An Effective Approach for Reliability-Based Sensitivity Analysis with the Principle of Maximum Entropy and Fractional Moments

The reliability-based sensitivity analysis requires to recursively evaluate a multivariate structural model for many failure probability levels. This is in general a computationally intensive task due to irregular integrations used to define the structural failure probability. In this regard, the pe...

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Published in:Entropy
Main Authors: Xufang Zhang, Jiankai Liu, Ying Yan, Mahesh Pandey
Format: Article
Language:English
Published: MDPI AG 2019-07-01
Subjects:
Online Access:https://www.mdpi.com/1099-4300/21/7/649
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author Xufang Zhang
Jiankai Liu
Ying Yan
Mahesh Pandey
author_facet Xufang Zhang
Jiankai Liu
Ying Yan
Mahesh Pandey
author_sort Xufang Zhang
collection DOAJ
container_title Entropy
description The reliability-based sensitivity analysis requires to recursively evaluate a multivariate structural model for many failure probability levels. This is in general a computationally intensive task due to irregular integrations used to define the structural failure probability. In this regard, the performance function is first approximated by using the multiplicative dimensional reduction method in this paper, and an approximation for the reliability-based sensitivity index is derived based on the principle of maximum entropy and the fractional moment. Three examples in the literature are presented to examine the performance of this entropy-based approach against the brute-force Monte-Carlo simulation method. Results have shown that the multiplicative dimensional reduction based entropy approach is rather efficient and able to provide reliability estimation results for the reliability-based sensitivity analysis of a multivariate structural model.
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spelling doaj-art-e936019a35774ef0921f62dbf2c4ebac2025-08-19T19:48:15ZengMDPI AGEntropy1099-43002019-07-0121764910.3390/e21070649e21070649An Effective Approach for Reliability-Based Sensitivity Analysis with the Principle of Maximum Entropy and Fractional MomentsXufang Zhang0Jiankai Liu1Ying Yan2Mahesh Pandey3School of Mechanical Engineering & Automation, Northeastern University, Shenyang 110819, ChinaSchool of Mechanical Engineering & Automation, Northeastern University, Shenyang 110819, ChinaThe Technology Center, Taiyuan Heavy Industry Co. Ltd., Taiyuan 030024, ChinaDepartment of Civil & Environmental Engineering, University of Waterloo, Waterloo, ON N2L 3G1, CanadaThe reliability-based sensitivity analysis requires to recursively evaluate a multivariate structural model for many failure probability levels. This is in general a computationally intensive task due to irregular integrations used to define the structural failure probability. In this regard, the performance function is first approximated by using the multiplicative dimensional reduction method in this paper, and an approximation for the reliability-based sensitivity index is derived based on the principle of maximum entropy and the fractional moment. Three examples in the literature are presented to examine the performance of this entropy-based approach against the brute-force Monte-Carlo simulation method. Results have shown that the multiplicative dimensional reduction based entropy approach is rather efficient and able to provide reliability estimation results for the reliability-based sensitivity analysis of a multivariate structural model.https://www.mdpi.com/1099-4300/21/7/649multiplicative dimensional reduction methodreliability-based sensitivity analysisfractional momentsthe principle of maximum entropy
spellingShingle Xufang Zhang
Jiankai Liu
Ying Yan
Mahesh Pandey
An Effective Approach for Reliability-Based Sensitivity Analysis with the Principle of Maximum Entropy and Fractional Moments
multiplicative dimensional reduction method
reliability-based sensitivity analysis
fractional moments
the principle of maximum entropy
title An Effective Approach for Reliability-Based Sensitivity Analysis with the Principle of Maximum Entropy and Fractional Moments
title_full An Effective Approach for Reliability-Based Sensitivity Analysis with the Principle of Maximum Entropy and Fractional Moments
title_fullStr An Effective Approach for Reliability-Based Sensitivity Analysis with the Principle of Maximum Entropy and Fractional Moments
title_full_unstemmed An Effective Approach for Reliability-Based Sensitivity Analysis with the Principle of Maximum Entropy and Fractional Moments
title_short An Effective Approach for Reliability-Based Sensitivity Analysis with the Principle of Maximum Entropy and Fractional Moments
title_sort effective approach for reliability based sensitivity analysis with the principle of maximum entropy and fractional moments
topic multiplicative dimensional reduction method
reliability-based sensitivity analysis
fractional moments
the principle of maximum entropy
url https://www.mdpi.com/1099-4300/21/7/649
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