{"title":"Flood risk assessment and mitigation for metro stations: An evidential-reasoning-based optimality approach considering uncertainty of subjective parameters","authors":"Renfei He, Limao Zhang, R. Tiong","doi":"10.2139/ssrn.4447066","DOIUrl":"https://doi.org/10.2139/ssrn.4447066","url":null,"abstract":"","PeriodicalId":21122,"journal":{"name":"Reliab. Eng. Syst. Saf.","volume":"38 1","pages":"109453"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87432299","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Gradient aligned domain generalization with a mutual teaching teacher-student network for intelligent fault diagnosis","authors":"Yu-lin Ma, Jun Yang, Lei Li","doi":"10.2139/ssrn.4373223","DOIUrl":"https://doi.org/10.2139/ssrn.4373223","url":null,"abstract":"","PeriodicalId":21122,"journal":{"name":"Reliab. Eng. Syst. Saf.","volume":"88 1","pages":"109516"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79722951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-15DOI: 10.48550/arXiv.2212.07933
Giacomo Arcieri, C. Hoelzl, Oliver Schwery, D. Štraub, K. Papakonstantinou, E. Chatzi
Structural Health Monitoring (SHM) describes a process for inferring quantifiable metrics of structural condition, which can serve as input to support decisions on the operation and maintenance of infrastructure assets. Given the long lifespan of critical structures, this problem can be cast as a sequential decision making problem over prescribed horizons. Partially Observable Markov Decision Processes (POMDPs) offer a formal framework to solve the underlying optimal planning task. However, two issues can undermine the POMDP solutions. Firstly, the need for a model that can adequately describe the evolution of the structural condition under deterioration or corrective actions and, secondly, the non-trivial task of recovery of the observation process parameters from available monitoring data. Despite these potential challenges, the adopted POMDP models do not typically account for uncertainty on model parameters, leading to solutions which can be unrealistically confident. In this work, we address both key issues. We present a framework to estimate POMDP transition and observation model parameters directly from available data, via Markov Chain Monte Carlo (MCMC) sampling of a Hidden Markov Model (HMM) conditioned on actions. The MCMC inference estimates distributions of the involved model parameters. We then form and solve the POMDP problem by exploiting the inferred distributions, to derive solutions that are robust to model uncertainty. We successfully apply our approach on maintenance planning for railway track assets on the basis of a"fractal value"indicator, which is computed from actual railway monitoring data.
{"title":"Bridging POMDPs and Bayesian decision making for robust maintenance planning under model uncertainty: An application to railway systems","authors":"Giacomo Arcieri, C. Hoelzl, Oliver Schwery, D. Štraub, K. Papakonstantinou, E. Chatzi","doi":"10.48550/arXiv.2212.07933","DOIUrl":"https://doi.org/10.48550/arXiv.2212.07933","url":null,"abstract":"Structural Health Monitoring (SHM) describes a process for inferring quantifiable metrics of structural condition, which can serve as input to support decisions on the operation and maintenance of infrastructure assets. Given the long lifespan of critical structures, this problem can be cast as a sequential decision making problem over prescribed horizons. Partially Observable Markov Decision Processes (POMDPs) offer a formal framework to solve the underlying optimal planning task. However, two issues can undermine the POMDP solutions. Firstly, the need for a model that can adequately describe the evolution of the structural condition under deterioration or corrective actions and, secondly, the non-trivial task of recovery of the observation process parameters from available monitoring data. Despite these potential challenges, the adopted POMDP models do not typically account for uncertainty on model parameters, leading to solutions which can be unrealistically confident. In this work, we address both key issues. We present a framework to estimate POMDP transition and observation model parameters directly from available data, via Markov Chain Monte Carlo (MCMC) sampling of a Hidden Markov Model (HMM) conditioned on actions. The MCMC inference estimates distributions of the involved model parameters. We then form and solve the POMDP problem by exploiting the inferred distributions, to derive solutions that are robust to model uncertainty. We successfully apply our approach on maintenance planning for railway track assets on the basis of a\"fractal value\"indicator, which is computed from actual railway monitoring data.","PeriodicalId":21122,"journal":{"name":"Reliab. Eng. Syst. Saf.","volume":"150 1","pages":"109496"},"PeriodicalIF":0.0,"publicationDate":"2022-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76768380","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-13DOI: 10.48550/arXiv.2212.06303
Yogesh Chandrakant Mathpati, K. More, Tapas Tripura, R. Nayek, S. Chakraborty
We propose a novel model agnostic data-driven reliability analysis framework for time-dependent reliability analysis. The proposed approach -- referred to as MAntRA -- combines interpretable machine learning, Bayesian statistics, and identifying stochastic dynamic equation to evaluate reliability of stochastically-excited dynamical systems for which the governing physics is textit{apriori} unknown. A two-stage approach is adopted: in the first stage, an efficient variational Bayesian equation discovery algorithm is developed to determine the governing physics of an underlying stochastic differential equation (SDE) from measured output data. The developed algorithm is efficient and accounts for epistemic uncertainty due to limited and noisy data, and aleatoric uncertainty because of environmental effect and external excitation. In the second stage, the discovered SDE is solved using a stochastic integration scheme and the probability failure is computed. The efficacy of the proposed approach is illustrated on three numerical examples. The results obtained indicate the possible application of the proposed approach for reliability analysis of in-situ and heritage structures from on-site measurements.
{"title":"MAntRA: A framework for model agnostic reliability analysis","authors":"Yogesh Chandrakant Mathpati, K. More, Tapas Tripura, R. Nayek, S. Chakraborty","doi":"10.48550/arXiv.2212.06303","DOIUrl":"https://doi.org/10.48550/arXiv.2212.06303","url":null,"abstract":"We propose a novel model agnostic data-driven reliability analysis framework for time-dependent reliability analysis. The proposed approach -- referred to as MAntRA -- combines interpretable machine learning, Bayesian statistics, and identifying stochastic dynamic equation to evaluate reliability of stochastically-excited dynamical systems for which the governing physics is textit{apriori} unknown. A two-stage approach is adopted: in the first stage, an efficient variational Bayesian equation discovery algorithm is developed to determine the governing physics of an underlying stochastic differential equation (SDE) from measured output data. The developed algorithm is efficient and accounts for epistemic uncertainty due to limited and noisy data, and aleatoric uncertainty because of environmental effect and external excitation. In the second stage, the discovered SDE is solved using a stochastic integration scheme and the probability failure is computed. The efficacy of the proposed approach is illustrated on three numerical examples. The results obtained indicate the possible application of the proposed approach for reliability analysis of in-situ and heritage structures from on-site measurements.","PeriodicalId":21122,"journal":{"name":"Reliab. Eng. Syst. Saf.","volume":"17 1","pages":"109233"},"PeriodicalIF":0.0,"publicationDate":"2022-12-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80166710","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-06DOI: 10.48550/arXiv.2212.02728
Dongjin Lee, B. Kramer
We propose novel methods for Conditional Value-at-Risk (CVaR) estimation for nonlinear systems under high-dimensional dependent random inputs. We develop a novel DD-GPCE-Kriging surrogate that merges dimensionally decomposed generalized polynomial chaos expansion and Kriging to accurately approximate nonlinear and nonsmooth random outputs. We use DD-GPCE-Kriging (1) for Monte Carlo simulation (MCS) and (2) within multifidelity importance sampling (MFIS). The MCS-based method samples from DD-GPCE-Kriging, which is efficient and accurate for high-dimensional dependent random inputs, yet introduces bias. Thus, we propose an MFIS-based method where DD-GPCE-Kriging determines the biasing density, from which we draw a few high-fidelity samples to provide an unbiased CVaR estimate. To accelerate the biasing density construction, we compute DD-GPCE-Kriging using a cheap-to-evaluate low-fidelity model. Numerical results for mathematical functions show that the MFIS-based method is more accurate than the MCS-based method when the output is nonsmooth. The scalability of the proposed methods and their applicability to complex engineering problems are demonstrated on a two-dimensional composite laminate with 28 (partly dependent) random inputs and a three-dimensional composite T-joint with 20 (partly dependent) random inputs. In the former, the proposed MFIS-based method achieves 104x speedup compared to standard MCS using the high-fidelity model, while accurately estimating CVaR with 1.15% error.
{"title":"Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging","authors":"Dongjin Lee, B. Kramer","doi":"10.48550/arXiv.2212.02728","DOIUrl":"https://doi.org/10.48550/arXiv.2212.02728","url":null,"abstract":"We propose novel methods for Conditional Value-at-Risk (CVaR) estimation for nonlinear systems under high-dimensional dependent random inputs. We develop a novel DD-GPCE-Kriging surrogate that merges dimensionally decomposed generalized polynomial chaos expansion and Kriging to accurately approximate nonlinear and nonsmooth random outputs. We use DD-GPCE-Kriging (1) for Monte Carlo simulation (MCS) and (2) within multifidelity importance sampling (MFIS). The MCS-based method samples from DD-GPCE-Kriging, which is efficient and accurate for high-dimensional dependent random inputs, yet introduces bias. Thus, we propose an MFIS-based method where DD-GPCE-Kriging determines the biasing density, from which we draw a few high-fidelity samples to provide an unbiased CVaR estimate. To accelerate the biasing density construction, we compute DD-GPCE-Kriging using a cheap-to-evaluate low-fidelity model. Numerical results for mathematical functions show that the MFIS-based method is more accurate than the MCS-based method when the output is nonsmooth. The scalability of the proposed methods and their applicability to complex engineering problems are demonstrated on a two-dimensional composite laminate with 28 (partly dependent) random inputs and a three-dimensional composite T-joint with 20 (partly dependent) random inputs. In the former, the proposed MFIS-based method achieves 104x speedup compared to standard MCS using the high-fidelity model, while accurately estimating CVaR with 1.15% error.","PeriodicalId":21122,"journal":{"name":"Reliab. Eng. Syst. Saf.","volume":"7 1","pages":"109208"},"PeriodicalIF":0.0,"publicationDate":"2022-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82211198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-06DOI: 10.48550/arXiv.2211.03023
Weikai Wang, Xian-Li Chen
In this paper, a condition-based imperfect maintenance model based on piecewise deterministic Markov process (PDMP) is constructed. The degradation of the system includes two types: natural degradation and random shocks. The natural degradation is deterministic and can be nonlinear. The damage increment caused by a random shock follows a certain distribution, and its parameters are related to the degradation state. Maintenance methods include corrective maintenance and imperfect maintenance. Imperfect maintenance reduces the degradation degree of the system according to a random proportion. The maintenance action is delayed, and the system will suffer natural degradations and random shocks while waiting for maintenance. At each inspection time, the decision-maker needs to make a choice among planning no maintenance, imperfect maintenance and perfect maintenance, so as to minimize the total discounted cost of the system. The impulse optimal control theory of PDMP is used to determine the optimal maintenance strategy. A numerical study dealing with component coating maintenance problem is presented. Relationship with optimal threshold strategy is discussed. Sensitivity analyses on the influences of discount factor, observation interval and maintenance cost to the discounted cost and optimal actions are presented.
{"title":"Piecewise deterministic Markov process for condition-based imperfect maintenance models","authors":"Weikai Wang, Xian-Li Chen","doi":"10.48550/arXiv.2211.03023","DOIUrl":"https://doi.org/10.48550/arXiv.2211.03023","url":null,"abstract":"In this paper, a condition-based imperfect maintenance model based on piecewise deterministic Markov process (PDMP) is constructed. The degradation of the system includes two types: natural degradation and random shocks. The natural degradation is deterministic and can be nonlinear. The damage increment caused by a random shock follows a certain distribution, and its parameters are related to the degradation state. Maintenance methods include corrective maintenance and imperfect maintenance. Imperfect maintenance reduces the degradation degree of the system according to a random proportion. The maintenance action is delayed, and the system will suffer natural degradations and random shocks while waiting for maintenance. At each inspection time, the decision-maker needs to make a choice among planning no maintenance, imperfect maintenance and perfect maintenance, so as to minimize the total discounted cost of the system. The impulse optimal control theory of PDMP is used to determine the optimal maintenance strategy. A numerical study dealing with component coating maintenance problem is presented. Relationship with optimal threshold strategy is discussed. Sensitivity analyses on the influences of discount factor, observation interval and maintenance cost to the discounted cost and optimal actions are presented.","PeriodicalId":21122,"journal":{"name":"Reliab. Eng. Syst. Saf.","volume":"7 1","pages":"109271"},"PeriodicalIF":0.0,"publicationDate":"2022-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73289300","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-06-28DOI: 10.48550/arXiv.2207.00169
W. Yeh
Current network applications, such as utility networks (gas, water, electricity, and 4G/5G), the Internet of Things (IoT), social networks, and supply chains, are all based on binary state networks. Reliability is one of the most commonly used tools for evaluating network performance, and the minimal path (MP) is a basic algorithm for calculating reliability. However, almost all existing algorithms assume that all undirected arcs are homogeneous; that is, the probability of an arc from nodes a to b is equal to that from nodes b to a . Therefore, based on MPs, the binary-addition-tree algorithm (BAT), and the inclusion-exclusion technique (IET), a novel recursive inclusion-exclusion technology algorithm known as recursive BAT-based IET (RIE) is proposed to solve the heterogeneous-arc binary-state network reliability problem to overcome the above obstacles in applications. The computational complexity of the proposed RIE is analyzed using an illustrative example. Finally, 11 benchmark problems are used to verify the performance of
{"title":"Novel Recursive Inclusion-Exclusion Technology Based on BAT and MPs for Heterogeneous-Arc Binary-State Network Reliability Problems","authors":"W. Yeh","doi":"10.48550/arXiv.2207.00169","DOIUrl":"https://doi.org/10.48550/arXiv.2207.00169","url":null,"abstract":" Current network applications, such as utility networks (gas, water, electricity, and 4G/5G), the Internet of Things (IoT), social networks, and supply chains, are all based on binary state networks. Reliability is one of the most commonly used tools for evaluating network performance, and the minimal path (MP) is a basic algorithm for calculating reliability. However, almost all existing algorithms assume that all undirected arcs are homogeneous; that is, the probability of an arc from nodes a to b is equal to that from nodes b to a . Therefore, based on MPs, the binary-addition-tree algorithm (BAT), and the inclusion-exclusion technique (IET), a novel recursive inclusion-exclusion technology algorithm known as recursive BAT-based IET (RIE) is proposed to solve the heterogeneous-arc binary-state network reliability problem to overcome the above obstacles in applications. The computational complexity of the proposed RIE is analyzed using an illustrative example. Finally, 11 benchmark problems are used to verify the performance of","PeriodicalId":21122,"journal":{"name":"Reliab. Eng. Syst. Saf.","volume":" 4","pages":"108994"},"PeriodicalIF":0.0,"publicationDate":"2022-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91413025","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-06-01DOI: 10.3850/978-981-18-2016-8_093-cd
Nick Pepper, Luís Crespo, F. Montomoli
A novel algorithm is presented for adaptive learning of an unknown function that separates two regions of a domain. In the context of reliability analysis these two regions represent the failure domain, where a set of constraints or requirements are violated, and a safe domain where they are satisfied. The Limit State Function (LSF) separates these two regions. Evaluating the constraints for a given parameter point requires the evaluation of a computational model that may well be expensive. For this reason we wish to construct a meta-model that can estimate the LSF as accurately as possible, using only a limited amount of training data. This work presents an adaptive strategy employing a Support Vector Machine (SVM) as a meta-model to provide a semi-algebraic approximation of the LSF. We describe an optimization process that is used to select informative parameter points to add to training data at each iteration to improve the accuracy of this approximation. A formulation is introduced for bounding the predictions of the meta-model; in this way we seek to incorporate this aspect of Gaussian Process Models (GPMs) within a SVM meta-model. Finally, we apply our algorithm to two benchmark test cases, demonstrating performance that is comparable with, if not superior, to a standard technique for reliability analysis that employs GPMs.
{"title":"Adaptive learning for reliability analysis using Support Vector Machines","authors":"Nick Pepper, Luís Crespo, F. Montomoli","doi":"10.3850/978-981-18-2016-8_093-cd","DOIUrl":"https://doi.org/10.3850/978-981-18-2016-8_093-cd","url":null,"abstract":"A novel algorithm is presented for adaptive learning of an unknown function that separates two regions of a domain. In the context of reliability analysis these two regions represent the failure domain, where a set of constraints or requirements are violated, and a safe domain where they are satisfied. The Limit State Function (LSF) separates these two regions. Evaluating the constraints for a given parameter point requires the evaluation of a computational model that may well be expensive. For this reason we wish to construct a meta-model that can estimate the LSF as accurately as possible, using only a limited amount of training data. This work presents an adaptive strategy employing a Support Vector Machine (SVM) as a meta-model to provide a semi-algebraic approximation of the LSF. We describe an optimization process that is used to select informative parameter points to add to training data at each iteration to improve the accuracy of this approximation. A formulation is introduced for bounding the predictions of the meta-model; in this way we seek to incorporate this aspect of Gaussian Process Models (GPMs) within a SVM meta-model. Finally, we apply our algorithm to two benchmark test cases, demonstrating performance that is comparable with, if not superior, to a standard technique for reliability analysis that employs GPMs.","PeriodicalId":21122,"journal":{"name":"Reliab. Eng. Syst. Saf.","volume":"115 1","pages":"108635"},"PeriodicalIF":0.0,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79351696","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}