Equivalent Standard Deviation to Convert High-reliability Model to Low-reliability Model for Efficiency of Sampling-based RBDO
Abstract
This study presents a methodology to convert an RBDO problem requiring very high reliability to an RBDO problem requiring relatively low reliability by increasing input standard deviations for efficient computation in sampling-based RBDO. First, for linear performance functions with independent normal random inputs, an exact probability of failure is derived in terms of the ratio of the input standard deviation, which is denoted by delta. Then, the probability of failure estimation is generalized for any random input and performance functions. For the generalization of the probability of failure estimation, two coefficients need to be determined by equating the probability of failure and its sensitivity with respect to the standard deviation at the current design point. The sensitivity of the probability of failure with respect to the standard deviation is obtained using the first-order score function for the standard deviation. To apply the proposed method to an RBDO problem, a concept of an equivalent standard deviation, which is an increased standard deviation corresponding to the low reliability model, is also introduced. Numerical results indicate that the proposed method can estimate the probability of failure accurately as a function of the input standard deviation compared to the Monte Carlo simulation results. As anticipated, the sampling-based RBDO using the surrogate models and the equivalent standard deviation helps find the optimum design very efficiently while yielding relatively accurate optimum design which is close to the one obtained using the original standard deviation.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 2011
- Accession Number
- ADA583186
Entities
People
- David Gorsich
- Ikjin Lee
- Kyung K. Choi
Organizations
- University of Iowa