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A Reliability-Based Design Optimization (RBDO) method for multiple failure regions is presented. The method uses a Probabilistic Re-Analysis (PRRA) approach in conjunction with an approximate global metamodel with local refinements. The latter serves as an indicator to determine the failure and safe regions. PRRA calculates very efficiently the system reliability of a design by performing a single Monte Carlo (MC) simulation. Although PRRA is based on MC simulation, it calculates “smooth” sensitivity derivatives, allowing therefore, the use of a gradient-based optimizer. An “accurate-on-demand” metamodel is used in the PRRA that allows us to handle problems with multiple disjoint failure regions and potentially multiple most-probable points (MPP). The multiple failure regions are identified by using a clustering technique. A maximin “space-filling” sampling technique is used to construct the metamodel. A vibration absorber example highlights the potential of the proposed method.

An approach for Probabilistic Reanalysis (PRA) of a system is presented. PRA calculates very efficiently the system reliability or the average value of an attribute of a design for many probability distributions of the input variables, by performing a single Monte Carlo simulation. In addition, PRA calculates the sensitivity derivatives of the reliability to the parameters of the probability distributions. The approach is useful for analysis problems where reliability bounds need to be calculated because the probability distribution of the input variables is uncertain or for design problems where the design variables are random. The accuracy and efficiency of PRA is demonstrated on vibration analysis of a car and on system reliability-based optimization (RBDO) of an internal combustion engine.

Importance Sampling is a popular method for reliability assessment. Although it is significantly more efficient than standard Monte Carlo simulation if a suitable sampling distribution is used, in many design problems it is too expensive. The authors have previously proposed a method to manage the computational cost in standard Monte Carlo simulation that views design as a choice among alternatives with uncertain reliabilities. Information from simulation has value only if it helps the designer make a better choice among the alternatives. This paper extends their method to Importance Sampling. First, the designer estimates the prior probability density functions of the reliabilities of the alternative designs and calculates the expected utility of the choice of the best design. Subsequently, the designer estimates the likelihood function of the probability of failure by performing an initial simulation with Importance Sampling.

In reliability design, often, there is scarce data for constructing probabilistic models. It is particularly challenging to model uncertainty in variables when the type of their probability distribution is unknown. Moreover, it is expensive to estimate the upper and lower bounds of the reliability of a system involving such variables. A method for modeling uncertainty by using Polynomial Chaos Expansion is presented. The method requires specifying bounds for statistical summaries such as the first four moments and credible intervals. A constrained optimization problem, in which decision variables are the coefficients of the Polynomial Chaos Expansion approximation, is formulated and solved in order to estimate the minimum and maximum values of a system’s reliability. This problem is solved efficiently by employing a probabilistic re-analysis approach to approximate the system reliability as a function of the moments of the random variables.