%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
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