• Title/Summary/Keyword: reliability sensitivity

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Low-discrepancy sampling for structural reliability sensitivity analysis

  • Cao, Zhenggang;Dai, Hongzhe;Wang, Wei
    • Structural Engineering and Mechanics
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    • v.38 no.1
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    • pp.125-140
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    • 2011
  • This study presents an innovative method to estimate the reliability sensitivity based on the low-discrepancy sampling which is a new technique for structural reliability analysis. Two advantages are contributed to the method: one is that, by developing a general importance sampling procedure for reliability sensitivity analysis, the partial derivative of the failure probability with respect to the distribution parameter can be directly obtained with typically insignificant additional computations on the basis of structural reliability analysis; and the other is that, by combining various low-discrepancy sequences with the above importance sampling procedure, the proposed method is far more efficient than that based on the classical Monte Carlo method in estimating reliability sensitivity, especially for problems of small failure probability or problems that require a large number of costly finite element analyses. Examples involving both numerical and structural problems illustrate the application and effectiveness of the method developed, which indicate that the proposed method can provide accurate and computationally efficient estimates of reliability sensitivity.

Sensitivity and Reliability Analysis of Elate (판 구조물의 감도해석 및 신뢰성해석)

  • 김지호;양영순
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1991.10a
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    • pp.57-62
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    • 1991
  • For the purpose of developing the method for efficiently calculating the design sensitivity and the reliability for the complicated structure such as ship structure, the probabilistic finite element method is introduced to formulate the deterministic design sensitivity analysis method and incorporated with the second moment reliability methods such as MVFOSM, AFOSM and SORM. Also, the probabilistic design sensitivity analysis needed in the reliability-based design is performed. The reliability analysis is carried out for the initial yielding failure, in which the derivative derived in the deterministic desin sensitivity is used. The present PFEM-based reliability method shows good agreement with Monte Carlo method in terms with the variance of response and the associated probability of failure even at the first or first few iteration steps. The probabilistic design sensitivity analysis evaluates explicitly the contribution of each random variable to probability of failure. Further, the reliability index variation can be easily predicted by the variation of the mean and the variance of the random variables.

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Reliability-Based Optimization using Sensitivity Analysis of Reliability Index (신뢰성 지수의 민감도 해석을 이용한 신뢰성에 기초한 최적설계)

  • 조효남;민대홍;권우성
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.10a
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    • pp.101-108
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    • 2000
  • An optimum design algorithm using efficient reanalysis is proposed for reliability-based optimization problems formulated as the minimization of initial cost and expected failure cost with reliability constraints. The reliability-based optimization is high cost to evaluate objective function and constraints needed reliability analysis. Therefore the sensitivity analysis of reliability index for approximated reanalysis is necessary. In this paper, three solution approaches are suggested and tested. The approaches include : (1) sensitivity analysis using finite difference; (2) sensitivity analysis using automatic differentiation (AD); and (3) sensitivity analysis with respect to intermediate variables using AD. Numerical example is optimized to show the reliability and effectiveness of the new algorithm.

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A Second-Order Design Sensitivity-Assisted Monte Carlo Simulation Method for Reliability Evaluation of the Electromagnetic Devices

  • Ren, Ziyan;Koh, Chang-Seop
    • Journal of Electrical Engineering and Technology
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    • v.8 no.4
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    • pp.780-786
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    • 2013
  • In the reliability-based design optimization of electromagnetic devices, the accurate and efficient reliability assessment method is very essential. The first-order sensitivity-assisted Monte Carlo Simulation is proposed in the former research. In order to improve its accuracy for wide application, in this paper, the second-order sensitivity analysis is presented by using the hybrid direct differentiation-adjoint variable method incorporated with the finite element method. By combining the second-order sensitivity with the Monte Carlo Simulation method, the second-order sensitivity-assisted Monte Carlo Simulation algorithm is proposed to implement reliability calculation. Through application to one superconductor magnetic energy storage system, its accuracy is validated by comparing calculation results with other methods.

Effect of Constitutive Material Models on Seismic Response of Two-Story Reinforced Concrete Frame

  • Alam, Md. Iftekharul;Kim, Doo-Kie
    • International Journal of Concrete Structures and Materials
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    • v.6 no.2
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    • pp.101-110
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    • 2012
  • This paper focuses on the finite element (FE) response sensitivity and reliability analyses considering smooth constitutive material models. A reinforced concrete frame is modeled for FE sensitivity analysis followed by direct differentiation method under both static and dynamic load cases. Later, the reliability analysis is performed to predict the seismic behavior of the frame. Displacement sensitivity discontinuities are observed along the pseudo-time axis using non-smooth concrete and reinforcing steel model under quasi-static loading. However, the smooth materials show continuity in response sensitivity at elastic to plastic transition points. The normalized sensitivity results are also used to measure the relative importance of the material parameters on the structural responses. In FE reliability analysis, the influence of smoothness behavior of reinforcing steel is carefully noticed. More efficient and reasonable reliability estimation can be achieved by using smooth material model compare with bilinear material constitutive model.

A New Sensitivity-Based Reliability Calculation Algorithm in the Optimal Design of Electromagnetic Devices

  • Ren, Ziyan;Zhang, Dianhai;Koh, Chang Seop
    • Journal of Electrical Engineering and Technology
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    • v.8 no.2
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    • pp.331-338
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    • 2013
  • A new reliability calculation method is proposed based on design sensitivity analysis by the finite element method for nonlinear performance constraints in the optimal design of electromagnetic devices. In the proposed method, the reliability of a given design is calculated by using the Monte Carlo simulation (MCS) method after approximating a constraint function to a linear one in the confidence interval with the help of its sensitivity information. The validity and numerical efficiency of the proposed sensitivity-assisted MCS method are investigated by comparing its numerical results with those obtained by using the conventional MCS method and the first-order reliability method for analytic functions and the TEAM Workshop Problem 22.

ROBUST RELIABILITY DESIGN OF VEHICLE COMPONENTS WITH ARBITRARY DISTRIBUTION PARAMETERS

  • Zhang, Y.;He, X.;Liu, Q.;Wen, B.
    • International Journal of Automotive Technology
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    • v.7 no.7
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    • pp.859-866
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    • 2006
  • This study employed the perturbation method, the Edgeworth series, the reliability optimization, the reliability sensitivity technique and the robust design to present a practical and effective approach for the robust reliability design of vehicle components with arbitrary distribution parameters on the condition of known first four moments of original random variables. The theoretical formulae of the robust reliability design for vehicle components with arbitrary distribution parameters are obtained. The reliability sensitivity is added to the reliability optimization design model and the robust reliability design is described as a multi-objection optimization. On the condition of known first four moments of original random variables, the respective program can be used to obtain the robust reliability design parameters of vehicle components with arbitrary distribution parameters accurately and quickly.

Sensitivity analysis of reliability estimation methods for attribute data to sample size and sampling points of time (계수형 데이터에 대한 신뢰도 추정방법의 샘플 수와 샘플링 시점 수에 따른 민감도 분석)

  • Son, Young-Kap;Ryu, Jang-Hee
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.12 no.2
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    • pp.581-587
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    • 2011
  • Reliability estimation methods using attribute data are widely used in reliability evaluation of various systems such as nuclear energy plants, food and drug, and space launch vehicles. This paper shows sensitivity analysis and comparison results of reliability estimation methods including a parametric estimation method in open literature with respect to both sample size and sampling points of time. And ways to improve accuracy of each reliability estimation method were proposed from the sensitivity analysis results.

Sensitivity Analysis for Reliability Growth Projection Model based on NHPP (NHPP 기반의 신뢰성 성장 예측 모델에 대한 민감도 분석)

  • Cho, K.H.;Lee, H.C.;Jang, J.S.;Park, S.C.
    • Journal of Applied Reliability
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    • v.16 no.4
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    • pp.305-312
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    • 2016
  • Purpose: The purpose of this study is to provide a sensitivity analysis of system reliability for recognizing effectiveness of changing of BD mode failures using reliability growth projection model based on NHPP. Methods: Crow extended reliability projection model (CERPM) is used to analyze the changing of two factors 1) the number of BD mode failures, 2) fix effectiveness factor (FEF) values. Results: The system reliability has increased in accordance with the number of BD mode failures and FEF values have increased. Conclusion: It is necessary to design failure modes and FEF values to supervise the reliability.

Generator Scheduling Considering System's Reliability and Demand Response (시스템의 신뢰도와 수요 반응을 고려한 발전 운영)

  • Kwag, Hyung-Geun;Kim, Jin-O
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.5
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    • pp.929-935
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    • 2011
  • Customers hardly change to electric prices in old days because electricity is essential commodity, while demand changes with price after deregulation. It's explained by price-based demand response with demand-elasticity matrix. Also all of the customers have had identical demand-price elasticity matrix till now. But in a practical power system, various customers are present with taking a variety of demand-price elasticity. Therefore this paper proposes demand-price sensitivity to represent different demand-price elasticity. Also as proposing demand-reliability sensitivity, it is modeling various customers' characteristics to reliability. And then this paper calculates total expected interruption cost of customer from the customer interruption cost and the demand-reliability sensitivity. A total expected interruption cost of system is shown as opportunity cost of a generation cost.