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Conditional Probability

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9 views7 pages

Conditional Probability

Uploaded by

tuananhgoblin697
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Conditional Probability

Introduction
Unavoidable uncertainties exist in every aspect of practical
engineering. Without the tolerance space for uncertainties, these variations
cause the design solutions infeasible. In complex engineering systems,
even a small variation may affect system performance by the transport
between linking subsystems. To solve the above problem, uncertainty-
based design and optimization (UBDO) is becoming one of research
focuses. To reduce the computation cost in uncertainty analysis in UBDO,
Sues et al.utilize surrogate models which are created at the top level
instead of the finite element analysis models. Sues and Cesare propose a
framework for UBDO that uncertainty analysis can be divided from the
optimization process. Uncertainty analysis is performed initially, followed by
the execution of optimization. Moreover, a current multi-stage conduction
strategy is utilized to introduce existing uncertainty measure approaches
into UBDO.
Although many researches are finished in UBDO, there are still some
problems requiring more investments. In many situations, high-quality
performances, for example, long life, are needed. To obtain the accurate
uncertainty estimation of safety, Monte Carlo simulation (MCS) is usually
introduced in UBDO. This method is robust to the dimension and type of
inputs.It also has the ability to give accurate evaluations of the probability if
sufficient simulation samples can be given. MCS, however, usually cannot
be utilized in calculating small probabilities directly. Higher reliability of
safety means smaller probabilistic of rare failure events. In this situation,
the information of rare simulation samples about failure is necessary for
evaluating reliability, which requires a large number of simulation samples
until failure events happen. The needs of the large number of simulation
samples will use longer evaluation time of reliability assessment.

UBDO and commonly used uncertainty analysis method


Here, a UBDO problem can be denoted as equation (1)

where f(·) denotes the system objective function, gi(·)>0 denotes the
feasible region. Ri is the required reliability of the probabilistic constraints
P[gi(·)≥0]. XDV is a vector of input information in optimization problem. d and
X are deterministic and random variables, respectively. μ denotes the mean
value of X.
During the optimization process, system reliability can be guaranteed
by probabilistic constraints. Theoretically, the reliability can be denoted using
the cumulative distribution function of gi(·) as shown in equation (2)

Problems

In practical engineering, different approximation or simulation


approaches are widely utilized for reliability analysis in equation (2).
Sampling-based methods usually are robust to utilize.
Generally, accurate reliability estimation can be obtained when a large
number of simulations are introduced. However, this method is not suitable for
many practical challenges where computationally expensive G is involved.
Most probably point (MPP)-based methods have good performance in
reliability analysis.
However, a nonlinear transformation is necessary in this method. This
process can increase the difficulty of original problem design. To solve the
problems of the above problems, in this study, an enhanced MCS method will
be introduced into UBDO.

Solution: The strategy of an enhanced SMCS approach


( Conditional probabilities application)

The division of intermediate events

The original strategy of sequential Monte Carlo simulation (SMCS) is to


change an initial probability evaluation problem into a series of conditional
probability evaluation problems. Use F to denote the target event and
denote a sequence of events as so that
is the failure event of interest. Theoretically, the
probability of F can be calculated as a product of conditional probabilities
and the initial failure probability P(Fi) as
shown in equation (3):

Conclusion
In this study, an enhanced MCS–based UBDO method is given to
solve the efficiency problem for the assessment of the probability of rare
failure events. To reduce the computation burden and enhance the
reliability analysis efficiency, subset simulation is utilized and integrated
within the sequential optimization and reliability assessment ( SORA).
Subset simulation resolves the efficiency problem by changing original
problem into the calculation of some larger conditional probabilities.
References
An enhanced Monte Carlo simulation–based design and optimization method
and its application in the speed reducer design, Advances in Mechanical
Engineering 2017 Vol 9(9) 1- 7, pp. 2-6

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