Two-Phase Adaptive Kriging Model Based Importance Sampling Method for Estimating Time-Dependent Failure Probability

Abstract

To improve the computational efficiency of the time-dependent failure probability (TDFP) to system with dynamic loads, materials degeneration and other time-varying factors, a two-phase adaptive Kriging model-based importance sampling (IS) method is proposed. The main contribution of this article is that a single Kriging model is established and adaptively refined to gradually approach the optimal IS probability density function (PDF) and estimate TDFP in two sequential phases. In the first phase, a generally approximate IS PDF is constructed by Kriging model based on its prediction characteristic and subsequently updated until convergence. Then, a simple rejection sampling technique is used to robustly generate IS samples for the estimation of TDFP. In the second phase, current Kriging model is subsequently refined for accurately identifying the classification of the IS samples generated in the last phase. Finally, the TDFP can be estimated using the products obtained in the above two phases. As the IS PDF established by Kriging model is used for directly approximating the optimal one, the proposed method has the capacity to deal with the complicated problem containing multiple failure regions. Additionally, since IS procedure can dramatically improve the sampling efficiency, the proposed method is an effective technique to the time-consuming TDFP analysis problems.