A new method for parameter sensitivity estimation in structural reliability analysis

Abstract

For the parameter sensitivity estimation with implicit limit state functions in the time-invariant reliability analysis, the common Monte Carlo simulation based approach involves multiple trials for each parameter being varied, which will increase associated computational cost and the cost may become inevitably high especially when many random variables are involved. Another effective approach for this problem is featured as constructing the equivalent limit state function (usually called response surface) and performing the estimation in FORM/SORM. However, as the equivalent limit state function is polynomial in the traditional response surface method, it is not a good approximation especially for some highly non-linear limit state functions. To solve the above two problems, a new method, support vector regression based response surface method, is therefore presented in this paper. The support vector regression algorithm is employed to construct the equivalent limit state function and FORM/SORM is used in the parameter sensitivity estimation, and then two illustrative examples are given. It is shown that the computational cost of the sensitivity estimation can be greatly reduced and the accuracy can be retained, and results of the sensitivity estimation obtained by the proposed method are in satisfactory agreement with those computed by the conventional Monte Carlo methods.