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Time-Dependent Reliability of Dynamic Systems Using Subset Simulation With Splitting Over a Series of Correlated Time Intervals

[+] Author Affiliations
Zhonglai Wang, Zissimos P. Mourelatos, Jing Li

Oakland University, Rochester, MI

Amandeep Singh, Igor Baseski

U.S. Army, TARDEC, Warren, MI

Paper No. DETC2013-12257, pp. V03BT03A048; 17 pages
  • ASME 2013 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
  • Volume 3B: 39th Design Automation Conference
  • Portland, Oregon, USA, August 4–7, 2013
  • Conference Sponsors: Design Engineering Division, Computers and Information in Engineering Division
  • ISBN: 978-0-7918-5589-8
  • Copyright © 2013 by ASME


Time-dependent reliability is the probability that a system will perform its intended function successfully for a specified time. Unless many and often unrealistic assumptions are made, the accuracy and efficiency of time-dependent reliability estimation are major issues which may limit its practicality. Monte Carlo simulation (MCS) is accurate and easy to use but it is computationally prohibitive for high dimensional, long duration, time-dependent (dynamic) systems with a low failure probability. This work addresses systems with random parameters excited by stochastic processes. Their response is calculated by time integrating a set of differential equations at discrete times. The limit state functions are therefore, explicit in time and depend on time-invariant random variables and time-dependent stochastic processes. We present an improved subset simulation with splitting approach by partitioning the original high dimensional random process into a series of correlated, short duration, low dimensional random processes. Subset simulation reduces the computational cost by introducing appropriate intermediate failure sub-domains to express the low failure probability as a product of larger conditional failure probabilities. Splitting is an efficient sampling method to estimate the conditional probabilities. The proposed subset simulation with splitting not only estimates the time-dependent probability of failure at a given time but also estimates the cumulative distribution function up to that time with approximately the same cost. A vibration example involving a vehicle on a stochastic road demonstrates the advantages of the proposed approach.

Copyright © 2013 by ASME



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