UQSay Seminar #33: Reliability sensitivity analysis with FORM

This talk discusses reliability sensitivity analysis with the first-order reliability method (FORM). Classical sensitivity indices, which are often used to assess the influence of the input random variables on the probability of failure, are the FORM $\alpha$-factors. These factors are the directional cosines of the the most likely failure point in an underlying independent standard normal space and are obtained as by-products of the FORM analysis. The talk reviews a set of alternative reliability sensitivity indices and their estimation with FORM. Focus is put on variance-based reliability sensitivities that emerge from the variance decomposition of the indicator function of the failure event. The resulting first-order and total-effect reliability sensitivities can be estimated as a function of the FORM reliability indices and the $\alpha$-factors. The second part of the talk addresses decision-oriented sensitivities based on the concept of value of information. In particular, the indices associated with a decision related to the safety of an existing system are presented and their estimation with FORM is examined. The accuracy of the FORM approximations of the various sensitivities is demonstrated with numerical examples.

Joint work with Daniel Straub.

Ref: DOI:10.1016/j.ress.2021.107496 (preprint) and arxiv:2104.00986.