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Bayesian reliability-based design optimization using eigenvector dimension reduction (EDR) method

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Abstract

In practical engineering design, most data sets for system uncertainties are insufficiently sampled from unknown statistical distributions, known as epistemic uncertainty. Existing methods in uncertainty-based design optimization have difficulty in handling both aleatory and epistemic uncertainties. To tackle design problems engaging both epistemic and aleatory uncertainties, reliability-based design optimization (RBDO) is integrated with Bayes theorem. It is referred to as Bayesian RBDO. However, Bayesian RBDO becomes extremely expensive when employing the first- or second-order reliability method (FORM/SORM) for reliability predictions. Thus, this paper proposes development of Bayesian RBDO methodology and its integration to a numerical solver, the eigenvector dimension reduction (EDR) method, for Bayesian reliability analysis. The EDR method takes a sensitivity-free approach for reliability analysis so that it is very efficient and accurate compared with other reliability methods such as FORM/SORM. Efficiency and accuracy of the Bayesian RBDO process are substantially improved after this integration.

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Correspondence to Byeng D. Youn.

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Youn, B.D., Wang, P. Bayesian reliability-based design optimization using eigenvector dimension reduction (EDR) method. Struct Multidisc Optim 36, 107–123 (2008). https://doi.org/10.1007/s00158-007-0202-7

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  • DOI: https://doi.org/10.1007/s00158-007-0202-7

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