Combined sensitivity analysis for multiple failure modes

Sensitivity analysis identifies the influential parameters and it is a key step in the design process. Focusing on reliability based design, the probability of a failure mode and its sensitivity to input uncertainties are obtained in a single Monte Carlo simulation using the Likelihood Ratio method....

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Bibliographic Details
Published in:Computer methods in applied mechanics and engineering 2022-05, Vol.395, p.115030, Article 115030
Main Authors: Yang, Jiannan, Clot, Arnau, Langley, Robin S.
Format: Article
Language:English
Subjects:
Correlated failure modes
Failure analysis
Failure modes
Likelihood ratio
Likelihood ratio method
Marine riser
Mathematical analysis
Parameter identification
Parameter sensitivity
Resource allocation
Sensitivity analysis
Sensitivity matrix
Sensitivity to distribution parameters
System reliability
Uncertainty
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Summary:Sensitivity analysis identifies the influential parameters and it is a key step in the design process. Focusing on reliability based design, the probability of a failure mode and its sensitivity to input uncertainties are obtained in a single Monte Carlo simulation using the Likelihood Ratio method. For correlated multiple failure modes, a sensitivity matrix is proposed. The dominant singular vectors of the sensitivity matrix are found to indicate the most important parameters for combined sensitivity of multiple failure modes. Therefore, the sensitivity matrix can guide resources allocation so that most uncertainties can be reduced for system reliabilities. •Sensitivity of system reliability with unknown failure configurations.•Efficient simulation for the most influential design parameters.•Failure probability and its first derivative in a single simulation run.
ISSN:0045-7825
1879-2138
DOI:10.1016/j.cma.2022.115030