Probability of failure analysis and design using an efficient sequential sampling approach
Wang, Zequn Wang, Pingfeng
Wang, Zequn
Wang, Pingfeng
Citations
Altmetric:
Authors
Other Names
Location
Time Period
Advisors
Original Date
Digitization Date
Issue Date
2014-01-17
Type
Conference paper
Genre
Keywords
Subjects (LCSH)
Citation
Zequn Wang, Pingfeng Wang. Probability of Failure Analysis and Design Using An Efficient Sequential Sampling Approach. AIAA Guidance, Navigation, and Control Conference, 13-17 of January 2014, National Harbor, Maryland, http://dx.doi.org/10.2514/6.2014-0642.
Abstract
This paper presents a new efficient sequential sampling approach, referred to as maximum confidence enhancement (MCE) based sequential sampling, for failure probability analysis and design optimization using surrogate models. In the proposed approach, the ordinary Kriging method is adopted to construct surrogate models for all constraints and thus Monte Carlo simulation (MCS) is used to estimate reliability and its sensitivity with respect to design variables. A cumulative confidence level is defined to quantify the accuracy of reliability estimation using MCS based on the Kriging models. To improve the efficiency of proposed approach, a maximum confidence enhancement based sequential sampling scheme is developed to update the Kriging models based on the maximum improvement of the defined cumulative confidence level, in which a sample that produces the largest improvement of the cumulative confidence level is selected to update the surrogate model. A case study is used to demonstrate the efficacy of the proposed sequential sampling methodology.
Table of Contents
Description
Paper submitted to the AIAA Guidance, Navigation, and Control Conference held at Gaylord National Resort & Convention Center, National Harbor (Maryland), 13-17 of January 2014.
Click on the DOI link to access this article (may not be free.)
Click on the DOI link to access this article (may not be free.)
Publisher
American Institute for Aeronautics and Astronautics, Inc.
Journal
Book Title
Series
AIAA Guidance, Navigation, and Control Conference: 13-17 of January 2014, National Harbor (Maryland).