinforced Earth-Rockfill Dam with High-Order Practical Stochastic Response Surface Method vol.2019, pp.None, 2014, https://doi.org/10.1155/2019/8261961
  20. Full-Space Response Surface Method for Analysis of Structural Reliability vol.20, pp.8, 2014, https://doi.org/10.1142/s0219455420500960
  21. Nano-delamination monitoring of BFRP nano-pipes of electrical potential change with ANNs vol.9, pp.1, 2014, https://doi.org/10.12989/anr.2020.9.1.001
  22. System reliability analysis in spatially variable slopes using coupled Markov chain and MARS vol.13, pp.20, 2020, https://doi.org/10.1007/s12517-020-06091-2
  23. Simulation and experimental study of a new structural rubber seal for the roller-cone bit under high temperature vol.12, pp.12, 2014, https://doi.org/10.1177/1687814020985622
  24. Decomposable polynomial response surface method and its adaptive order revision around most probable point vol.76, pp.6, 2014, https://doi.org/10.12989/sem.2020.76.6.675
  25. Study on Optimization of Tungsten Ore Flotation Wastewater Treatment by Response Surface Method (RSM) vol.11, pp.2, 2014, https://doi.org/10.3390/min11020184
  26. A data driven efficient framework for the probabilistic slope stability analysis of Pakhi landslide, Garhwal Himalaya vol.130, pp.3, 2014, https://doi.org/10.1007/s12040-021-01641-y
  27. A new method to optimize the truncated PCE order of collocation-based SRSM in reliability analysis and its application to geotechnical problems vol.38, pp.10, 2014, https://doi.org/10.1108/ec-07-2020-0418