A Radial-Based Centralized Kriging Method for System Reliability Assessment

Abstract

System reliability assessment is a challenging task when using computationally intensive models. In this work, a radial-based centralized Kriging method (RCKM) is proposed for achieving high efficiency and accuracy. The method contains two components: Kriging-based system most probable point (MPP) search and radial-based centralized sampling. The former searches for the system MPP by progressively updating Kriging models regardless of the nonlinearity of the performance functions. The latter refines the Kriging models with the training points (TPs) collected from pregenerated samples. It concentrates the sampling in the important high-probability density region. Both components utilize a composite criterion to identify the critical Kriging models for system failure. The final Kriging models are sufficiently accurate only at those sections of the limit states that bound the system failure region. Its efficiency and accuracy are demonstrated via application to three examples.