Match!

A new method for evaluating Borgonovo moment-independent importance measure with its application in an aircraft structure

Published on Dec 1, 2014in Reliability Engineering & System Safety4.039
· DOI :10.1016/j.ress.2014.07.011
Leigang Zhang3
Estimated H-index: 3
(NPU: Northwestern Polytechnical University),
Zhenzhou Lu21
Estimated H-index: 21
(NPU: Northwestern Polytechnical University)
+ 1 AuthorsChongqing Fan1
Estimated H-index: 1
(NPU: Northwestern Polytechnical University)
Sources
Abstract
The moment-independent importance measure proposed by Borgonovo, which is defined as the average shift between the unconditional and conditional probability density functions (PDFs) of model output, is widely used to evaluate the influence of input uncertainty on the entire output distribution. And how to exactly and efficiently estimate the PDFs remains a crucial and challenging problem. In this paper, a novel PDF estimation based method is proposed to efficiently evaluate the moment-independent index. Firstly, the PDF of the model output is obtained based on the concepts of maximum entropy, fractional moment and high dimensional model representation. Secondly, the Nataf transformation is utilized to estimate the joint PDF of the output and input variable. Finally, the index can be easily computed using the generated correlated standard normal samples. Thus the importance measure can be calculated with high efficiency and accuracy using this proposed composited method. Several examples are employed to demonstrate the advantages of the proposed method. Meanwhile, the importance analysis of a stiffening rib of the wing leading edge in a certain aircraft also verifies its good engineering applicability.
  • References (39)
  • Citations (27)
📖 Papers frequently viewed together
421 Citations
1 Author (Andrea Saltelli)
488 Citations
153 Citations
78% of Scinapse members use related papers. After signing in, all features are FREE.
References39
Newest
#1Emanuele Borgonovo (Bocconi University)H-Index: 26
#2Stefano TarantolaH-Index: 45
Last. Max D. Morris (Iowa State University)H-Index: 20
view all 4 authors...
type="main" xml:id="rssb12052-abs-0001"> Monotonic transformations are widely employed in statistics and data analysis. In computer experiments they are often used to gain accuracy in the estimation of global sensitivity statistics. However, one faces the question of interpreting results that are obtained on the transformed data back on the original data. The situation is even more complex in computer experiments, because transformations alter the model input–output mapping and distort the estim...
45 CitationsSource
#1Xiaoyan Zhu (UT: University of Tennessee)H-Index: 14
#2Way Kuo (CityU: City University of Hong Kong)H-Index: 23
The importance measures have been a sensitivity analysis for a probabilistic system and are applied in diverse fields along with other design tools. This paper provides a comprehensive view on modeling the importance measures to solve the reliability problems such as component assignment problems, redundancy allocation, system upgrading, and fault diagnosis and maintenance. It also investigates importance measures in broad applications such as networks, mathematical programming, sensitivity and ...
46 CitationsSource
#1Junqiang Wei (NCEPU: North China Electric Power University)H-Index: 3
#2Gengyin Li (NCEPU: North China Electric Power University)H-Index: 11
Last. Ming Zhou (NCEPU: North China Electric Power University)H-Index: 8
view all 3 authors...
Abstract In practical power markets, available transfer capability (ATC) can provide important information for all parts of power market participants and the assessment of ATC should be carried out instantly. As high voltage direct current (HVDC) systems have been extensively used in modern power systems, less work has been done on evaluation of ATC in AC–DC hybrid power systems. This paper is dealing with the evaluation of ATC for the integration of HVDC link with an AC power system. The mathem...
5 CitationsSource
#1Xufang Zhang (UW: University of Waterloo)H-Index: 8
#2Mahesh D. Pandey (UW: University of Waterloo)H-Index: 27
Abstract The structural reliability analysis is typically based on a model that describes the response, such as maximum deformation or stress, as a function of several random variables. In principle, reliability can be evaluated once the probability distribution of the response becomes available. The paper presents a new method to derive the probability distribution of a function of random variables representing the structural response. The derivation is based on the maximum entropy principle in...
76 CitationsSource
#1Elmar Plischke (TUC: Clausthal University of Technology)H-Index: 10
#2Emanuele Borgonovo (Bocconi University)H-Index: 26
Last. Curtis Smith (INL: Idaho National Laboratory)H-Index: 13
view all 3 authors...
Simulation models support managers in the solution of complex problems. International agencies recommend uncertainty and global sensitivity methods as best practice in the audit, validation and application of scientific codes. However, numerical complexity, especially in the presence of a high number of factors, induces analysts to employ less informative but numerically cheaper methods. This work introduces a design for estimating global sensitivity indices from given data (including simulation...
153 CitationsSource
#1Pengfei Wei (NPU: Northwestern Polytechnical University)H-Index: 11
#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 21
Last. Xiukai Yuan (NPU: Northwestern Polytechnical University)H-Index: 2
view all 3 authors...
The moment-independent sensitivity analysis (SA) is one of the most popular SA techniques. It aims at measuring the contribution of input variable(s) to the probability density function (PDF) of model output. However, compared with the variance-based one, robust and efficient methods are less available for computing the moment-independent SA indices (also called delta indices). In this paper, the Monte Carlo simulation (MCS) methods for moment-independent SA are investigated. A double-loop MCS m...
46 CitationsSource
#1W. Castaings (University of Toulouse)H-Index: 3
#2Emanuele Borgonovo (Bocconi University)H-Index: 26
Last. Stefano TarantolaH-Index: 45
view all 4 authors...
Decision and policy-makers benefit from the utilization of computer codes in an increasing number of areas and applications. Several authorities and agencies recommend the utilization of proper sensitivity analysis methods in order to confidently entrust model results. In this respect, density-based techniques have recently attracted interest among academicians and practitioners, for their property to characterize uncertainty in terms of the entire distribution of an output variable. However, th...
48 CitationsSource
#1Way Kuo (CityU: City University of Hong Kong)H-Index: 23
#2Xiaoyan Zhu (UT: University of Tennessee)H-Index: 14
To identify the critical components or sets of components in a system, various importance measures have been proposed with different probabilistic perspectives and applications. Many of these importance measures are actually related to each other in some ways. This paper summarizes the importance measures in reliability, and presents relations and comparisons among them, focusing on their interrelations to the B-importance, the dominant relations among them, the dual relations, their performance...
49 CitationsSource
#1Way Kuo (CityU: City University of Hong Kong)H-Index: 23
#2Xiaoyan Zhu (UT: University of Tennessee)H-Index: 14
Many importance measures have been proposed with respect to the diverse considerations of system performance, reflecting different probabilistic interpretations and potential applications. This paper studies importance measures in reliability, including their definitions, probabilistic interpretations, properties, computations, and comparability. It categorizes importance measures into the structure, reliability, and lifetime types based on the knowledge for determining them. It covers importanc...
84 CitationsSource
#1Way Kuo (CityU: City University of Hong Kong)H-Index: 23
#2Xiaoyan Zhu (UT: University of Tennessee)H-Index: 14
This unique treatment systematically interprets a spectrum of importance measures to provide a comprehensive overview of their applications in the areas of reliability, network, risk, mathematical programming, and optimization. Investigating the precise relationships among various importance measures, it describes how they are modelled and combined with other design tools to allow users to solve readily many real-world, large-scale decision-making problems.Presenting the state-of-the-art in netw...
107 Citations
Cited By27
Newest
#1Qingwen Xiong (Xi'an Jiaotong University)
#2Junli Gou (Xi'an Jiaotong University)H-Index: 6
Last. Jianqiang Shan (Xi'an Jiaotong University)H-Index: 10
view all 4 authors...
Abstract Best estimate plus uncertainty (BEPU) analysis has been widely adopted for safety evaluation of the nuclear reactor, and the sensitivity analysis is an important part of the BEPU methodology. Local sensitivity analysis methods are still widely utilized in the methodology, which is not suitable for complex non-linear nuclear systems. The global sensitivity analysis is essential but the biggest problem is that the computational cost can hardly be accepted. In this study, the moment-indepe...
Source
#1Chunyan Ling (NPU: Northwestern Polytechnical University)H-Index: 2
#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 21
Last. Suting Zhou (NPU: Northwestern Polytechnical University)
view all 4 authors...
The global fuzzy reliability sensitivity can measure the effect of input on fuzzy failure probability (FFP) through the expected difference between the unconditional FFP and the conditional one. Th...
Source
#1Wanying Yun (NPU: Northwestern Polytechnical University)H-Index: 9
#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 21
Last. Luyi Li (NPU: Northwestern Polytechnical University)H-Index: 7
view all 4 authors...
Abstract Borgonovo moment-independent sensitivity index (BMSI) was proposed to measure the sensitivity of model inputs according to the whole distribution of model output not only a specific moment. The main computational difficulty of the BMSI is to estimate the unconditional probability density function (PDF) and the conditional PDF of the model output. Generally, the estimation of cumulative distribution function (CDF) is easier than that of the PDF, but CDF-based method needs to calculate th...
1 CitationsSource
#1Pierre Derennes (University of Toulouse)H-Index: 1
#2Jérôme MorioH-Index: 3
Last. Florian Simatos (University of Toulouse)H-Index: 8
view all 3 authors...
Moment independent importance measures have been proposed by E. Borgonovo in order to alleviate some of the drawbacks of variance-based sensibility indices. They have gained increasing attention over the last years but their estimation remains a challenging issue. An effective estimation scheme in the case of correlated inputs, referred to as single-loop method, has been proposed by Wei et al. In this paper we show via simulation that this method may be inaccurate, making for instance 40% error ...
1 CitationsSource
#1Wanying Yun (NPU: Northwestern Polytechnical University)H-Index: 9
#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 21
Last. Xian JiangH-Index: 8
view all 3 authors...
Probability density function (PDF)-based and failure probability (FP)-based moment-independent global sensitivity indices can commendably reflect the influence of model input on the whole distribution and partial distribution (or called FP) of model output respectively, yet how to efficiently and accurately estimate these two indices for guiding the engineering practice still remains an essential and challenging problem. In this paper, a novel PDF estimation based method is proposed, which equiv...
18 CitationsSource
#1Yicheng Zhou (NPU: Northwestern Polytechnical University)H-Index: 6
#2Zhenzhou Lu (NPU: Northwestern Polytechnical University)H-Index: 21
Last. Kai Cheng (NPU: Northwestern Polytechnical University)H-Index: 6
view all 4 authors...
Source
#1Qiming Liu (HEBUT: Hebei University of Technology)H-Index: 4
#2Jie Li (Hunan University)H-Index: 28
Last. Fengjiao Guan (National University of Defense Technology)H-Index: 2
view all 6 authors...
Due to the limitation of measurements and the complexity of vehicle collision, uncertain factors inevitably exist in traffic accidents, and they usually are not independent. This makes traffic accident reconstruction difficult to implement using traditional deterministic inverse methods. This paper presents an uncertain inverse reconstruction approach to effectively and stably reconstruct vehicle-vehicle collision considering uncertainty and correlation. A complex finite element (FE) model is fi...
1 CitationsSource
#1Qing Guo (NPU: Northwestern Polytechnical University)H-Index: 1
#2Yongshou Liu (NPU: Northwestern Polytechnical University)H-Index: 1
Last. Qin Yao (NPU: Northwestern Polytechnical University)H-Index: 1
view all 5 authors...
Abstract In this paper, the improved resonance reliability and global sensitivity analysis of multi-span pipes conveying fluid is proposed via active learning Kriging model. The natural frequency of multi-span functionally graded materials pipes conveying fluid is calculated using the dynamic stiffness method. A new improved resonance performance function is proposed which is suitable for both broadband and multi-frequency resonance failure. This paper extends resonance reliability to the global...
1 CitationsSource
#1Linjie Shen (NPU: Northwestern Polytechnical University)H-Index: 1
#2Yugang Zhang (NPU: Northwestern Polytechnical University)
Last. Bozhi Guo (NPU: Northwestern Polytechnical University)H-Index: 1
view all 4 authors...
Source
#1Ning Wang (Chang'an University)
#2Jiang-bin Zhao (NPU: Northwestern Polytechnical University)
Last. Shuai Zhang (NPU: Northwestern Polytechnical University)
view all 4 authors...
The reliability optimization problem arises along with the increasing demands for products’ performance in practical engineering. Importance measures are capable of selecting critical components to gain the greatest improvement in system reliability with the constraint of maintenance cost. The characteristics of importance measure for four kinds of typical systems are discussed to illustrate the usage of importance measure in the practical reliability optimization. A reliability optimization mod...
Source