Bayesian Reliability Based Design Optimization Using Eigenvector Dimension Reduction (EDR) Method

Abstract

In the last decade, considerable advances have been made in Reliability-Based Design Optimization (RBDO). It is assumed in RBDO that statistical information of input uncertainties is completely known (aleatory uncertainty), such as a distribution type and its parameters (e.g., mean, deviation). However, this assumption is not valid in practical engineering applications, since the amount of uncertainty data is restricted mainly due to limited resources (e.g., man-power, expense, time). In practical engineering design, most data sets for system uncertainties are insufficiently sampled from unknown statistical distributions, known as epistemic uncertainty. Existing methods in uncertainty based design optimization have difficulty in handling both aleatory and epistemic uncertainties. To tackle design problems engaging both epistemic and aleatory uncertainties, this paper proposes an integration of RBDO with Bayes Theorem, referred to as Bayesian Reliability-Based Design Optimization (Bayesian RBDO). However, when a design problem involves a large number of epistemic variables, Bayesian RBDO becomes extremely expensive. Thus, this paper presents a more efficient and accurate numerical method for reliability method demanded in the process of Bayesian RBDO. It is found that the Eigenvector Dimension Reduction (EDR) Method is a very efficient and accurate method for reliability analysis, since the method takes a sensitivity-free approach with only 2n+1 analyses, where n is the number of aleatory random parameters. One mathematical example and an engineering design example (vehicle suspension system) are used to demonstrate the feasibility of Bayesian RBDO. In Bayesian RBDO using the EDR method, random parameters associated with manufacturing variability are considered as the aleatory random parameters, whereas random parameters associated with the load variability are regarded as the epistemic random parameters. Moreover, a distributed computing system is used for this study.