Meta model-based and cross entropy-based importance sampling algorithms for efficiently solving system failure probability function

Abstract

The multi-mode system failure probability function (SFPF) can quantify how the distribution parameters of the random input vector affect the system safety and decouple the system reliability-based design optimization model. However, for a problem with a time-consuming implicit performance function and rare failure domain, efficiently solving the SFPF remains significantly challenging. Therefore, in this study, two efficient algorithms are proposed, namely, the meta model-based importance sampling and cross entropy-based importance sampling. The contributions of this study are twofold. The first is constructing a single-loop optimal importance sampling density (SL-OISD) method to decouple the double-loop framework for analyzing the SFPF. The second is establishing two methods to efficiently approximate the SL-OISD and complete the SFPF estimation. The first method is based on the meta model of the system performance function, which is abbreviated as SL-Meta-IS. The second method is based on minimizing the cross entropy between the Gaussian mixture density model and SL-OISD, which is abbreviated as SL-CE-IS. To reduce the number of evaluating the system performance function when approximating the SL-OISD, sampling the SL-OISD, and identifying the state of the samples for completing the SFPF estimation, an adaptive Kriging model of the system performance function is introduced into SL-Meta-IS and SL-CE-IS. Owing to decoupling the double-loop framework into a single-loop framework, replacing the time-consuming system performance function with the economic Kriging model, and employing importance sampling variance reduction techniques to address issues related to the rare failure domain, the proposed SL-Meta-IS and SL-CE-IS methods greatly enhance the efficiency of SFPF estimations. The numerical and practical examples demonstrate that the two proposed methods are superior to the existing algorithms; moreover, the efficiency of SL-CE-IS is higher than that of SL-Meta-IS.