TY - JOUR

T1 - Parameter sensitivity of system reliability using sequential compounding method

AU - Chun, Junho

AU - Song, Junho

AU - Paulino, Glaucio H.

N1 - Funding Information:
The authors gratefully acknowledge funding provided by the National Science Foundation ( NSF ) through projects CMMI 1234243. The second author was supported by the grant (14CCTI-A052531-07-000000) from the Ministry of Land, Infrastructure and Transport of Korean government through the Core Research Institute at Seoul National University for Core Engineering Technology Development of Super Long Span Bridge R&D Center, and the grant “Development of cutting edge technologies for the multi-faceted representation of design earthquake ground motions based on analyses of acceleration records” (NEMA-ETH-2013-09) from the Earthquake and Tsunami Hazard Mitigation Research Group , National Emergency Management Agency of Korea . Any opinion, finding, conclusions or recommendations expressed here are those of the authors and do not necessarily reflect the views of the sponsors.
Publisher Copyright:
© 2015 Elsevier Ltd.

PY - 2015/7/1

Y1 - 2015/7/1

N2 - Computation of sensitivities of the 'system' failure probability with respect to various parameters is essential in reliability based design optimization (RBDO) and uncertainty/risk management of a complex engineering system. The system failure event is defined as a logical function of multiple component events representing failure modes, locations or time points. Recently, the sequential compounding method (SCM) was developed for efficient calculations of the probabilities of large-size, general system events for a wide range of correlation properties. To facilitate the use of SCM in RBDO and uncertainty/risk management under a constraint on the system failure probability, a method, termed as Chun-Song-Paulino (CSP) method, is developed in this paper to compute parameter sensitivities of system failure probability using SCM. For a parallel or series system, the derivative of the system failure probability with respect to the reliability index is analytically derived at the last step of the sequential compounding. For a general system, the sensitivity of the probability of the set involving the component of interest and the sensitivity of the system failure probability with respect to the super-component representing the set are computed respectively using the CSP method and combined by the chain-rule. The CSP method is illustrated by numerical examples, and successfully tested by examples covering a wide range of system event types, reliability indices, number of components, and correlation properties. The method is also applied to compute the sensitivity of the first-passage probability of a building structure under stochastic excitations, modeled by use of finite elements.

AB - Computation of sensitivities of the 'system' failure probability with respect to various parameters is essential in reliability based design optimization (RBDO) and uncertainty/risk management of a complex engineering system. The system failure event is defined as a logical function of multiple component events representing failure modes, locations or time points. Recently, the sequential compounding method (SCM) was developed for efficient calculations of the probabilities of large-size, general system events for a wide range of correlation properties. To facilitate the use of SCM in RBDO and uncertainty/risk management under a constraint on the system failure probability, a method, termed as Chun-Song-Paulino (CSP) method, is developed in this paper to compute parameter sensitivities of system failure probability using SCM. For a parallel or series system, the derivative of the system failure probability with respect to the reliability index is analytically derived at the last step of the sequential compounding. For a general system, the sensitivity of the probability of the set involving the component of interest and the sensitivity of the system failure probability with respect to the super-component representing the set are computed respectively using the CSP method and combined by the chain-rule. The CSP method is illustrated by numerical examples, and successfully tested by examples covering a wide range of system event types, reliability indices, number of components, and correlation properties. The method is also applied to compute the sensitivity of the first-passage probability of a building structure under stochastic excitations, modeled by use of finite elements.

KW - First-passage probability

KW - Parameter sensitivity

KW - Reliability based design optimization

KW - Sequential compounding method

KW - System reliability

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U2 - 10.1016/j.strusafe.2015.02.001

DO - 10.1016/j.strusafe.2015.02.001

M3 - Article

AN - SCOPUS:84925082717

VL - 55

SP - 26

EP - 36

JO - Structural Safety

JF - Structural Safety

SN - 0167-4730

ER -