Reliability is an important engineering requirement for consistently delivering acceptable product performance through time. The reliability usually degrades with time increasing the lifecycle cost due to potential warranty costs, repairs and loss of market share. Reliability is the probability that the system will perform its intended function successfully for a specified time. In this article, we consider the first-passage reliability which accounts for the first time failure of non-repairable systems. Methods are available which provide an upper bound to the true reliability which may overestimate the true value considerably. The traditional Monte-Carlo simulation is accurate but computationally expensive. A computationally efficient importance sampling technique is presented to calculate the cumulative probability of failure for random dynamic systems excited by a stationary input random process. Time series modeling is used to characterize the input random process. A detailed example demonstrates the accuracy and efficiency of the proposed importance sampling method over the traditional Monte Carlo simulation.
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ASME 2011 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
August 28–31, 2011
Washington, DC, USA
Conference Sponsors:
- Design Engineering Division and Computers and Information in Engineering Division
ISBN:
978-0-7918-5482-2
PROCEEDINGS PAPER
An Importance Sampling Approach for Time-Dependent Reliability
Amandeep Singh,
Amandeep Singh
Oakland University, Rochester, MI
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Zissimos P. Mourelatos,
Zissimos P. Mourelatos
Oakland University, Rochester, MI
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Efstratios Nikolaidis
Efstratios Nikolaidis
University of Toledo, Toledo, OH
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Amandeep Singh
Oakland University, Rochester, MI
Zissimos P. Mourelatos
Oakland University, Rochester, MI
Efstratios Nikolaidis
University of Toledo, Toledo, OH
Paper No:
DETC2011-47200, pp. 1077-1088; 12 pages
Published Online:
June 12, 2012
Citation
Singh, A, Mourelatos, ZP, & Nikolaidis, E. "An Importance Sampling Approach for Time-Dependent Reliability." Proceedings of the ASME 2011 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. Volume 5: 37th Design Automation Conference, Parts A and B. Washington, DC, USA. August 28–31, 2011. pp. 1077-1088. ASME. https://doi.org/10.1115/DETC2011-47200
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