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An efficient analytical Bayesian method for reliability and system response updating based on Laplace and inverse first-order reliability computations

机译:基于拉普拉斯和一阶逆可靠性计算的有效贝叶斯可靠性分析和系统响应更新方法

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摘要

This paper presents an efficient analytical Bayesian method for reliability and system response updating without using simulations. The method includes additional information such as measurement data via Bayesian modeling to reduce estimation uncertainties. Laplace approximation method is used to evaluate Bayesian posterior distributions analytically. An efficient algorithm based on inverse firstorder reliability method is developed to evaluate system responses given a reliability index or confidence interval. Since the proposed method involves no simulations such as Monte Carlo or Markov chain Monte Carlo simulations, the overall computational efficiency improves significantly, particularly for problems with complicated performance functions. A practical fatigue crack propagation problem with experimental data, and a structural scale example are presented for methodology demonstration. The accuracy and computational efficiency of the proposed method are compared with traditional simulation-based methods.
机译:本文提出了一种高效的贝叶斯分析方法,无需进行仿真即可实现可靠性和系统响应更新。该方法包括附加信息,例如通过贝叶斯建模的测量数据,以减少估计的不确定性。拉普拉斯近似方法用于分析评估贝叶斯后验分布。开发了一种基于逆一阶可靠性方法的有效算法,以在给定可靠性指标或置信区间的情况下评估系统响应。由于所提出的方法不涉及诸如蒙特卡洛或马尔可夫链蒙特卡洛模拟之类的模拟,因此整体计算效率得到了显着提高,尤其是对于具有复杂性能函数的问题。给出了具有实验数据的实际疲劳裂纹扩展问题,并给出了结构规模的实例,以进行方法论论证。将该方法的准确性和计算效率与传统的基于仿真的方法进行了比较。

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