An Improved Fractional Moment Maximum Entropy Method with Polynomial Fitting

Abstract

The moment method is commonly used in reliability analysis, in which the maximum entropy method (MEM) and polynomial fitting (PF) have been widely used due to their advantages in accuracy and efficiency, respectively. In this paper, we propose a novel reliability analysis method by combining MEM and PF. The probability density function is preliminarily estimated using the fractional moment maximum entropy method (FM-MEM), based on which PF is then used to further improve the accuracy. The proposed method can avoid the phenomenon of the negative probability density and function oscillations in PF effectively. Moreover, the order of the exponential polynomial in the FM-MEM is adaptively selected in the preliminary solution calculation process. An iterative process for the number of exponential polynomial terms is also proposed, using the integral of the moment error function and the integrals of the local and global negative probability density as the convergence criteria. Four numerical examples and one engineering example are tested, and the results are compared with those of the Monte Carlo simulation and the classical FM-MEM results, respectively, demonstrating the good performance of the proposed method.