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Local Reliability Based Sensitivity Analysis with the Moving Particles Method

Proppe, Carsten


Local reliability sensitivity methods aim at determining the partial derivatives of the failure probability or the reliability index with respect to model parameters. For efficient local reliability based sensitivity analysis, it is important to avoid repeated evaluations of the performance function. To this end, an extension of the moving particles method to local reliability based sensitivity analysis is presented that is completely based on the already evaluated samples for the reliability estimate and thus avoids repeated evaluations of the performance function. In order to further reduce the variance of the estimator and to increase the efficiency, a multilevel variant of the estimator is proposed. The method is discussed in detail and illustrated by means of examples.

Verlagsausgabe §
DOI: 10.5445/IR/1000141926
Veröffentlicht am 15.01.2022
Cover der Publikation
Zugehörige Institution(en) am KIT Institut für Technische Mechanik (ITM)
Publikationstyp Proceedingsbeitrag
Publikationsjahr 2021
Sprache Englisch
Identifikator KITopen-ID: 1000141926
Erschienen in 14th WCCM-ECCOMAS Congress 2020: Collection of papers presented at the 14th edition of the WCCM-ECCOMAS, virtual congress, January, 11-15, 2021. Ed.: F. Chinesta
Verlag Scipedia S.L.
Schlagwörter Local Sensitivity Analysis, Reliability, Multilevel Splitting, Moving Particles
Nachgewiesen in Dimensions
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