A Monte Carlo reliability assessment for multiple failure region problems using approximate metamodels

2007 Proceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, DETC2007

Volumn 6 PART B, Issue , 2008, Pages 1135-1147

  Kuczera, Ramon C ^a   Mourelatos, Zissimos P ^b   Latcha, Michael ^b  

^a GKN Aerospace   (United States)

^b Oakland University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CLUSTERING TECHNIQUES; DESIGN AUTOMATION CONFERENCE (DAC); ENGINEERING SYSTEMS; FAILURE DOMAINS; GENERAL (CO); INTERNATIONAL DESIGNS; LIMIT STATES; MAXIMIN; META-MODELS; MONTE CARLO (MC); MONTE CARLO SIMULATION (MCS); MULTIPLE FAILURES; NONLINEAR LIMIT; NUMERICAL EXAMPLES; ON-DEMAND; PRINCIPAL COMPONENTS; PROBABILISTIC DISTRIBUTION; PROBABILITY OF FAILURE (POF); PROBLEM DIMENSIONALITY; RELIABILITY ASSESSMENTS; SAMPLING TECHNIQUES; SPACE FILLING; STATE FUNCTIONS; TECHNICAL CONFERENCES; TRANSITION REGION (TR);

ADMINISTRATIVE DATA PROCESSING; APPROXIMATION THEORY; ARCHITECTURAL DESIGN; AUTOMATION; CLUSTER ANALYSIS; COMPUTER AIDED DESIGN; COMPUTER NETWORKS; COMPUTERS; COSMIC RAY DETECTORS; DISTRIBUTION FUNCTIONS; ENGINEERING; FINANCIAL DATA PROCESSING; INDUSTRIAL ENGINEERING; MECHANIZATION; MONTE CARLO METHODS; NUMBER THEORY; NUMERICAL METHODS; PRINCIPAL COMPONENT ANALYSIS; PROBABILITY; PROBABILITY DISTRIBUTIONS; QUALITY ASSURANCE; RANDOM PROCESSES; RANDOM VARIABLES; RELIABILITY; RISK ASSESSMENT; ROBOTICS; SYSTEMS ENGINEERING; TECHNOLOGY; VARIATIONAL TECHNIQUES;

SAFETY ENGINEERING;

EID: 44949204557     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1115/DETC2007-34957     Document Type: Conference Paper

References (26)

1. Hasofer, A. M. and Lind, N. C., "An Exact and Invariant First Order Reliability Format," ASCE Journal of Engineering Mechanics, 100, 111-121, 1974.
2. Rackwitz, R. and Fiessler, B., "Structural Reliability under Combined Random Load Sequences," Computer and Structures, 9(5), 484-494, 1978.
3. Breitung, K., "Asymptotic Approximations for Multinormal Integrals," ASCE Journal of Engineering Mechanics, 110, 357-366, 1984.
4. Tvedt, L., "Distribution of Quadratic Forms in Normal Space-Application to Structural Reliability," ASCE Journal of Engineering Mechanics, 116(6), 1183-1197, 1990.
5. Zhao, Y. and Ono, T., "A General Procedure for First/Second-Order Reliability Method (FORM/SORM)," Structural Safety, 21(2), 95-112, 1999.
6. Der Kiureghian, A. and T. Dakessian, "Multiple Design Points in First and Second-Order Reliability," Structural Safety, 20(1), 37-49, 1998.
7. Mahadevan, S. and P. Shi, "Multiple Linearization Method for Nonlinear Reliability Analysis," ASCE Journal of Engineering Mechanics, 127(11), 1165-1173, 2001.
8. Bucher, C. G., "Adaptive Sampling - An Iterative Fast Mote Carlo Procedure," Structural Safety, 5, 119-126, 1988.
9. Melchers, R. E., "Improved Importance Sampling Methods for Structural System Reliability Calculation," Proceedings of International Conference on Structural Safety and Reliability (ICOSSAR), 1185-1192, 1989.
10. Karamchandani, A., Bjerager, P. and Cornell, C. A., "Adaptive Importance Sampling," 5th International Conference on Structural Safety and Reliability, (Eds. Ang, A. H.-S., Shinozuka, M. and Schuëller, G. I.), ASCE, 855-862, New York, 1989.
11. Mahadevan, S. and Raghothamachar, P., "Adaptive Simulation for System Reliability Analysis of Large Structures," Computers and Structures, 11, 725-734, 2000.
12. Zou, T., Mahadevan, S., Mourelatos, Z. P. and Meernik, P. R., "Reliability Analysis of Automotive Body-Door Subsystem," Reliability Engineering and System Safety, 78(3), 315-324, 2002.
13. Mourelatos, Z. P., Kuczera, R. and Latcha, M., "An Efficient Monte Carlo Reliability Analysis using Global and Local Metamodels," 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, AIAA-2006-7087, Portsmouth, VA, September 6-8, 2006.
14. Zou, T., Mourelatos, Z. P., Mahadevan, S. and Tu, J., "An Indicator Response Surface-Based Monte Carlo Method for Efficient Component and System Reliability Analysis," Proceedings of ASME Design Engineering Technical Conferences, Paper# DETC2003/ DAC-48708, 2003.
15. Shan, S. and Wang, G. G., "Failure Surface Frontier for Reliability Assessment on Expensive Performance Function," ASME Journal of Mechanical Design, 128, 1227-1235, 2006.
16. Pitchumani, R. and Mawardi, A., "SAMS: Stochastic Analysis with Minimal Sampling - A fast Algorithm for Analysis and Design under Uncertainty," ASME Journal of Mechanical Design, 127, 558-571, 2005.
17. Tu, J. and Jones, D. R., "Variable Screening in Metamodel Design by Cross-Validated Moving Least Squares Method," Proceedings of 44th AIAAlASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference, AIAA-2003-1669, Norfolk, VA, April 7-10, 2003.
18. Ye, K. Q., Li, W. and A. Sudjianto, "Algorithmic Construction of Optimal Symmetric Latin Hypercube Designs," Journal of Statistical Planning and Inference, 90, 145-159, 2000.
19. Jolliffe, I. T., Principal Component Analysis, Springer-Verlag, New York, 1986.
20. Johnson, M. E., Moore, L. M. and Ylvisaker, D., "Minimax and Maximin Distance Design," Journal of Statistical Planning and Inference, 26, 131-148, 1990.
21. Currin, C., Mitchell, T., Morris, M. and Ylvisaker, D., "Bayesian Prediction of Deterministic Functions with Applications to the Design and Analysis of Computer Experiments," Journal of Amer. Statist. Assoc., 86, 953-963, 1991.
22. Fang, K-T., Li, R. and Sudjianto, A., Design and Modeling for Computer Experiments, Chapman & Hall/CRC, Taylor & Francis Group, 2006.
23. Johnson, S. C., "Hierarchical Clustering Schemes," Psychometrika, 2, 241-254, 1967.
24. Haldar, A. and Mahadevan, S., Probability, Reliability and Statistical Methods in Engineering Design, John Wiley & Sons, Inc., 2000.
25. Arora, J. S., Introduction to Optimum Design, 2nd Edition, Elsevier Academic Press, 2004.
26. Du X., "Reliability-Based Design using Saddlepoint Approximation," Proceedings of ASME Design Engineering Technical Conferences, Paper# DETC2006-99077, 2006.