A High-Dimensional Reliability Analysis Method for Simulation-Based Design Under Uncertainty

作者：Sadoughi Mohammad Kazem^*; Li Meng; Hu Chao; MacKenzie Cameron A; Lee Soobum; Eshghi Amin Toghi

来源：Journal of Mechanical Design, 2018, 140(7): 071401.

DOI：10.1115/1.4039589

• adaptive univariate dimension reduction
• sequential exploration-exploitation
• Kriging
• high-dimensional reliability analysis

Reliability analysis involving high-dimensional, computationally expensive, highly nonlinear performance functions is a notoriously challenging problem in simulation-based design under uncertainty. In this paper, we tackle this problem by proposing a new method, high-dimensional reliability analysis (HDRA), in which a surrogate model is built to approximate a performance function that is high dimensional, computationally expensive, implicit, and unknown to the user. HDRA first employs the adaptive univariate dimension reduction (AUDR) method to construct a global surrogate model by adaptively tracking the important dimensions or regions. Then, the sequential exploration-exploitation with dynamic trade-off (SEEDT) method is utilized to locally refine the surrogate model by identifying additional sample points that are close to the critical region (i.e., the limit-state function (LSF)) with high prediction uncertainty. The HDRA method has three advantages: (i) alleviating the curse of dimensionality and adaptively detecting important dimensions; (ii) capturing the interactive effects among variables on the performance function; and (iii) flexibility in choosing the locations of sample points. The performance of the proposed method is tested through three mathematical examples and a real world problem, the results of which suggest that the method can achieve an accurate and computationally efficient estimation of reliability even when the performance function exhibits high dimensionality, high nonlinearity, and strong interactions among variables.

• 出版日期2018-7