Abstract
Reliability analysis under uncertainty, which assesses the probability that a system’s performance (e.g., fatigue, corrosion, fracture) meets its marginal value while taking into account various uncertainty sources (e.g., material properties, loads, geometries), has been recognized as having significant importance in product design and process development.
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Appendix: A 99-Line MATLAB Code for UDR-Based SRSM
Appendix: A 99-Line MATLAB Code for UDR-Based SRSM
% A 99-LINE UDR-BASED SRSM CODE WRITTEN BY HU C., Wang P., AND YOUN B.D. % function UDR_RS() clear all; close all; u = [0.4 0.4]; %% Mean vector of random variables s = [0.01 0.01]; %% Standard deviation vector
%======================== Generate MCS samples =========================% ns = 5000000; %% Number of MCS samples nv = length(u); %% Number of input random variables xs = zeros(nv,ns); %% Initialization of MCS sample vector for k = 1:nv xs(k,:) = normrnd(u(k),s(k),1,ns); end
%===================== Obtain Univariate Samples =======================% [output,input,gg] = UDR_sampling(u,s);
%================ Compute Univariate Response Surface ==================% % Step 1: obtain univariate component function values uniComp = zeros(nv,ns); for k = 1:nv uniComp(k,:) = interp1(input(k,:),output(k,:),xs(k,:),′spline′); end % Step 2: combine univariate responses with UDR formula zz = squeeze(uniComp(:,:)); response_URS = sum(zz,1)-(nv-1)*gg;
%=============== Compute True Responses by Direct MCS ==================% response_true = findresponse(xs);
%================== Conduct Reliability Analysis =======================% rel_URS = length(find(response_URS < 0))/ns rel_true = length(find(response_true < 0))/ns
%=============== Plot Probability Density Functions ====================% % Plot PDF computed from univariate response surface figure(′DefaultAxesFontSize′,16) D = response_URS; [cn,xout] = hist(D,100); sss = sum(cn); unit=(xout(100)-xout(1))/99; for k = 1:100 cn(k)=cn(k)/sss/unit; end plot(xout,cn,′k-′); hold on; clear D cn xout;
% Plot true PDF from direct MCS D = response_true; [cn,xout] = hist(D,100); sss = sum(cn); unit=(xout(100)-xout(1))/99; for k = 1:100 cn(k)=cn(k)/sss/unit; end plot(xout,cn,′r*′); hold on; clear D cn xout; legend(′UDR-SRSM′,′MCS′); xlabel(′{\itG}({\bfX})′); ylabel(′Probability density′);
%================== Obtain Univariate Samples ==========================% function [output,input,gg] = UDR_sampling(u,s) u_loc = [-3.0,-1.5,0,1.5,3.0]; %% Sample locations: [u+/-3.0s, u+/-1.5s, u] nv = length(u); %% Dimension of the problem m = length(u_loc); %% Number of samples along each dimension input = zeros(nv,m); for k = 1:nv % Identify sample location input(k,:) = u(k) + u_loc*s(k); % Get response values xx = u; for kk = 1:m xx(k) = input(k,kk); if isequal(k,1) && isequal(xx,u) %% Avoid re-evaluating mean value output(k,kk) = findresponse(xx); gg = output(k,kk); elseif ~isequal(k,1) && isequal(xx,u) output(k,kk) = gg; else output(k,kk) = findresponse(xx); end end end
%=================== Define Performance Function ========================% function response = findresponse(xx) if isvector(xx) == 1 response = 0.75*exp(-0.25*(9*xx(1)-2)^2-0.25*(9*xx(2)-2)^2).... +0.75*exp(-(9*xx(1)+1)^2/49-(9*xx(2)+1)/10).... +0.50*exp(-0.25*(9*xx(1)-7)^2-0.25*(9*xx(2)-3)^2).... -0.20*exp(-(9*xx(1)-4)^2-(9*xx(2)-7)^2) - 0.6; else response = 0.75*exp(-0.25*(9*xx(1,:)-2).^2-0.25*(9*xx(2,:)-2).^2).... +0.75*exp(-(9*xx(1,:)+1).^2/49-(9*xx(2,:)+1)/10).... +0.50*exp(-0.25*(9*xx(1,:)-7).^2-0.25*(9*xx(2,:)-3).^2).... -0.20*exp(-(9*xx(1,:)-4).^2-(9*xx(2,:)-7).^2) - 0.6; end
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Hu, C., Youn, B.D., Wang, P. (2019). Reliability Analysis Techniques (Time-Independent). In: Engineering Design under Uncertainty and Health Prognostics. Springer Series in Reliability Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-92574-5_5
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