Advanced time-dependent reliability analysis based on adaptive sampling region with Kriging model

克里金 替代模型 自适应采样 计算机科学 可靠性(半导体) 采样(信号处理) 重要性抽样 数学优化 样品(材料) 时间点 数据挖掘 机器学习 蒙特卡罗方法 数学 统计 物理 美学 滤波器(信号处理) 哲学 量子力学 功率(物理) 化学 色谱法 计算机视觉
作者
Yan Shi,Zhenzhou Lü,Ruyang He
出处
期刊:Proceedings Of The Institution Of Mechanical Engineers, Part O: Journal Of Risk And Reliability [SAGE Publishing]
卷期号:234 (4): 588-600 被引量:9
标识
DOI:10.1177/1748006x20901981
摘要

Aiming at accurately and efficiently estimating the time-dependent failure probability, a novel time-dependent reliability analysis method based on active learning Kriging model is proposed. Although active surrogate model methods have been used to estimate the time-dependent failure probability, efficiently estimating the time-dependent failure probability by a fewer computational time remains an issue because screening all the candidate samples iteratively by the active surrogate model is time-consuming. This article is intended to address this issue by establishing an optimization strategy to search the new training samples for updating the surrogate model. The optimization strategy is performed in the adaptive sampling region which is first proposed. The adaptive sampling region is adjustable by the current surrogate model in order to provide a proper candidate samples region of the input variables. The proposed method employs the optimization strategy to select the optimal sample to be the new training sample point in each iteration, and it does not need to predict the values of all the candidate samples at every time instant in each iterative step. Several examples are introduced to illustrate the accuracy and efficiency of the proposed method for estimating the time-dependent failure probability by simultaneously considering the computational cost and precision.
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