An_Adaptive_First-Order_Reliability_Analysis_Metho
An_Adaptive_First-Order_Reliability_Analysis_Metho
Research Article
An Adaptive First-Order Reliability Analysis Method for
Nonlinear Problems
Received 2 January 2020; Revised 18 February 2020; Accepted 27 March 2020; Published 14 April 2020
Copyright © 2020 Zhiming Wang et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The HL-RF algorithm of the first-order reliability method (FORM) is a widely useful tool in structural reliability analysis.
However, the iteration results of HL-RF algorithm may not converge due to periodic cycles for some highly nonlinear reliability
problems. In this paper, an adaptive first-order reliability method (AFORM) is proposed to improve solution efficiency for some
highly nonlinear reliability problems by introducing an adaptive factor. In AFORM, based on the two-parameter approximate
first-order reliability method, the new iteration point and the previous iteration point are used to obtain the corresponding angle,
and the result of convergence is judged by angle condition. According to the convergence degree of the results, two iteration
parameters of the approximate reliability method are adjusted continuously by adaptive factor. Moreover, iteration step size is
adjusted by changing the parameters to improve the efficiency and robustness of FORM. Finally, four numerical examples and one
mechanical reliability analysis example are used to verify the proposed method. Compared with the different algorithms, the
results show that AFORM has better efficiency and robustness for some highly nonlinear reliability problems.
design point both for explicit and implicit performance analysis, the failure probability Pf of the structure can be
functions. used to measure the reliability of the structure by
Among moment approximate reliability methods,
FORM is often used in structural reliability analysis [22, 23]. Pf � fX (X)dX, (1)
g(X)≤0
The Hasofer-Lind and Rakwitz-Fiessler (HL–RF) method is
widely used in engineering practice because of its simplicity where g(X) is performance function and fX (X) is proba-
and high efficiency [24, 25]. However, in reliability analysis, bility density function of random variable X.
the HL–RF method may produce periodic and chaotic so- However, in the actual engineering reliability analysis,
lutions for highly nonlinear performance functions. To because the structural performance function contains
improve the convergence of HL–RF in solving nonlinear multiple random variables, the multidimensional integral
problems, Elegbede [26] applied the particle swarm opti- calculation is very complicated, especially for the perfor-
mization method to calculate the failure probability of the mance function of complex structures. On the contrary, the
structure, which can obtain relatively higher accurate results. approximate reliability method is simple and efficient. The
Santosh et al. [27] proposed a modified HL-RF method by approximation for the failure probability can be expressed as
using step size selection criteria. The chaos control method �� ��
Pf ≈ Φ(− β) � Φ− ��U∗ ��, (2)
was introduced by Yang [28] in FORM, which can make the
solution results of nonlinear reliability problems converge where V(·) represents the cumulative distribution function
well, but the convergence speed is slow. To control iterative of the standard normal distribution, β is reliability index,
convergence speed, an improved HL-RF method with finite and U∗ is the most probable point (MPP).
step size robust iterative algorithm was proposed by Gong
and Yi [24]. The conjugate gradient optimization technique
was applied by Keshtegar and Miri [29] in HL–RF, and they 2.2. HL–RF Method. The HL–RF method is widely used in
proposed a modified HL–RF in order to overcome the engineering practice, which mainly includes two parts of
problem that the results of HL-RF do not converge in the standard normal space transformation and linear approxi-
reliability analysis of complex structures. Recently, there are mation [34, 35]. Standard normal space transformation is
some new FORM algorithms in the literature. Keshtegar [30] mainly to transform nonstandard normal space into stan-
developed a new FORM which controls instability solutions dard normal space. The conversion principle is
using chaotic conjugate map. Meng et al. [31] proposed a xi − μ′Xi
new directional stability transformation method of chaos μi � , (3)
control for first-order reliability analysis. Besides, Keshtegar σ′Xi
and Chakraborty [32] improved FORM by introducing a
where xi is the ith random variable in the nonstandard
conjugate search direction approach. Moreover, Roudak
normal space (X-space), µi is the ith random variable in the
et al. [33] proposed an approximate first-order reliability
standard normal space (U-space) corresponding to Xi, and
method with two parameters for nonlinear reliability
σ′Xi and μ′Xi are the equivalent standard deviation and mean
problems, which has good robustness and efficiency.
of ith normal random variables, which can be respectively
However, for different nonlinear problems, different pa-
expressed as [36, 37]
rameter values have great influence on the solution results.
Therefore, how to get the proper parameters becomes a φΦ− 1 FXi xi∗
problem to be solved. σ′Xi� , (4)
fXi xi∗
Based on the two-parameter approximate first-order
reliability method, an AFORM method for nonlinear
μ′Xi� xi∗ − σ′Xi Φ− 1 FXi xi∗ , (5)
problems is proposed in this paper. To measure the con-
vergence degree of the result, AFORM judges the conver- where φ(·) represents the probability density function of the
gence degree of iteration by the angle condition. To improve standard normal distribution. xi∗ is the design point, which
the efficiency and robustness of convergence, according to represents the nonstandard random variable. Also, Φ− 1(·) is
the convergence degree of iteration results, the iteration the inverse function of the standard normal distribution.
parameters are constantly updated by introducing adaptive FXi (xi∗ ) and fXi (xi∗ ) are the cumulative distribution
factors. Then, the iteration step size is adaptively changed. function and probability density function of Xi, respectively.
Finally, the method is verified by highly nonlinear numerical The linear approximation of HL–RF mainly uses Taylor
examples and mechanical engineering examples. The results expansion at the most probable point (MPP) of the per-
show that the proposed AFORM is efficient and stable formance function, which can be expressed as
compared with other methods.
g(U) ≈ g(U) � g U∗ + ∇T g U∗ U − U∗ , (6)
2. Approximation of Failure Probability and
where g(·) stands for linear approximation expressions of
First-Order Reliability Methods the performance function.∇g(U∗ ) is the gradient vector and
2.1. Approximation of Failure Probability. To ensure the U∗ represents MPP.
safety of structures with various uncertainties, it is usually According to (6), let g(·) � 0, and then the new design
necessary to carry out reliability analysis. In the reliability point is obtained by
Mathematical Problems in Engineering 3
||βk+1 – βk|| ≤ ε
Yes
U∗ = Uk+1,β = βk+1
adaptive factor δ � 0.4 is taken. The specific flowchart of the Table 1: Calculation results of different methods in example 1.
algorithm is shown in Figure 1.
HL–RF CC Roudak AFORM
β 1.5355 2.2982 2.2983 2.2983
3. Example Analyses Iteration number 40 144 35 17
3.1. Nonlinear Numerical Example 1. To test the perfor-
mance of the reliability algorithm, a common nonlinear Figure 2, respectively. We can see that it can quickly
function is used to verify it. This example uses a cubic converge to 1.5355 using the HL–RF method to solve the
polynomial function, which can be expressed as [30] reliability index. However, it has a larger error compared
g � x31 + x21 x2 + x32 − 18, (20) with the other methods. The reliability indexes calculated
by the CC method and Roudak method are 2.2982 and
where x1 and x2 follow the normal distribution with means 2.2983, respectively. But the efficiency of these two
μ1 � 10.0, μ2 � 9.9 and standard deviations σ 1 � σ 2 � 5.0. methods is relatively low (the number of iterations is 144
Reliability index calculated by Wang and Grandhi [36] and 35, respectively). Unlike HL–RF, CC, and Roudak, the
and Gong et al. [6] is 2.2983. Meng et al. [31] and reliability index calculated by the AFORM not only has a
Keshtegar and Miri [29] obtain that the result of the small error but also has a high efficiency. The number of
reliability index is 2.2983. In the reliability analysis of iterations is about 8 times and 4 times less than the CC
example 1, the reliability index obtained by Monte Carlo method and Roudak method, respectively. Therefore, for
simulation using 106 samples is 2.5265. The computation nonlinear reliability problems, the proposed AFORM
results and iterative process of reliability index using the method has the characteristics of high efficiency and small
different methods in example 1 are shown in Table 1 and error.
Mathematical Problems in Engineering 5
3.2. Nonlinear Numerical Example 2. This example uses a 3.4. Nonlinear Numerical Example 4. A nonlinear perfor-
nonlinear performance function with a fourth-order poly- mance function with nonnormal random variables is used in
nomial, which is described as [27] this example, which is expressed as [30]
g � x41 + 2x42 − 20, (21) g � x41 + x22 − 50, (23)
where x1 and x2 follow a normal distribution with means where x1 follows the lognormal distribution with mean
μ1 � μ2 � 10.0 and standard deviations σ 1 � σ 2 � 5.0. μ1 � 5 and standard deviation σ 1 � 1, respectively; moreover,
The reliability index calculated in [36] is 2.3633. The x2 follows the Gumbel distribution with mean μ2 � 10 and
calculated result in [6] is 2.3628. Moreover, the reliability standard deviation σ 2 � 10, respectively.
index given in reference [38] is 2.3654. The reliability Table 4 and Figure 5 show the computation results and
indexes obtained in [33, 39] are 2.3655. The reliability iterative process of reliability index with different methods
index obtained after 106 calculations is 2.8404 by Monte for example 4, respectively. As shown in Figure 5, the re-
Carlo simulation. We also give the computation results liability index of the traditional HL–RF method has a pe-
and iterative process of reliability index by different riodic cycle, which produces unstable results as chaotic
methods for example 2 in Table 2 and Figure 3, respec- solutions in example 4. Although the results of CC and
tively. As shown in Figure 3, the results show a second- Roudak methods can reach convergence, their efficiency is
order periodic oscillation by HL–RF. This is because that it relatively low. For the nonlinear reliability problems of
is difficult for HL–RF to solve the reliability model with nonnormal distribution, the results of AFORM can both
high nonlinearity. Unlike HL–RF, all reliability indexes of converge and have high efficiency. The number of iterations
CC, Roudak, and AFORM are converged, and their con- of AFORM is only 17. Therefore, for this example, the
vergence results are 2.3654, 2.3655, and 2.3655, respec- AFORM method is more efficient than other methods.
tively. However, their efficiency is different. CC has the
lowest efficiency with 163 iterations. Also, Roudak is more
efficient than CC. AFORM has the highest efficiency. 3.5. Example 5 about Reliability Analysis of the Two-Degree-of-
Therefore, the AFORM has higher efficiency for nonlinear Freedom Primary-Secondary Dynamic System. This example
reliability problems. uses a highly nonlinear performance function to validate the
proposed method. The performance function represents the
performance of the two-degree-of-freedom primary and
3.3. Nonlinear Numerical Example 3. A highly nonlinear secondary power system based on the force capacity of the
performance function of a pipeline is obtained by response second spring. The dynamic system is shown in Figure 6.
surface fitting, which can be formulated by [6] Moreover, the performance function corresponding to
Figure 6 is expressed as [33]
g � 1.1 − 0.00115x1 x2 + 0.00157x22 + 0.00117x21 + 0.0135x2 x3 0.5
g � Fs − ks PEx2s , (24)
− 0.0705x2 − 0.00534x1 − 0.0149x1 x3 − 0.0611x2 x4
+ 0.0717x1 x4 − 0.226x3 + 0.0333x23 − 0.558x3 x4 where the subscripts p and s represent the primary and
secondary springs, respectively. Fs and ks, which represent
+ 0.998x4 − 1.339x24 ,
the force and stiffness of the secondary spring, are random
(22) variables, P is a deterministic peak factor and equals to 3, and
E(x2s ) is the mean square response of the relative dis-
where x1 follows the extreme-II distribution with means
placement of secondary spring, which can be computed by
μ1 � 10 and standard deviations σ 1 � 5, x2 and x3 are normal
random variables with means μ2 � 10, μ3 � 0.8 and standard πS0 ⎡⎢⎣ ζ sζ a ζ p ω3p + ζ s ω3s ωp
Ex2s � ⎤⎥⎦,
deviations σ 2 � 5, σ 3 � 0.2, and x4 is a lognormal distri- 4ζ s ω3s ζ p ζ s 4ζ 2a + η2 + υζ 2a 4ζ a ω4a
bution random variable with means μ4 � 0.0625 and
standard deviations σ 4 � 0.0625. According to [33], the (25)
reliability index is 1.3961 computed by MCS using 106
where S0 is the intensity of a white noise base excitation of
samples. The calculating results and iterative process for
the system and ζ p and ζ s represent the damping ratios of the
different methods are shown in Table 3 and Figure 4,
primary and secondary springs, respectively. ωp � (kp/mp)0.5
respectively. Although reliability indexes computed by
and ωs � (ks/ms)0.5 represent the natural frequency of the
CC, Roudak, and AFORM are almost convergent to the
primary and secondary oscillators, respectively. kp is the
same value, the convergence rate is not the same. From
stiffness of the secondary spring, and ms and mp are the mass.
Table 3, it can be seen that the efficiency of the CC and
ζ a � (ζ p + ζ s)/2 and ωa � (ωp + ωs)/2 represent the average
Roudak method is low, but the AFORM method has the
frequency and damping coefficient, respectively.
highest efficiency which is about 2 times faster than CC
η � (ωp − ωs)/ωa and v � ms/mp are the mass ratio and the
and Roudak. Therefore, compared with other methods, the
tuning parameter, respectively, where, S0, kp, mp, ms, ζ p, and
proposed AFORM method has better efficiency and ro-
ζ s are random variables. Also, distribution characteristics of
bustness for example 3 with highly nonlinear performance
each random variable are shown in Table 5.
function.
6 Mathematical Problems in Engineering
2.5
Reliability index
1.5
0.5
0
0 50 100 150
Iteration
Roudak HL–RF
Proposed method CC
Figure 2: Iterative process of reliability index of example 1.
2.5
2
Reliability index
1.5
1
0.5 0.95
0.9
0 70 80 90 100
0 50 100 150
Iteration
CC Proposed method
Roudak HL–RF
Figure 3: Iterative process of reliability index of example 2.
For this dynamic system, we give the computation re- show a periodic oscillation. It shows that the HL–RF method
sults and iterative process of reliability index using the has certain limitations in reliability evaluation of the
different methods in Table 6 and Figure 7, respectively. As complex highly nonlinear performance function. Although
shown in Figure 7, the results obtained by HL–RF method CC, Roudak, and AFORM all obtained convergence results,
Mathematical Problems in Engineering 7
1.4
1.3
1.2
Reliability index
1.1
0.9
0.8
0.7
0 20 40 60 80 100 120
Iteration
HL–RF Roudak
Proposed method CC
Figure 4: Iterative process of reliability index of example 3.
3.5
2.5
Reliability index
1.5
0.5
0
0 20 40 60 80 100 120 140
Iteration
HL–RF CC
Proposed method Roudak
Figure 5: Iterative process of reliability index of example 4.
the CC and Roudak methods converge slowly. This shows In order to select the proper initial values of the pa-
that CC and Roudak methods are inefficient for nonlinear rameters in the AFORM method, the effects of different
reliability problems. According to Table 6, the reliability initial values of λS, ξ S, and δ on the calculation results of
indexes obtained by CC, Roudak, and AFORM methods all different examples are analyzed.
converge to 2.1231. However, the number of iterations of the The influence of the initial value λS on the iteration
CC and Roudak methods is 118 and 116, respectively, which results of each example is shown in Figure 8 when the initial
is about twice of the AFORM method. Therefore, the values ξ S � 0.6 and δ � 0.4. Figure 8 shows that when the
AFORM method is significantly better than the other initial values ξ S � 0.6 and δ � 0.4, the changes of the initial
methods. value λS have little effect on the iteration results of example 2,
8 Mathematical Problems in Engineering
xp
xs
cp = 2ξpωpmp cs = 2ξsωsms
mp ms
kp = ω2pmp ks = ω2sms
5
Reliability index
0
0 20 40 60 80 100 120
Iteration
HL–RF CC
Roudak Proposed method
Figure 7: Iterative process of reliability index of example 5.
but have an obvious impact on examples 1, 3, 4, and 5. When λS � 0.8 and δ � 0.4. When λS � 0.8, δ � 0.4, and ξ S � 0.7, the
the initial value λS � 0.8, the iteration result of each example solution does not converge for example 5, so the number of
is relatively low. Therefore, the value of λS is recommended iterations is defined as 0. Figure 9 suggests that when the
to be 0.8. initial values λS � 0.8 and δ � 0.4, the changes of initial values
The effect of the initial value ξ S on the iteration results of ξ S have little effect on the iteration results of examples 1 and
each example is given in Figure 9 when the initial values 2, but have an apparent effect on examples 3, 4, and 5. Also,
Mathematical Problems in Engineering 9
60 50
50
40
Iteration number
Iteration number
40
30
30
20
20
10
10
0 0
Example 1 Example 2 Example 3 Example 4 Example 5 Example 1 Example 2 Example 3 Example 4 Example 5
Figure 8: Influence of different initial values of λS on the iteration Figure 10: Influence of different initial values of δ on the iteration
results of each example. results of each example.
80
4. Conclusions
Traditional HL-RF algorithm in FORM is convergent or has
inefficient solution for some highly nonlinear reliability
60
evaluation problems. In this paper, an adaptive first-order
Iteration number
Data Availability
when the initial value ξ S � 0.6, the number of iterations for
solving each example is low, so it can be used as the initial The data used to support the findings of this study are in-
parameter value for the AFORM method. cluded within the article.
In addition, Figure 10 shows the effect of the initial
value δ on the iteration results of each example when the
initial values λS � 0.8 and ξ S � 0.6. Among them, when
Conflicts of Interest
δ � 0.6 and δ � 0.5, the calculation results of the example 5 The authors declare no conflicts of interest regarding the
do not converge, so the number of iterations of example 5 is publication of this paper.
defined as 0. Figure 10 shows that there is a big difference in
iteration number for each example when using the AFORM
method with the different δ. When δ � 0.4, the number of Acknowledgments
iterations of the AFORM method to solve each example is
This work was financially supported in part by the National
low, so δ � 0.4 can be used as the parameter value of the
Natural Science Foundation of China (51565032) and China
AFORM method.
Scholarship Council (201708625073).
10 Mathematical Problems in Engineering