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Computationally Efficient Reliability Analysis of Mechanisms Based on a

Multiplicative Dimensional Reduction Method

Article  in  Journal of Mechanical Design · June 2014

DOI: 10.1115/1.4026270

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 J_ID: MD DOI: 10.1115/1.4026270 Date: 23-December-13 Stage: Page: 1 Total Pages: 12

PROOF COPY [MD-12-1538]

Xufang Zhang
Assistant Professor
Computationally Efficient
1
School of Mechanical
Engineering and Automation, Reliability Analysis of
Northeastern University,

2
Shenyang,
Liaoning 110819, China
Mechanisms Based on a
AQ1
3
e-mail: zhangxf@me.neu.edu.cn

Mahesh D. Pandey
54
Professor
NSERC Chair
Civil and Environmental Engineering,
6 University of Waterloo,
Waterloo, ON, N2L 3G1, Canada
e-mail: mdpandey@uwaterloo.ca
Yimin Zhang
Professor
Changjiang Scholar of China,
School of Mechanical
Engineering and Automation,
Northeastern University,
Shenyang,
Liaoning 110819, China
e-mail: ymzhang@mail.neu.edu.cn
Multiplicative Dimensional
Reduction Method
The paper presents a computationally efficient method for system reliability analysis of
mechanisms. The reliability is defined as the probability that the output error remains
within a specified limit in the entire target trajectory of the mechanism. This mechanism
reliability problem is formulated as a series system reliability analysis that can be solved
using the distribution of maximum output error. The extreme event distribution is derived
using the principle maximum entropy (MaxEnt) along with the constraints specified in
terms of fractional moments. To optimize the computation of fractional moments of a mul-
tivariate response function, a multiplicative form of dimensional reduction method (M-
DRM) is developed. The main benefit of the proposed approach is that it provides full
probability distribution of the maximal output error from a very few evaluations of the
trajectory of mechanism. The proposed method is illustrated by analyzing the system reli-
ability analysis of two planar mechanisms. Examples presented in the paper show that
the results of the proposed method are fairly accurate as compared with the benchmark
results obtained from the Monte Carlo simulations. [DOI: 10.1115/1.4026270]

7 1 Introduction It is necessary in most cases that error of motion is controlled 37

in the entire trajectory, instead of a few points. The problem of 38
8 1.1 Literature Review. The high productivity and technolog- system reliability of mechanism is computationally demanding, 39
9 ically advanced systems demanded by the modern mechanical because the failure region is represented by multiple failure modes 40
10 industry require high operating speed, superior reliability, accu- [8,9]. Approximate methods, such as FORM, are not adequate to 41
11 rate performance, light weight, and high-precision mechanisms. A analyze a large system reliability problem. The FOSM method is 42
12 mechanism consists of several links and joints to transmit the of limited applicability, as it is based on a spurious assumption of 43
13 motion or force from one link to another. The links and the con- the normality of positional error. To address the problem, the sur- 44
14 nections at the joints are not perfectly accurate due to the manu- rogate model based on the Gaussian process was used in the litera- 45
15 facturing tolerances, material deformation, and wearing over the ture for system-level reliability analysis [10]. 46
16 life cycle of the mechanism [1]. The uncertain variations affect To account for motion reliability of mechanisms, a two-step 47
17 the positional and directional motions (or kinematics) performed method was developed in the literature [11,12]. Point reliability 48
18 by the mechanism. High precision is often required in mechanism methods (e.g., FORM or FOSM, etc.) were employed to 49
19 applications. To ensure the high performance of mechanisms, it is calculate mechanism reliability for a specific output position. The 50
20 necessary to control the output error in the entire output trajectory, up-crossing and down-crossing events of errors exceeding a 51
21 instead of a single point. This provides the motivation for system prescribed limit were modeled as the Poisson process. A general 52
22 reliability analysis of mechanisms. parallel system, then, was employed to calculate failure probabil- 53
23 Reliability of a mechanism is defined as the probability that the ity of the system [13]. 54
24 output realizes its target trajectory within a critical limit. The size
25 of the range (or safety region) depends on the intended use of the
1.2 Objective. This paper is inspired by recent works on sys- 55
26 mechanism. The reliability analysis can be defined in two ways.
tem reliability analysis of mechanisms [14,15]. The fractional 56
27 The point reliability means that reliability is evaluated with refer-
moments were proposed to derive probability distribution of the 57
28 ence to a particular point of the mechanism, whereas the system
maximum error. Samples (1000–5000 value) of the error of 58
29 reliability considers the reliability over a wide range output of the
motion, however, were required through the Monte Carlo simula- 59
30 motion [2,3].
tion for the analysis. The main objective of this paper is to further 60
31 The first-order reliability method (FORM) was used in the liter-
optimize the approach by minimizing the number of functional 61
32 ature for point reliability analysis of a serial manipulator [4]. The
evaluations. A novel M-DRM is proposed to approximate a high- 62
33 literature discussed the tolerance allocation of a mechanism sub-
dimensional input–output relationship. 63
AQ2 34 jected to the constraint of assembly cost [5,6]. The FOSM method
35 was employed for the reliability-based sensitivity analysis of a
36 rack-and-pinion steering linkage [7]. 1.3 Organization. Organization of the manuscript is as fol- 64
lows. Section 2 provides the backgrounds for error and reliability 65
analyses of mechanisms. Section 3.1 reviews the conventional 66
high-dimensional model representation. A M-DRM is proposed in 67
Contributed by the Mechanisms and Robotics Committee of ASME for
publication in the JOURNAL OF MECHANICAL DESIGN. Manuscript received October 25,
Sec. 3.2. Section 4 discusses the computational issues of using 68
2012; final manuscript received November 12, 2013; published online xx xx, xxxx. M-DRM on fractional moment computation. Section 5 summa- 69
Assoc. Editor: Xiaoping Du. rizes probability distribution estimation by using the principle of 70

Journal of Mechanical Design Copyright V

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PROOF COPY [MD-12-1538]

71 MaxEnt with the constraints specified as the fractional moments.

72 Section 6 examines the proposed method by analyzing the system
73 reliability analysis of two planar mechanisms. Conclusions are
74 summarized in Sec. 7.

75 2 Backgrounds
76 2.1 Position Error Analysis. Analyzing the output error of a
77 mechanism induced by the error of input parameters is basically
78 studying on the close-loop function [16]

p ¼ hðz; eÞ (1)

79 in which, the output position, p ¼ ½px; pyT, is a function of input

80 parameters z ¼ ½u; vT (i.e., structural parameters u and configura-
81 tion parameters v), and the errors, e, of the input parameters.
82 Figure 1 depicts a planar four-bar linkage. Given the input
83 parameters z ¼ ½L1 ; L2 ; L3 ; L4 ; L5 ; h2 ; h5 T; h3 ðzÞ and h4(z) are
84 determined as [18] Fig. 2 Target output trajectory of the four-bar linkage
(
h3 ðzÞ ¼ wðzÞ  bðzÞ; h4 ðzÞ ¼ p  /ðzÞ  bðzÞ; if h2 2 ½0; p
h3 ðzÞ ¼ wðzÞ þ bðzÞ; h4 ðzÞ ¼ p  /ðzÞ þ bðzÞ; if h2 2 ½p; 2p There are many sources of errors in kinematic analysis of a 93

(2) mechanism [1] 94

Machining errors: These errors are resulting from machining 95

85 wherepffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi tolerances of the mechanical components that are assembled to 96

build the mechanism. 97
L0 ¼ L21 þ L22  2L1 L2 cosðh2 Þ; wðzÞ ¼ cos1 ððL23 þ L20  L24 Þ= Assembly errors: These errors include linear and angular errors 98
ð2L3 L0 ÞÞ, bðzÞ ¼ cos1 ððL21 þ L20  L22 Þ=ð2L1 L0 ÞÞ, and /ðzÞ that are produced during the assembly of various components of 99
¼ cos1 ððL24 þ L20  L23 Þ=ð2L4 L0 ÞÞ. Therefore, the governing func- the mechanism. 100
86 tion for coordinates of output position P can be determined as Deflections: Link and joint flexibility can cause elastic defor- 101
( mations of structural members of the manipulator, resulting in 102
pxðh2 Þ ¼ L2 cosðh2 Þ þ L5 cosðh3 þ h5 Þ large end-effector errors, especially in long reach systems. 103
(3) Measurement and control: Measurement, actuator, and control 104
pyðh2 Þ ¼ L2 sinðh2 Þ þ L5 sinðh3 þ h5 Þ
errors will create positioning errors. The resolution of encoders 105
and stepper motors are examples of such errors. 106
87 The continuous input parameter h2 2 ½hL ; hH  is allotted by a Joint errors: These include bearing run-out errors in rotating 107
88 discrete increment Dh. A kth point, then, is calculated as joints and rail curvature errors in linear joints. 108
sk ¼ hL þ ðk  1ÞDhðk ¼ 1; …; bÞ, where b ¼ ðhH  hL Þ=Dh þ 1 Clearances: Backlash errors can occur in the motor gear box 109
89 is the total number of points. and in the mechanism joints. 110
90 For the four-bar linkage example, it is assumed that The input errors of a mechanism are usually very small. How- 111
h2 ¼ ½0 : p=30 : 2prad. Coordinates of P are determined as ever, they can be amplified by the system to cause large errors at 112
91 shown in Fig. 2. One should note they are basically the target out- the output of motion [19]. As a result, it is essential to account for 113
92 put trajectory of the mechanism. those errors which might significantly influence positioning accu- 114
racy of the mechanism. 115
Due to the input errors, an input parameter, zi, has been devi- 116
ated as ~zi ¼ zi þ ei . Output error of the mechanism, then, can be 117
computed as 118
(
dx ð~z; sk Þ ¼ px ð~z; sk Þ  px ðz; sk Þ
ðk ¼ 1; …; bÞ (4)
dy ð~z; sk Þ ¼ py ð~z; sk Þ  py ðz; sk Þ

as well as the comprehensive error 119 AQ3

qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
rð~z; sk Þ ¼ ½dx ð~z; sk Þ2 þ ½dy ð~z; sk Þ2 ðk ¼ 1; …; bÞ (5)

Given e ¼ ½eL1 ; eL2 ; eL3 ; eL3 ; eL4 ; eL5 ; eh1 ; eh2 T , errors of output 120
motion of the four-bar linkage have been determined as shown in 121
Fig. 3. 122
Various methods based on the first-order Taylor series expan- 123
sion were employed in the literature [20–26] to account for the 124
error propagation in mechanisms. This study uses the comprehen- 125
sive error in Eq. (5) to compute the output errors, since it does not 126
require gradients of the output positioning function with respect to 127
input parameters. 128

Fig. 1 A four-bar linkage mechanism [17]: L1 5 500 mm, L2

5 150 mm, L3 5 400 mm, L4 5 450 mm, L5 5 150 mm, h5 5 p=9 rad, 2.2 System Reliability Analysis. Position reliability of a 129
and operating angle h2 5 2p=3 rad mechanism is the probability that the mechanism realizes its 130

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PROOF COPY [MD-12-1538]

2.2.2 Monte Carlo Simulation. Mont Carlo simulation (MCS) 157

has been extensively employed in the literature for system reli- 158
ability analysis. It has been summarized as follows: 159

(a) To obtain the extreme value of the motion error, first an 160
input vector of random variables describing the clearan- 161
ces and link dimensions is simulated. Given this input, 162
an output trajectory of the mechanism is computed from 163
the kinematic analysis. The positional error at the discre- 164
tized points is evaluated, and maximum error is sepa- 165
rately stored. The simulation is repeated 106 times in 166
this paper, and thus random samples of maximum posi- 167
tion error are obtained to provide benchmark results for 168
the analysis. 169
(b) Point reliability analysis: Define an indicator 1fgk ðX;sk Þ0g 170
ðXðiÞ Þ ¼ 1 and zero otherwise for an ith sample of the kth
performance function. The point failure probability, then, 171
P
can be estimated as P^F ðsk Þ ¼ N1 i 1fgk ðX;sk Þ0g ðxðiÞ Þ. 172
(c) System reliability analysis: Indicate the system failure as 173
Fig. 3 Output positioning error of the four-bar linkage: errors 1f[bk¼1 ½gk ðX;sk Þ0g ðxðiÞ Þ ¼ 1 and zero otherwise for an ith
of input parameters eL1 5 1:0 mm; eL2 5 1:0 mm; eL3 5 1:0 mm; sample of the input random variables. The indicator is zero 174
eL4 5 1:0 mm; eL5 5 1:0 mm; and eh1 5 eh2 5 p=1:8 deg
only for all limit state functions that are greater than zero. 175
And the corresponding probability of system failure is esti- 176
P
131 desired output of motion within a specific error limit [3]. The ac- mated as P^SF ¼ N1 i 1f[bk¼1 ½gk ðX;sk Þ0g ðxðiÞ Þ. 177
132 curacy requirement for the mechanism can be assessed by the out-
The MCS method will be employed in the paper to provide 178
133 put error should be less than an allowable error threshold.
benchmark results for system reliability analysis of mechanisms. 179
134 2.2.1 Performance Function. Suppose a kth output of motion
135 in the design is ½pxðz; sk Þ; pyðz; sk Þ. Due to the errors of input 2.2.3 Method Based on the Extreme Event Distribution. Sup- 180
136 parameters, the output errors were computed as shown in Fig. 3 pose that a random variable, Y, denotes the maximum error of 181
137 for the four-bar linkage example. The errors, e, and input parame- motion 182
138 ters, z, however, are random variables due to the limited knowl-
139 edge in a design. Hence, the error should be a multivariate Y ¼ gðXÞ ¼ maxf½rðX; sk Þbk¼1 g (11)
140 function of the input random variables
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi As explained in the literature [27], system reliability analysis 183
rðX; sk Þ ¼ ½dx ðX; sk Þ2 þ ½dy ðX; sk Þ2 ðk ¼ 1; …; bÞ (6) involving multiple performance functions can be recast as a 184
function involving the extreme value statistics. Using the maximal 185
output error, system reliability analysis of the mechanism can be 186
141 where X ¼ ½X1 ; X2 ; …; Xn T are n-dimensional random variables,
equivalently defined as 187
142 including z and e.
143 Limit state function for a kth point is
gS ðXÞ ¼ r0  maxf½rðX; sk Þbk¼1 g (12)
gk ðX; sk Þ ¼ r0  rðX; sk Þ ðk ¼ 1; …; bÞ (7)

144 where r0 is the accuracy limit. And the system failure probability is 188
145 In this notation, the probability of unacceptable performance or
146 “failure” is PSF ¼ Pr½gS ðXÞ  0 ¼ Pr½Y > r0  ¼ 1  FY ðr0 Þ (13)
PF ðsk Þ ¼ Pr½gk ðX; sk Þ  0 ðk ¼ 1; …; bÞ (8)
where FY(y) is the cumulative distribution function (CDF) of the 189
147 Note that PF(sk) is referred to as the “point” probability of failure. system maximal output error function, Y ¼ g(X). Once the proba- 190
148 The system reliability is defined as the probability that the out- bility of exceedance (or complementary cumulative distribution 191
149 put error lies within a specified limit for all points along the trajec- function) is evaluated either analytically, empirically, or numeri- 192
150 tory. Or conversely, if any “component” fails then the system cally, it is easy to calculate the system failure probability with 193
151 fails. Thus, the system failure event can be defined similar to that respect to the accuracy limit, r0. 194
152 of a serial system with b “components” Analytical derivation of probability distribution of a multivari- 195
ate function, e.g., Y ¼ g(X), is feasible only in very simple cases 196
( )
[b and it is intractable problem in a general setting. Therefore, two 197
System failure events: ¼ ½gk ðX; sk Þ  0 (9) key issues for the system reliability analysis are (a) fit the most 198
k¼1 appropriate distribution to precisely model the tail region of the 199
extreme event distribution and (b) minimize the total number of 200
153 And the corresponding system failure probability is functional evaluations. 201

( ) This paper proposes a M-DRM to approximate the high- 202

[
b dimensional function. A semi-analytical probability density func- 203
S
PF ¼ Pr ½gk ðX; sk Þ  0 (10) tion (PDF) of the system maximum error function is determined 204
k¼1 by using the principle of MaxEnt. The derivation is an effort to 205
tackle the problem via the method of moment. However, a key de- 206
154 Note that the number of performance functions is fairly large in parture is the use of fractional moments of the response function, 207
155 the study, i.e., b  100. It needs to explore an accurate method to as opposed to integer moments used so far in the literature. This 208
156 account for the system reliability analysis of mechanisms. approach is further explained in Sec. 3. 209

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210 3 Modeling of System Response Function. This approach is referred to as the C-DRM in this paper. As the 253
high-order terms make the significant contribution in the response 254
211 In reliability analysis, dealing with a complex and implicit
function, the bivariate C-DRM can be used 255
212 function of several random variables has always been a challeng-
213 ing problem that has received considerable attention from the X X
n
214 research community. Numerical approach based on simulation gðxÞ  gðxi ; xj ; cij Þ  ðn  2Þ gðxi ; ci Þ
215 methods, such as importance sampling [28,29], provides a viable 1i<jn i¼1
216 alternative for the system reliability analysis. It is however a well ðn  1Þðn  2Þ
217 known fact that the simulation-based approach becomes tedious if þ gðcÞ (19)
218 the time and efforts required to compute the response function is 2
219 large. Another approach to deal with this problem is to approxi-
220 mate the actual input–output relation by a simple surrogate model In general, an s-variate approximation of the input–output func- 256

221 [10,30]. Although there is vast literature in statistics related to tion was given in the literature [34] 257

222 response surface modeling, here the attention is focussed on one X

s  
223 recent development called the high-dimensional model represen- sk nk1
gðxÞ  ð1Þ
224 tation [31,32] or dimensional reduction method [33,34] in the k¼0 sk
225 literature. X
gðxi1 ; xi2 ; …; xik ; ci1 i2 ik Þ (20)
1i1 <<ik n
226 3.1 Conventional Dimensional Reduction Method
227 (C-DRM). The key idea is to express a multivariate function as a Regarding residual errors of the C-DRM approximation, the 258
228 sum of functions of lower order in an increasing hierarchy zeroth-order function, gðcÞ, is a constant representing the system 259

X
n X response evaluated at the cut-point. The univariate model in 260
gðxÞ ¼ g0 þ gi ðxi Þ þ gij ðxi ; xj Þ þ    (14) Eq. (18) gives the approximation with the error of two and higher 261
i¼1 1i<jn component functions. Therefore, the error of a general s-variate 262
model contains the terms of s þ 1 dimensions and higher. All 263
229 Two routines of HDMR were developed in the literature, i.e., terms of s-variate and lower variate component functions are 264
230 random sampling HDMR and cut-HDMR [31,32]. included in the approximation, which generally provides a more 265
231 The study develops an approximation of the original accurate approximation of y ¼ g(x) than the truncated models 266
232 input–output relationship based on the method of cut-HDRM. The derived by the Taylor series approximation in the literature. 267
233 cut-component functions in cut-HDRM are evaluated about a spe- One best advantages of the C-DRM is in the moment calcula- 268
234 cific reference point, named as the cut-point or anchor point in the tion [34]. Taken a kth moment of Y ¼ g(X) as an example, using 269
235 literature, c ¼ ½c1 ; c2 ; …; cn T the univariate C-DRM, the moment can be approximated as 270

8 8" #k 9
> g0 ¼ gðcÞ < X n =
>
> E½Y k   E gðXi ; ci Þ  ðn  1ÞgðcÞ (21)
< gi ðxi Þ ¼ gðxi ; ci Þ  g0 : i¼1 ;
(15)
>
> gij ðxi ; xj Þ ¼ gðxi ; xj ; cij Þ  gi ðxi Þ  gi ðxj Þ  g0
>
:
 which has shown that the original n-dimensional integration has 271
been approximated by using n one-dimensional integrations. 272
236 in which a subvector ci of (n  1) elements, which contains all
237 the elements of c except ci. Similarly, cij of a vector of (n  2) 3.2 Proposed M-DRM. In C-DRM, the dimensional reduc- 273
238 elements without ci and cj. tion of a response function is carried out in the original space. In 274
239 The cut-component functions have the following properties this section, it is proposed to apply the logarithmic transform of 275
240 [31,32]: the response function, i.e., lnfabs½gðxÞg, which drives a multipli- 276
241 PROPERTY 3.1. A cut-component function of cut-HDMR vanishes cative form approximate model of the function [36,37]. 277
242 when any of its own variables takes the value of the corresponding
243 element in cut-point c, i.e., 3.2.1 Univariate M-DRM. Consider a general response func- 278
tion, y ¼ g(x). By using the logarithmic transform, one can obtain 279
gi1 i2 is ðxi1 ; xi2 ; …; xis Þjx¼c ¼ 0
uðxÞ ¼ ln½absðyÞ ¼ lnfabs½gðxÞg (22)
if fi1 ; i2 ; …; is g  f1; 2; …; ng (16)
Following the univariate C-DRM in Eq. (18), an approximation of 280
244 PROPERTY 3.2. Orthogonality between the arbitrary two different uðxÞ can be written as
245 cut-component functions can be derived by
X
n
gi1 ip ðxi1 ; …; xip Þ  gj1 jp ðxj1 ; …; xjq Þjx¼c ¼ 0 uðxÞ  uðxi ; ci Þ  ðn  1Þu0 (23)
i¼1
if fi1 ; …; ip g 6¼ fj1 ; …; jq g (17)
where the functions relate to those in the original space as 281
246 Therefore, the cut-component functions in Eq. (15) are the orthog- follows: 282
247 onal basis of Rn, which an exact representation of function,
248 y ¼ g(x), with the form of Eq. (14) can be attained. 8
>
> u0 ¼ ln½absðg0 Þ
249 According to the principle of sparsity [35], the influence of >
>
< uðxi ; ci Þ ¼ lnfabs½gðxi ; ci Þg
250 higher order terms in Eq. (14) is much smaller than the univariate
251 terms, gi(xi). This results in a simple representation of response (24)
> uðxi ; xj ; cij Þ ¼ lnfabs½gðxi ; xj ; cij Þg
>
252 function by retaining only up to the univariate functions [33] >
>
:

X
n
gðxÞ  gðxi ; ci Þ  ðn  1ÞgðcÞ (18) By inverting the transformation, the original function can be 283
i¼1 expressed as 284

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" #
X
n 3.2.2 General M-DRM. As discussed in Sec. 3.2.1, the univar- 289
exp½uðxÞ  exp uðxi ; ci Þ  ðn  1Þu0 iate M-DRM, in some cases, might be not enough to attain the 290
i¼1
" # satisfying approximation. Following the procedures in Eqs. 291
X
n (22)–(26), the bivariate C-DRM can be employed to approximate 292
¼ exp½ð1  nÞu0  exp uðxi ; ci Þ (25) uðxÞ instead of the univariate model. Accordingly, the bivariate
i¼1 M-DRM model is given as 293

285 Substituting for the expressions from Eq. (24) into Eq. (25) leads
ðn1Þðn2Þ Y
n1 Y
n
286 to a multiplicative approximate of the response function ½gðcÞ 2 gðxi ; xj ; cij Þ
i¼1 j¼iþ1
Y
n
gðxÞ  " #n2 (27)
gðxÞ  ½ðgðcÞ1n gðxi ; ci Þ (26) Y
n
i¼1 gðxi ; ci Þ
i¼1
287 This approximate model of original input–output relation is
288 referred to as the univariate M-DRM in this paper. In a general setting, an s-variate M-DRM can be derived 294

8  9
> 2 3 nk1 1 >
Y >
< Y
nk 1 þ1 Yn sk1 >
=
4  gðxi1 ; xi2 ; …; xik1 ; ci1 i2 ik1 Þ5
> i ¼1
k1 ¼s;s2;s4; >
>
>
: 1 ik1 ¼ik1 1 þ1 ;
gðxÞ  8   9 (28)
> 2 3 nk2 1 >
Y >
< Y
nk 2 þ1 Y n sk2 >
=
4  gðxj1 ; xj2 ; …; xjk2 ; cj1 j2 jk2 Þ5
k2 ¼s1;s3;s5; >
> j ¼1 >
>
: 1 jk2 ¼jk2 1 þ1 ;

295 When s ¼ 1, the method degenerates as the univariate M-DRM in Eq. (26). When s ¼ 2, the approximation becomes the bivariate
296 M-DRM. Similarly, trivariate, quadrivariate, and other higher-variate M-DRMs can be derived by appropriately selecting the value of s.
297 Approximations of a trivariate model, y ¼ g(x1, x2, x3), by using the univariate and bivariate M-DRMs are determined as

8
>
> gðx1 ; c2 ; c3 Þ gðc1 ; x2 ; c3 Þ gðc1 ; c2 ; x3 Þ
> Univariate: gðx1 ; x2 ; x3 Þ 
< ½gðcÞ2
(29)
>
> gðcÞ ½gðx1 ; x2 ; c3 Þ gðx1 ; c2 ; x3 Þ gðc1 ; x2 ; x3 Þ
>
: Bivariate: gðx1 ; x2 ; x3 Þ 
gðx1 ; c2 ; c3 Þ gðc1 ; x2 ; c3 Þ gðc1 ; c2 ; x3 Þ

298 The study proposes to use the bivariate M-DRM to approximate The function is unbounded as xi ¼ ci 310
299 the maximum error of motion for system reliability analysis of
300 mechanisms. lim gi ðxi Þ ¼ 0 ) lim lnfabs½gi ðxi Þg ¼ 1
xi !ci xi !ci

301 3.3 Remarks on Cut-Component Function of M-DRM. To Similar to the C-DRM model, the cut-component functions of 311
302 distinguish the cut-component functions of C-DRM, we denote M-DRM have the properties of 312
303 the cut-component functions of M-DRM as PROPERTY 3.3. The cut-component functions of M-DRM are 313
8 zero-valued at the cut-point c 314
< h0 ¼ lnfabs½gðcÞg;
>

hi ðxi Þ ¼ lnfabs½gðxi ; ci Þ=gðcÞg


gðcÞ gðxi ; xj ; cij Þ (30) h12s ðx1 ; x2 ; …; xs Þjx¼c ¼ 0

> h ðx
: ij i j; x Þ ¼ ln abs ;
gðxi ; ci Þ gðxj ; cj Þ if f1; …; sg  f1; …; ng (33)

304 It has seen that, h0 ¼ u0 ; hi ðxi Þ ¼ uðxi ; ci Þ  h0 ; PROPERTY 3.4. Any two different cut-component functions are 315
hij ðxij Þ ¼ uðxi ; xj ; cij Þ  uðxi ; ci Þ  uj ðxj ; cj Þ  h0 , etc. There- orthogonal to each other 316
305 fore, except the zeroth-order function, h0, the cut-component func-
306 tion of M-DRM is different from that of C-DRM. Take the hi1 ip ðxi1 ; …; xip Þi1 is ðxj1 ; …; xjq Þjx¼c ¼ 0
307 univariate cut-component function as an example. In C-DRM, it is
308 defined as if fxi1 ; …; xip g 6¼ fxj1 ; …; xjq g (34)

gi ðxi Þ ¼ gðxi ; ci Þ  gðcÞ ði ¼ 1; 2; …; nÞ (31) Therefore, the function uðxÞ ¼ lnfabs½gðxÞg can be exactly 317
decomposed by the orthogonal basis as 318
309 Applying the logarithmic transform, one can obtain
X
n X
uðxÞ ¼ h0 þ hi ðxi Þ þ hij ðxi ; xj Þ þ    (35)
lnfabs½gi ðxi Þg ¼ lnfabs½gðxi ; ci Þ  gðcÞg (32) i¼1 1i<jn

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319 Simplify the expression through the logarithmic identities efficient than the original n-dimensional integration when s
n. 355
Furthermore, M-DRM does not require calculation of any partial 356
lnðabÞ ¼ lnðaÞ þ lnðbÞ; lnða=bÞ ¼ lnðaÞ  lnðbÞ (36) derivatives of the response function and inversion of random mat- 357
rices as compared with other methods in the literature. 358
320 One can derive an s-variate M-DRM approximation of y ¼ g(x) as
321 shown in Eq. (28). 4.3 Remarks. It is important to point out that the C-DRM in 359
322 In summary, the definitions of cut-component functions in Sec. 3.1 can be used for computing only the integer moments 360
323 C-DRM and M-DRM are different as shown in Eqs. (15) and (30), through the binomial expansion, and the fractional moments can- 361
324 respectively. However, one should note that the two s-variate cut- not be calculated by this approach. In this section, an example is 362
325 component functions are all defined by the s-variate functions, presented to elaborate the fact that the C-DRM is inadequate to 363
gðxs ; cs Þ, and the lower. Therefore, given an s-variate approxima- evaluate the fractional moments of the response function. 364
326 tions of y ¼ g(x) by C-DRM and M-DRM, the computational costs Consider a bivariate function Y ¼ g(X1, X2), where X1 and X2 365
327 for integer moment computation are identical. are mutually independent random variables. Using C-DRM and 366
M-DRM, the function can be approximated as 367

328 4 Calculation of Fractional Moment (

C-DRM: gðx1 ; x2 Þ  gðx1 ; c2 Þ þ gðc1 ; x2 Þ  gðc1 ; c2 Þ
329 Recovering an unknown PDF from a finite number of integer (41)
330 moments is an indeterminate, and occasionally, an ill conditioned M-DRM: gðx1 ; x2 Þ  ½gðx1 ; c2 Þ gðc1 ; x2 Þ=gðc1 ; c2 Þ
331 problem [38]. This motivates the use of fractional moment for sys-
332 tem reliability analysis of mechanisms in the paper. A kth integer moment of Y can be computed using these 368
approximations as 369
333 4.1 The Fractional Moment. The fractional moment of a 8 n o
334 positive random variable is defined as < C-DRM: E½Y k   E ½gðX1 ; c2 Þ þ gðc1 ; X2 Þ  gðc1 ; c2 Þk
n o
ð : M-DRM: E½Y k   E ½gðX1 ; c2 Þ gðc1 ; X2 Þ=gðc1 ; c2 Þk
E½Xa  ¼ xa fX ðxÞdx (37)
X (42)

335 where a is a real number. That is, a can be a negative number. In case of C-DRM approximation, the integer moment can be 370
336 Applications of fractional moment for distribution estimation of a evaluated using the following binomial expansion: 371
337 random variable were documented in a series of publications
338 [39–41]. k  
X k
E½ðA þ B  CÞk  ¼ E½Aki E½ðB  CÞi  (43)
i¼0
i
339 4.2 M-DRM for Computing Fractional Moments. An ath
340 order fractional moment of the response function can be obtained  
341 from a multidimensional integration as k
where ¼ k!=i!ðk  iÞ!; and A ¼ g(X1, c2), B ¼ g(c1, X2), and
i 372
ð
C ¼ g(c1, c2). 373
MYa ¼ ½gðxÞa fX ðxÞdx (38) However, to compute an ath order fractional moment, the fol- 374
X
lowing fractional binomial expansion is required [42]: 375

342 where fX ðxÞ is the joint PDF of n random variables X.

343 Using the univariate M-DRM model to approximate the origi- X1  
a
344 nal function, an ath order fractional moment of Y ¼ g(X) can be E½ðA þ B  CÞa  ¼ E½Aai E½ðB  CÞi  (44)
i¼0
i
345 approximated as
ð ( Y
n
)a
where the fractional binomial coefficients can be evaluated as [43] 376
MYa  ½gðcÞ1n gðxi ; ci Þ fX ðxÞdx
X i¼1  
n ð
Y
a aða  1Þ    ða  i þ 1Þ
aan ¼ (45)
¼ ½gðcÞ ½gðxi ; ci Þa fi ðxi Þdxi (39) i iði  1Þ    1
i¼1 Xi

in which, the upper index, a, emphasizes the fact that the binomial 377
346 in which the original n-dimensional integration has been approxi-
coefficient makes sense when any real  number
 appears in this
378
347 mated by the product of n one-dimensional integrations. This has
348 illustrated the high efficiency of using M-DRM for fractional (in- 0:5
position. For instance, we have ¼ ð0:5Þð1:5Þ
349 teger) moment calculation. 3 379
350 As the univariate M-DRM model is not enough to approximate ð2:5Þ=3! ¼ 0:3125.
351 the original function, a bivariate approximation can be used Since Eq. (44) involves an infinite order moments of univariate 380
functions, it is not practical to use C-DRM to compute the frac- 381
"ð ð #a tional moment. In contrast, M-DRM given by the univariate 382
aðn1Þðn2Þ Y Y
n1 n
½gðcÞ 2 gðxi ; xj ; cij Þfi ðxi Þfj ðxi Þdxi dxj approximation leads to a much simpler algebraic structure of the 383
i¼1 j¼iþ1 Xi Xj (fractional) moment equation 384
MYa  n ð aðn2Þ
Y
gðxi ; ci Þfi ðxi Þdxi Ef½gðX1 ; c2 Þa g Ef½gðc1 ; X2 Þa g
i¼1 Xi E½Y a   (46)
(40) Ef½gðc1 ; c2 Þa g

352 In general, the fractional moment can be computed by an s- Even in case of evaluation of integer moments (say, 385
353 variate M-DRM approximation. It entails evaluating at most a ¼ 1; 2; …), M-DRM does not require a binomial expansion of
354 s-dimensional integrals, which is substantially simpler and more Eq. (43), which simplifies the overall computational procedure. 386

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387 4.4 Computational Effort. The direct numerical integration 5.2 Entropy Optimization With Fractional Moments. 430
388 based on the Gaussian quadrature can be employed to compute Shortcomings of the traditional entropy method can be overcome 431
389 moments of response function. If each dimension uses an N- by using fractional moments as constraints in place of the regular 432
390 scheme quadrature, the total number of functional evaluations by integer order moments [42]. 433
391 the direct integration is Nn, which exponentially increases with With the M-DRM in Sec. 4.2 to calculate m fractional moments 434
392 the dimensionality of the input random variables. of the response function, the Lagrangian function associated with 435
393 An s-variate DRM can reduce the number as the MaxEnt problem is given as 436
ð
Xs  
L½k; a; fY ðyÞ ¼  fY ðyÞ ln½fY ðyÞdy
n nðn  1Þ 2
NDRM ¼ N si ¼ 1 þ nN þ N þ    (47) Y
i¼0
s  i 2 ð 
 ðk0  1Þ fY ðyÞdy  1
Y
394 Therefore, if using the univariate DRM to approximate the frac- ð 
395 tional moment computation, this number is rather small X
m
ai
ai
 ki y fY ðyÞdy  MY (51)
i¼1 Y
X
k X
n
NUDRM ¼ 1 þ ðNi  1Þ þ Ni (48) where k ¼ ½k0 ; k1 ; …; km T are the Lagrange multipliers and 437
i¼1 i¼kþ1
a ¼ ½a1 ; a2 ; …; am T are the fractions associated with the fractional
moments. 438
396 where kð nÞ is the number of variables with the symmetric dis- A key condition for optimal solution is 439
397 tribution (e.g., normal and uniform random variables).
398 Consider an example of n ¼ 6 and Ni ¼ 5, in which the ratio of
@L½k; a; fY ðyÞ
NUDRM =NDNI  31=56  0:2%. This illustrates the high compu- ¼0 (52)
399 tational efficiency of M-DRM in the fractional (integer) moments @fY ðyÞ
400 computation.
401 System reliability analysis of mechanism requires probability which leads to the following estimate, f^Y ðyÞ, of the true PDF, fY 440
402 distribution of the system maximal output error. For this purpose, (y) 441
403 a semi-analytical distribution for the extreme event distribution is
404 derived by using the principle of MaxEnt with fractional moment !
Xm
405 (ME-FM) in Sec. 5. ^
fY ðyÞ ¼ exp  ki y ai
ða0 ¼ 0Þ (53)
i¼0

406 5 Entropy-Based Probability Distribution

Note that 442
407 5.1 General. Entropy of a random variable Y is defined in "ð ! #
408 terms of its PDF, fY (y), as X
m
k0 ¼ ln exp  ki yai dy (54)
ð Y i¼1
H½f  ¼  fY ðyÞ ln½fY ðyÞdy (49)
Y
It is derived from the normalization condition that the PDF must 443
integrate to one. 444
409 Given m integer moments of Y, an estimate, f^Y ðyÞ, of the true
Appendix provides a numerical algorithm for computing k and 445
410 and unknown PDF, fY (y), can be obtained using MaxEnt in the
a. An interesting point is that the fractions, ai ði ¼ 1; …; mÞ, need
411 following way:
not be specified a priori, rather they can be determined as a part of 446
8 the entropy maximization process. The method of the principle of 447
>
> Find: fY ðyÞ
>
> ð maximum entropy subjected to the constrains specially in terms of 448
>
< fractional moment is referred to as ME-FM in numerical 449
Maximize: H½fY  ¼  fY ðyÞ ln½fY ðyÞdy
Y (50) examples. 450
>
> ð
>
>
>
: Subject to: yk fY ðyÞdy¼ MkY ðk¼ 1; …; mÞ
Y 6 Numerical Examples 451

In this section, two examples are analyzed using the proposed 452
412 The principle of MaxEnt is viewed as a rational approach for
M-DRM method for system reliability analysis of mechanisms. 453
413 choosing a probability distribution among all possible distribu-
The procedure is summarized as follows: 454
414 tions that maximizes the entropy while satisfying the constraints
415 supplied by statistical moments [44]. This distribution is also Step 1: Define the maximum error function through the kine- 455
416 referred to as the most unbiased, because it is obtained through a matic analysis for system reliability analysis of the 456
417 systematic maximization of uncertainty [45]. The method has mechanism. 457
418 been applied to solve a wide variety of inference problems in Step 2: Calculate integration grid of input random variables, 458
419 wind engineering [46] and hydrology [47]. and collect the maximum positioning errors of the 459
420 A difficulty with the traditional approach issue is that a rela- mechanism. 460
421 tively large number of moments (m  4) are required to achieve a Step 3: Run the MaxEnt optimization procedure in Eq. (A4) 461
422 reasonable accuracy in the modeling of the distribution tail. How- and record the determined Lagrange multipliers and 462
423 ever, the entropy maximization algorithm experiences numerical fractional exponents. It is noted that the fractional 463
424 instability as the number of moment constraints becomes large moments required by the entropy maximization proce- 464
425 [48]. Instead of a calculation procedure, if samples are used to dure are calculated by only the responses collected in 465
426 estimate higher order moments, the associated statistical error will Step VI. 466
427 creep into the MaxEnt distribution as well. Because of these prac- Step 4: Determine the MaxEnt distribution for the maximum 467
428 tical limitations, the interest in engineering application of MaxEnt error of motion to calculate system failure probability 468
429 diminished over time. of the mechanism. 469

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Table 1 Random variables in the four-bar linkage example Table 2 MaxEnt distribution of the system maximum error of
the four-bar linkage mechanism
Variable Distribution Units Mean COV
Entropy k 0 1 2 3
eL1 Lognormal mm 1.0 0.2
eL2 Lognormal mm 1.0 0.2 0.4718 kk 8.0210 68.097 61.289 27.482
eL3 Lognormal mm 1.0 0.2 ak — 0.2676 0.5132 0.7916
eL4 Lognormal mm 1.0 0.2 MYak MCS — 1.2680 0.6375 2.0293
eL5 Lognormal mm 1.0 0.2 MDRM — 1.2682 0.6374 2.0299
eh2 Lognormal deg 1.8/p 0.2 RE (%) — 9.29 103
1.87 10 2
2.69 102
eh5 Lognormal deg 1.8/p 0.2
RE: Relative error ¼ 100 (M-DRM  MCS)/MCS

470 It should be noted that the cut-point, c, are chosen as the mean proposed approach. This accuracy is achieved with 211ð¼ 1 502
471 values in the examples. Fractional moments are calculated using þ3 7 þ 4:5 6 7Þ evaluations of the mechanism trajectory.
472 the bivariate M-DRM approximation with three-point Gaussian The close agreement between ME-FM and MCS further vali- 503
473 quadrature. Therefore, the total number of function evaluations in dates the accuracy of the proposed method for system reliability 504
474 the examples is analysis of the four-bar linkage. Taken an error threshold 505
r0 ¼ 4.0 mm as an example, the probability of exceeding can be 506
Total functional calls: ¼ 1 þ 3n þ 4:5ðn  1Þn (55) obtained as 5.84 104 by ME-FM, whereas the MCS method 507
provides a close estimate of 5.34 104. 508
475 where n is the number of input random variables.
6.2. A Crank-Shaper Quick-Return Mechanism. The sec- 509
476 6.1. A Four-Bar Linkage Mechanism. The first example ond example considers system reliability analysis of a crank- 510
477 analyzes the system reliability of the four-bar linkage as shown in shaper mechanism as shown in Fig. 7. This mechanism has the 511
478 Fig. 1. The input angle h2 is assumed as h2 ¼ ½0 : p=50 : 2prad. advantage of a quick-return cycle. Variations of this mechanism 512
479 This implies the system reliability analysis needs to evaluate 101 are universally used to generate cutting motion in shaping 513
480 performance functions. Random variables in the example are machines. 514
481 listed in Table 1. Model parameters of the crank-shaper mechanism include 515
482 Output errors of the 101 points are simulated by using 1000 z ¼ ½L1 ; L2 ; L3 ; L4 ; L5 ; h1 T . Displacement of the output slider P is
483 samples. Autocorrelation function of the errors has been depicted determined as 516
484 in Fig. 4. One can see that the errors incurred at different points
485 are correlated. Because of this correlation, the cumulative proba-
486 bility of failure at a point cannot be calculated as a simple addition
487 of failure probabilities of all preceding points. A great advantage
488 of the proposed methodology is that it accounts for this correlation
489 accurately and provides a correct estimate of the failure probabil-
490 ity as shown later.
491 Parameters of the MaxEnt distribution, namely, the fractions
492 (ak) and the Lagrange multipliers (kk) are summarized in Table 2.
493 Distribution of the system maximum error of motion obtained
494 by ME-FM and MCS methods is compared in Fig. 5. Relative
495 errors of the fractional moment calculated by the proposed
496 M-DRM method are less than 1%. Probability distribution of the
497 maximum error of motion estimated by the ME-FM method is
498 fairly accurate.
499 System reliability of the four-bar linkage was determined using
500 methods of ME-FM and MCS with 106 samples. The comparison
501 of results shown in Fig. 6 illustrates very high accuracy of the

Fig. 5 Distribution of the system maximum output error.

Fig. 4 Autocorrelation function of output errors of the four-bar ME-FM, MaxEnt with three orders of fractional moment and
linkage example: h2 5 ½0 : p=25 : 2p rad MCS, Crude Monte Carlo simulation with 106 samples.

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Table 4 MaxEnt distribution of the system maximum error of

the crank-shaper mechanism

Entropy k 0 1 2 3

0.4120 kk 473.31 36.164 555.86 31.878

ak — 1.5243 0.1218 1.6273
Moment MYak MCS — 10.218 0.8310 11.963
M-DRM — 10.219 0.8310 11.962
RE (%) — 8.04 103 5.80 104 8.62 103

Fig. 6 System failure probability of the four-bar planar linkage

with various accuracy thresholds

Fig. 7 A crank-shaper quick-return mechanism: model param-

eters L1 5 120 mm, L2 5 50 mm, L3 5 375 mm, L4 5 425 mm, and
L5 5 60 mm

Table 3 Random variables in the crank-shaper example

Variable Distribution Units Mean COV

L2 Normal mm 50 0.01
L5 Normal mm 60 0.01
eL1 Normal mm 1.0 0.1
eL2 Normal mm 1.0 0.1
eL3 Normal mm 1.0 0.1
eL4 Normal mm 1.0 0.1
eL5 Normal mm 1.0 0.1
eh1 Normal deg 1.8/p 0.1

qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi Fig. 8 Distribution of the maximum displacement error of the

crank-shaper quick-return mechanism
px ðh1 Þ ¼ L3 cosðh2 Þ  L24  ½L3 sinðh2 Þ  L1  L5 2 (56)

517 where h2 ¼ tan1 ½ðL1 þ L2 sinðh1 ÞÞ=L2 cosðh1 Þ as h2  0, and maximum displacement error obtained from ME-FM and MCS 528
h2 ¼ p þ tan1 ½ðL1 þ L2 sinðh1 ÞÞ=L2 cosðh1 Þ otherwise. methods are compared in Fig. 8. A close agreement between ME- 529
518 Assume that h1 ¼ ½0 : p=100 : 2prad, time-dependent response FM and MCS results confirms the accuracy of the proposed 530
519 of the slider was represented by using 201 points. Statistical prop- method for distribution estimation of the system maximum error 531
520 erties of random variable are listed in Table 3. of motion. 532
521 Empirical distribution of the maximum displacement error was Table 5 summarized the percentiles of the extreme event distri- 533
522 obtained from simulation with 106 samples. This MCS solution is bution estimated by ME-FM and MCS methods. It is clear to see 534
523 referred to as the benchmark result to evaluate the accuracy of the that the proposed method provides highly accurate estimates of 535
524 ME-FM method. the percentile function with the relative errors less than 1%. 536
525 The parameters of the determined MaxEnt distribution are System failure probability of the quick-return mechanism has 537
526 given in Table 4, together with the fractional moments calculated been determined with the POE curve of the extreme output error 538
527 by M-DRM and MCS methods. The PDF and CDF of the as shown in Fig. 9. Given an error threshold r0 ¼ 6.0 mm, the 539

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Table 5 Percentile of the maximum output error of the crank-shaper example

5th 25th 50th 75th 95th 99th

ME-FM 3.993 4.338 4.582 4.831 5.195 5.456

MCS 3.993 4.336 4.582 4.832 5.196 5.459
RE (%) 4.26 103 4.64 102 1.11 102 1.41 102 1.04 102 6.96 102

intensive. This method will be applied to other reliability prob- 576

lems related to probabilistic design of mechanical systems. 577

Acknowledgment 578

The authors are thankful to the Natural Sciences and Engineer- 579
ing Research Council of Canada (NSERC), University Network of 580
Excellence in Nuclear Engineering (UNENE) and Ontario 581
Research Fund for providing the financial support for this study. 582
The authors would like to express the appreciation to Chinese 583
National Natural Science Foundation (51135003, U1234208), 584
Major State Basic Research Development Program of China (973 585
Program) (2014CB046303), Key National Science & Technology 586
Special Project on “High-Grade CNC Machine Tools and Basic 587
Manufacturing Equipments” (2013ZX04011011), Program for 588
Changjiang Scholars and Innovative Research Team in University 589
(No. IRT0816). 590

Appendix: Parameter Calculation Algorithm for 591

Fig. 9 System failure probability of the crank-shaper quick-
return mechanism
MaxEnt Distribution 592

To implement this idea, an alternate formulation is developed 593

based on the minimization of the Kullback–Leibler (K–L) diver- 594
540 probability of system output error exceeding this value is
gence between the true PDF, fY(y), and its estimator, f^Y ðyÞ, given 595
541 9.76 10–5, whereas the MCS method provides a close bench-
as 596
542 mark of 1.06 10–4.
ð
K½f ; f^ ¼ fY ðyÞ ln ½fY ðyÞ=f^Y ðyÞdy
543 7 Conclusions ðY ð
544 The paper presents a general method to derive the probability ¼ fY ðyÞ ln ½fY ðyÞdy  ln ½f^Y ðyÞfY ðyÞdy (A1)
545 distribution of a multivariate function of random variables, such Y Y
546 as the maximum positional error of a mechanism. A new M-DRM
547 is proposed to approximate the original complex input–output Substituting for f^ðyÞ from Eq. (53), the K–L divergence can be 597
548 relation. Realizing limitations of the use of integer order moments rewritten in a compact form as 598
549 with MaxEnt, the paper proposes to use fractional moments as
550 constraints to maximize the entropy. A novel aspect of this X
m
551 method is that the fractions for these moments do not need to be K½f ; f^ ¼ H½f  þ k0 þ ki MYai (A2)
552 fixed a priori. Rather, the fractions as well as the Lagrangian pa- i¼1
553 rameters of the MaxEnt distribution are derived by the minimiza-
554 tion of a divergence measure. Based on the Gaussian quadrature where H[f] is the entropy of the true PDF fY(y) that is independent 599
555 integration rules, an efficient numerical scheme is developed for of k and a. Therefore, minimization of the K–L divergence means 600
556 calculating the fractional (as well as integer) moments. This minimization of the following function: 601
557 approach, referred to as ME-FM method, has been proved to be
558 highly accurate for calculating probability distribution of a multi- X
m
559 variate response function. Iðk; aÞ ¼ K½f ; f^ þ H½f  ¼ k0 þ ki MYai (A3)
560 The paper analyzes system reliability of two mechanisms, i¼1
561 namely, the four-bar linkage and the crank-shaper quick-return
562 mechanism. The benchmark results for these problems were com- Therefore, the MaxEnt optimization in Eq. (50) can be equiva- 602
563 puted using the Monte Carlo simulations with 106 samples. In the lently stated as 603 AQ4
564 ME-FM method, probability distribution and system reliability
565 evaluated using three fractional moments are almost identical to 8
>
> Find: fai"gm m
i¼1 and fki gi¼1 ! #
566 the benchmark simulation results. In addition to accuracy, the >
> ð
>
> Xm
567 most remarkable point of ME-FM method is high computational < Minimize : Iðk; aÞ ¼ ln exp  ai
ki y dy
568 efficiency. With three-point Gauss quadrature, ME-FM needs 211 Y i¼1 (A4)
569 and 277 functional evaluations, respectively, in the examples of >
> X m
>
>
570 four-bar linkage and the crank-shaper mechanisms. In contrast, >
> þ a
ki MYi
:
571 the Monte Carlo simulation required 106 samples to derive the i¼1
572 response distribution.
573 In summary, the proposed entropy-based approach is generic This optimization is carried out in MATLAB# with the simplex 604
574 and it provides an alternate and efficient way to analyze search method [49], since it is a direct search method that does 605
575 mechanism system reliability problems that are computationally not use the gradient information. 606

000000-10 / Vol. 00, MONTH 2013 Transactions of the ASME

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 J_ID: MD DOI: 10.1115/1.4026270 Date: 23-December-13 Stage: Page: 11 Total Pages: 12

PROOF COPY [MD-12-1538]

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