Time-Dependent Reliability Analysis Using a New Multivariate Stochastic Load Model

Abstract

A common strategy for the modeling of stochastic loads in time-dependent reliability analysis is to describe the loads as independent Gaussian stochastic processes. This assumption does not hold for many engineering applications. This paper proposes a Vine-autoregressive-moving average (Vine-ARMA) load model for time-dependent reliability analysis, in problems with a vector of correlated non-Gaussian stochastic loads. The marginal stochastic processes are modeled as univariate ARMA models. The correlations between different univariate ARMA models are captured using the Vine-copula. The ARMA model maintains the correlation over time. The Vine-copula represents not only the correlation between different ARMA models, but also the tail dependence of different ARMA models. The developed Vine-ARMA model therefore can flexibly model a vector of high-dimensional correlated non-Gaussian stochastic processes with the consideration of tail dependence. Due to the complicated structure of the Vine-ARMA model, new challenges are introduced in time-dependent reliability analysis. In order to overcome these challenges, the Vine-ARMA model is integrated with a recently developed single-loop Kriging (SILK) surrogate modeling method. A hydrokinetic turbine blade subjected to a vector of correlated river flow loads is used to demonstrate the effectiveness of the proposed method.