System Reliability Analysis Using Hybrid Gaussian Process Model

Abstract

Abstract This paper proposes a system reliability analysis method based on the hybrid of multivariate Gaussian process (MGP) and univariate Gaussian process (UGP) models, named as hybrid Gaussian process-based system reliability analysis (HGP-SRA). MGP and UGP models are selectively constructed for the components of a complex engineered system: MGP models are constructed over the groups of highly interdependent components and the individual UGP models are built over the components which are relatively independent of one another. A nonlinear-dependence measure, namely the randomized dependence coefficient, is adopted to adaptively learn and quantify the pairwise dependencies of the components with both linear and nonlinear dependency patterns. In the proposed HGP-SRA method, initial hybrid Gaussian process (HGP) models are first constructed with a set of near-random samples and these surrogate models are then updated with new samples that are sequentially identified based on the acquisition function named as multivariate probability of improvement (MPI). The results of two mathematical and a real-world engineering case studies suggest that the proposed method can achieve better accuracy and efficiency in system reliability estimation than the benchmark surrogate-based methods.