This content is not included in your SAE MOBILUS subscription, or you are not logged in.

Time-Dependent Reliability of Random Dynamic Systems Using Time-Series Modeling and Importance Sampling

Journal Article
2011-01-0728
ISSN: 1946-3979, e-ISSN: 1946-3987
Published April 12, 2011 by SAE International in United States
Time-Dependent Reliability of Random Dynamic Systems Using Time-Series Modeling and Importance Sampling
Sector:
Citation: Singh, A., Mourelatos, Z., and Nikolaidis, E., "Time-Dependent Reliability of Random Dynamic Systems Using Time-Series Modeling and Importance Sampling," SAE Int. J. Mater. Manuf. 4(1):929-946, 2011, https://doi.org/10.4271/2011-01-0728.
Language: English

References

  1. Savage, G. J. Son, Y. K. “Dependability-Based Design Optimization of Degrading Engineering Systems,” Journal of Mechanical Design 131 2009
  2. Ascher, H. Feingold, H. “Repairable Systems Reliability” Marcel Dekker New York, N.Y. 1984
  3. Singh, A. Mourelatos, Z. P. Li, J. “Design for Lifecycle Cost using Time-dependent Reliability,” ASME Journal of Mechanical Design 132 9 091008 2010 Proceedings of ASME 2009 Design Engineering Technical Conferences , Paper DETC2009-86587/DAC-29 San Diego, CA August 2009
  4. Son, Y. K. Chang, S. W. Savage, G. J. “Economic-based Design of Engineering Systems with Degrading Components Using Probabilistic Loss of Quality,” Journal of Mechanical Science and Technology 21 2 225 234 2007
  5. Lu, S. Lu, H. Kolarik, W. “Multivariate Performance Reliability Prediction in Real Time,” Reliability Engineering and System Safety 72 1 35 45 2001
  6. Sorensen, J. “Notes in Structural Reliability Theory and Risk Analysis” 2004
  7. Rackwitz, R. Fiessler, B. “Structural Reliability under Combined Random Load Sequences,” Computer and Structures 9 5 484 494 1978
  8. Ditlevsen, O. “Narrow Reliability Bounds for Structural Systems,” Journal of Structural Mechanics 7 4 453 472 1979
  9. Karamchandani, A. Bjerager, P. Cornell, C.A. “Adaptive Importance Sampling,” 5th International Conference on Structural Safety and Reliability Ang, A. H.-S. Shinozuka, M. Schueller, G. I. ASCE 855 862 New York 1989
  10. Andrieu-Renaud, C. Sudret, B. Lemaire, M. “The PHI2 Method: A Way to Compute Time-Variant Reliability” Reliability Engineering and Safety System 84 1 75 86 2004
  11. Hagen, O. Tvedt, L. “Vector Process Out-Crossing as Parallel System Sensitivity Measure,” ASCE Journal of Engineering Mechanics 121 10 2201 2210 1991
  12. Ditlevsen, O. Madsen, H. O. Structural Reliability Methods John Wiley & Sons New York 1996
  13. Shinozuka, M. “Probability of Failure under Random Loading,” ASCE Journal of Engineering Mechanics 90 147 171 1964
  14. Rice, S. O. “Mathematical Analysis of Random Noise,” Bell Syst Tech J 23 282 332 1954 Wax, N Selected Papers on Noise and Stochastic Processes New York Dover 1954
  15. Rackwitz, R. “Computational Techniques in Stationary and Non-Stationary Load Combination - A Review and Some Extensions,” Journal of Structural Engineering 25 1 1 20 1998
  16. Schueller, G. I. “A State-of-the-art Report on Computational Stochastic Mechanics,” Probabilistic Engineering Mechanics 12 4 197 321 1997
  17. Engelung, S. Rackwitz, R. Lange, C. “Approximations of First Passage Times for Differentiable Processes Based on Higher Order Threshold Crossings,” Probabilistic Engineering Mechanics 10 1 53 60 1995
  18. Sudret, B. Der Kiureghian, A. “Stochastic Finite Element Methods and Reliability. A State-of-the-art Report,” Report UCB/SEMM-2000/08 University of California Berkeley, CA 2000
  19. Son, Y. K. Savage, G. J. “Set Theoretic Formulation of Performance Reliability of Multiple Response Time-Variant Systems due to Degradations in System Components,” Quality and Reliability Engineering International 23 2 171 188 2007
  20. Singh, A. Mourelatos, Z.P. “On the Time-Dependent Reliability of Non-Monotonic, Non-Repairable Systems,” SAE Int. J. Mater. Manuf. 3 1 425 444 2010 10.4271/2010-01-0696
  21. Li, J. Mourelatos, Z. P. “Time-Dependent Reliability Estimation for Dynamic Problems using a Niching Genetic Algorithm,” ASME Journal of Mechanical Design 131 7 2009
  22. Singh, A. Mourelatos, Z. P. Nikolaidis, E. “A Simulation-based Random Process Method for Time-dependent Reliability of Random Dynamics Systems,” Proceedings of ASME 2010 Design Engineering Technical Conferences , Paper DETC2010-28131 Montreal, Quebec, CA August 2010
  23. Rousand, M. Hoyland, A. System Reliability Theory Second Wiley Series 2004
  24. Ruppert, D. Statistics in Finance Springer 2004
  25. Stavropoulos, C. Fassois, S. “Non-Stationary Functional Series Modeling and Analysis of Hardware Reliability Series: A Comparative Study using Rail Vehicle Inter-Failure Times,” Reliability Engineering and System Safety 68 169 183 2000
  26. Ho, S. Xie, M. “The Use of ARIMA Models for Reliability Forecasting and Analysis” Computers in Engng 35 1-2 213 216 1998
  27. Singpurwalla, N. D. “Time Series Analysis and Forecasting of Failure-Rate Processes,” SIAM 483 507 1975
  28. Shinozuka, M. Deodatis, G. “Simulation of Stochastic Processes by Spectral Representation,” Applied Mechanics Reviews 44 191 203 1991
  29. Econometrics Toolbox, MATLAB, The MathWorks 2008
  30. Hesterberg, T.C. “Advances in Importance Sampling,” Ph.D. Dissertation Department of Statistics, Stanford University 1988
  31. Kahn, H. “Random Sampling Monte Carlo Techniques in Neutron Attenuation Problems,” Nucleonics 6 5 27 37 6 6 60 65 1950
  32. Davis, B. R. “An Improved Importance Sampling Method for Digital Communication System Simulations,” IEEE Transations on Communications 34 715 719 1987
  33. Zhang, G. Nikolaidis, E. Mourelatos, Z. P. “An Efficient Re-Analysis Methodology for Probabilistic Vibration of Large-Scale Structures,” ASME Journal of Mechanical Design 131 5 2009
  34. Maes, M. A. Breitung, K. W. Dupuis, D. J. “Asymptotic Importance Sampling,” Structure Safety 12 3 167 186 1993
  35. Bayer, V. Bucher, C. “Importance Sampling for First Passage Problems of Non-Linear Structures,” Probabilistic Engineering Mechanics 14 27 32 1999
  36. Liesenfeld, R. Richard, J. “Improving MCMC using Efficient Importance Sampling,” Computational Statistics and Data Analysis 53 2 272 288 2008

Cited By