Probability of failure sensitivity analysis using polynomial expansion

Probability of failure sensitivity analysis is a subject of major interest in uncertainty based optimization. However, the computational effort required to obtain accurate results is frequently very high. In this work we present a novel strategy for probability of failure sensitivity analysis, that is based on polynomial expansions of both the performance function and its derivatives. Sensitivity analysis is then made using the obtained polynomial expansions together with standard expressions. Since the simulation step requires only evaluation of closed form polynomials, very large samples can be used to obtain accurate results with small computational effort The proposed approach is expected to be efficient when polynomial expansion methods are suitable. Four numerical examples are presented in order to show the effectiveness of the proposed approach. (C) 2017 Elsevier Ltd. All rights reserved.