Structural reliability analysis based on the cokriging technique

Abstract

Approximation methods are widely used in structural reliability analysis because they are simple to create and provide explicit functional relationships between the responses and variables in stead of the implicit limit state function. Recently, the kriging method which is a semi-parameter interpolation technique that can be used for deterministic optimization and structural reliability has gained popularity. However, to fully exploit the kriging method, especially in high-dimensional problems, a large number of sample points should be generated to fill the design space and this can be very expensive and even impractical in practical engineering analysis. Therefore, in this paper, a new method—the cokriging method, which is an extension of kriging, is proposed to calculate the structural reliability. cokriging approximation incorporates secondary information such as the values of the gradients of the function being approximated. This paper explores the use of the cokriging method for structural reliability problems by comparing it with the Kriging method based on some numerical examples. The results indicate that the cokriging procedure described in this work can generate approximation models to improve on the accuracy and efficiency for structural reliability problems and is a viable alternative to the kriging.