This paper proposes to apply the convolution integral method to the novel second-order reliability method (SORM) to further improve its computational efficiency. The novel SORM showed better accuracy in estimating the probability of failure than conventional SORMs by utilizing a linear combination of noncentral or general chi-squared random variables. However, the novel SORM requires significant computational time when integrating the linear combination to calculate the probability of failure. In particular, when the dimension of performance functions is higher than three, the computational time for full integration increases exponentially. To reduce this computational burden for the novel SORM, we propose to obtain the distribution of the linear combination using the convolution and to use the distribution for the probability of failure estimation. Since it converts an N-dimensional full integration into one-dimensional integration, the proposed method is computationally very efficient. Numerical study illustrates that the accuracy of the proposed method is almost the same as the full integral method and Monte Carlo simulation (MCS) with much improved efficiency.
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February 2018
Technical Briefs
A Study on Computational Efficiency Improvement of Novel SORM Using the Convolution Integration
Jeong Woo Park,
Jeong Woo Park
Korea Advanced Institute of Science and Technology,
291, Daehak-ro, Yuseong-gu,
Daejeon 34141, South Korea
e-mail: parkjw94@kaist.ac.kr
291, Daehak-ro, Yuseong-gu,
Daejeon 34141, South Korea
e-mail: parkjw94@kaist.ac.kr
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Ikjin Lee
Ikjin Lee
Korea Advanced Institute of Science and Technology,
Daejeon 34141, South Korea
e-mail: ikjin.lee@kaist.ac.kr
291, Daehak-ro
, Yuseong-gu,Daejeon 34141, South Korea
e-mail: ikjin.lee@kaist.ac.kr
Search for other works by this author on:
Jeong Woo Park
Korea Advanced Institute of Science and Technology,
291, Daehak-ro, Yuseong-gu,
Daejeon 34141, South Korea
e-mail: parkjw94@kaist.ac.kr
291, Daehak-ro, Yuseong-gu,
Daejeon 34141, South Korea
e-mail: parkjw94@kaist.ac.kr
Ikjin Lee
Korea Advanced Institute of Science and Technology,
Daejeon 34141, South Korea
e-mail: ikjin.lee@kaist.ac.kr
291, Daehak-ro
, Yuseong-gu,Daejeon 34141, South Korea
e-mail: ikjin.lee@kaist.ac.kr
1Corresponding author.
Contributed by the Design Automation Committee of ASME for publication in the JOURNAL OF MECHANICAL DESIGN. Manuscript received April 25, 2017; final manuscript received November 14, 2017; published online December 11, 2017. Assoc. Editor: Xiaoping Du.
J. Mech. Des. Feb 2018, 140(2): 024501 (6 pages)
Published Online: December 11, 2017
Article history
Received:
April 25, 2017
Revised:
November 14, 2017
Citation
Park, J. W., and Lee, I. (December 11, 2017). "A Study on Computational Efficiency Improvement of Novel SORM Using the Convolution Integration." ASME. J. Mech. Des. February 2018; 140(2): 024501. https://doi.org/10.1115/1.4038563
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