Reliability sensitivity analysis method for time-dependent problem based on first-passage method

Abstract

The sensitivity index plays a critical role in the design of product and is used to quantify the impact degree of the uncertainty of the input variable to the uncertainty of the interest output. This paper presents a new local reliability sensitivity method and a global reliability sensitivity analysis method of time-dependent reliability problems. Firstly, according to the Poisson's assumption-based first-passage method, the local reliability sensitivity index is directly obtained by calculating the partial derivative of the failure probability to the distribution parameters of input random variable. Then, the moment-independent global reliability sensitivity index of the time-dependent problems is derived based on the concept of moment-independent. Finally, the efficiency and accuracy of the proposed method are verified with the reference results of Monte Carlo simulation.

Structural dynamic reliability analysis: review and prospects

“…The Markov process is applied to the computation of first-passage probability by Siegert (1951). Wang et al and Yu et al described the basic theory of outcrossing rate method and proposed an improved algorithm for reliability analysis (Wang et al, , 2019a.…”

“…described the basic theory of outcrossing rate method and proposed an improved algorithm for reliability analysis (Wang et al. , 2017, 2019a, b).…”

“…In recent years, some scholars have explored the application of envelope function method in structural dynamic reliability analysis. Wang et al. (2019a, b) proposed the general framework and corresponding methods based on envelope function and vine-copula function, which extends the distribution type of envelope function to general distribution.…”

Effect of geometrical parameters on thermal efficiency and fuel consumption of heaters of a natural gas pressure reduction station using Sobol statistical sensitivity analysis

“…The variation domain of each of these parameters and the flowchart of sensitivity analysis procedure are presented in Figure 4 15 . More details about this method can be found elsewhere 16‐18 …”

Moment-independent sensitivity analysis of a fold mechanism based on an active learning kriging method

“…In order to reduce errors 1 and prevent failures, this paper evaluates the safety of the folding rudder by the reliability theory 2 and assesses the influence of uncertainty factors with sensitivity analysis. 3 Reliability is one of the basic attributes of motion system. The effect of parameters uncertainty can be estimated through reliability analysis.…”