A single-loop strategy for time-variant system reliability analysis under multiple failure modes

Abstract

This paper proposes a single-loop strategy for time-variant system reliability analysis by combining multiple response Gaussian process (MRGP) and Kriging model. Firstly, a new strategy is provided to decouple the double-loop strategy of extreme-value-based time-variant system reliability analysis, where the extreme value response in the double-loop strategy is approximated by the best value in the initial points to avoid the inner-loop extremal optimization. Then, the extreme value response surface is directly built based on the approximated extreme value using the MRGP model. Meanwhile, a Kriging model based on initial points is also proposed to search a new sample point. Furthermore, in order to update the initial sample points and improve the accuracy of the proposed strategy, three learning functions (U-function, EFF-function and H-function) and expected improvement (EI) function are combined to select a new point that resides as close to the extreme value response surface as possible. Finally, several examples are presented to demonstrate the effectiveness of the proposed strategy.