Uncertainty-Based Design and Optimization Using First Order Saddle Point Approximation Method for Multidisciplinary Engineering Systems

Abstract

The widely used First Order Reliability Method (FORM) is efficient for uncertainty quantification and safety assessment in Uncertainty-based Multidisciplinary Design Optimization (UBMDO). However, the Rosenblatt transformation is necessary for FORM. This transformation process can significantly increase the degree of nonlinearity of the computing process, especially in a multidisciplinary coupled computing environment. To deal with this case, the First Order Saddlepoint Approximation (FOSPA) strategy was utilized in this study. The method of UBMDO using FOSPA was proposed to enhance the accuracy of reliability evaluation in the calculation process. Moreover, the decoupling strategy of UBMDO was introduced here for higher computing efficiency. Two examples were utilized to illustrate the application of the proposed method.