Global Reliability Sensitivity Analysis Based on Maximum Entropy and 2-Layer Polynomial Chaos Expansion.

Abstract

To optimize contributions of uncertain input variables on the statistical parameter of given model, e.g., reliability, global reliability sensitivity analysis (GRSA) provides an appropriate tool to quantify the effects. However, it may be difficult to calculate global reliability sensitivity indices compared with the traditional global sensitivity indices of model output, because statistical parameters are more difficult to obtain, Monte Carlo simulation (MCS)-related methods seem to be the only ways for GRSA but they are usually computationally demanding. This paper presents a new non-MCS calculation to evaluate global reliability sensitivity indices. This method proposes: (i) a 2-layer polynomial chaos expansion (PCE) framework to solve the global reliability sensitivity indices; and (ii) an efficient method to build a surrogate model of the statistical parameter using the maximum entropy (ME) method with the moments provided by PCE. This method has a dramatically reduced computational cost compared with traditional approaches. Two examples are introduced to demonstrate the efficiency and accuracy of the proposed method. It also suggests that the important ranking of model output and associated failure probability may be different, which could help improve the understanding of the given model in further optimization design.