A Fast Product of Conditional Reduction Method for System Failure Probability Sensitivity Evaluation
- Jie Yang1,2, Changping Chen1,2,*, Ao Ma1
1 School of Marine and Civil Engineering, Dalian Ocean University, Dalian, 116023, China
2 Liaoning Provincial Key Laboratory of Coastal Engineering, Dalian Ocean University, Dalian, 116023, China
* Corresponding Author: Changping Chen. Email:
(This article belongs to this Special Issue: Novel Methods for Reliability Evaluation and Optimization of Complex Mechanical Structures)
2 Liaoning Provincial Key Laboratory of Coastal Engineering, Dalian Ocean University, Dalian, 116023, China
* Corresponding Author: Changping Chen. Email:
(This article belongs to this Special Issue: Novel Methods for Reliability Evaluation and Optimization of Complex Mechanical Structures)
Received 12 January 2020; Accepted 07 August 2020; Issue published 15 December 2020
Abstract
System reliability sensitivity analysis becomes difficult due to involving the issues of the correlation between failure modes whether using analytic method or numerical simulation methods. A fast conditional reduction
method based on conditional probability theory is proposed to solve the
sensitivity analysis based on the approximate analytic method. The relevant
concepts are introduced to characterize the correlation between failure modes
by the reliability index and correlation coefficient, and conditional normal
fractile the for the multi-dimensional conditional failure analysis is proposed
based on the two-dimensional normal distribution function. Thus the calculation of system failure probability can be represented as a summation of
conditional probability terms, which is convenient to be computed by iterative
solving sequentially. Further the system sensitivity solution is transformed
into the derivation process of the failure probability correlation coefficient of
each failure mode. Numerical examples results show that it is feasible to apply
the idea of failure mode relevancy to failure probability sensitivity analysis,
and it can avoid multi-dimension integral calculation and reduce complexity
and difficulty. Compared with the product of conditional marginal method, a
wider value range of correlation coefficient for reliability analysis is confirmed
and an acceptable accuracy can be obtained with less computational cost.
Keywords
Probability of failure; sensitivity; approximate analytical method; correlation coefficient; conditional marginal method
Cite This Article
Yang, J., Chen, C., Ma, A. (2020). A Fast Product of Conditional Reduction Method for System Failure Probability Sensitivity Evaluation. CMES-Computer Modeling in Engineering & Sciences, 125(3), 1159–1171.
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