%0 Journal Article %T A Two-Step Procedure for Time-Dependent Reliability-Based Design Optimization Involving Piece-Wise Stationary Gaussian Processes %+ IFP Energies nouvelles (IFPEN) %+ Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP) %+ Analyse d’interactions stochastiques intelligentes et coopératives (ASCII) %A Cousin, Alexis %A Garnier, Josselin %A Guiton, Martin %A Munoz Zuniga, Miguel %< avec comité de lecture %@ 1615-147X %J Structural and Multidisciplinary Optimization %I Springer Verlag (Germany) %V 65 %N 4 %P 120 %8 2022-04 %D 2022 %R 10.1007/s00158-022-03212-1 %K Reliability-Based Design Optimization (RBDO) %K Time-Dependent Reliability %K Extreme Value Theory %K Adaptive Kriging %K Active Learning %K Monte Carlo %Z Environmental Sciences %Z Mathematics [math]Journal articles %X We consider in this paper a time-dependent reliability-based design optimization (RBDO) problem with constraints involving the maximum and/or the integral of a random process over a time interval. We focus especially on problems where the process is a stationary or a piece-wise stationary Gaussian process. A two-step procedure is proposed to solve the problem. First, we use ergodic theory and extreme value theory to reformulate the original constraints into time-independent ones. We obtain an equivalent RBDO problem for which classical algorithms perform poorly. The second step of the procedure is to solve the reformulated problem with a new method introduced in this paper and based on an adaptive kriging strategy well suited to the reformulated constraints called AK-ECO for adaptive kriging for expectation constraints optimization. The procedure is applied to two toy examples involving a harmonic oscillator subjected to random forces. It is then applied to an optimal design problem for a floating offshore wind turbine. %G English %2 https://ifp.hal.science/hal-03641110/document %2 https://ifp.hal.science/hal-03641110/file/A%20Two-Step%20Procedure%20for%20Time-Dependent%20Reliability-Based%20Design%20Optimization%20Involving%20Piece-Wise%20Stationary%20Gaussian%20Processes.pdf %L hal-03641110 %U https://ifp.hal.science/hal-03641110 %~ SDE %~ X %~ IFP %~ CNRS %~ INRIA %~ INRIA-SACLAY %~ INSMI %~ X-CMAP %~ X-DEP %~ X-DEP-MATHA %~ INRIA_TEST %~ GIP-BE %~ TESTALAIN1 %~ CMAP %~ INRIA2 %~ IP_PARIS %~ IP_PARIS_COPIE %~ GS-COMPUTER-SCIENCE