December 2021 Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models
Shuoran Li, Young Myoung Ko, Eunshin Byon
Author Affiliations +
Ann. Appl. Stat. 15(4): 1850-1871 (December 2021). DOI: 10.1214/21-AOAS1490

Abstract

Using aeroelastic stochastic simulations, this study presents an importance sampling method for assessing wind turbine reliability. As the size of modern wind turbines gets larger, structural reliability analysis becomes more important to prevent any catastrophic failures. At the design stage, operational data do not exist or are scarce. Therefore, aeroelastic simulation is often employed for reliability analysis. Importance sampling is one of the powerful variance reduction techniques to mitigate computational burden in stochastic simulations. In the literature, wind turbine reliability assessment with importance sampling has been studied with a single variable, wind speed. However, other atmospheric stability conditions also impose substantial stress on the turbine structure. Moreover, each environmental factor’s effect on the turbine’s load response depends on other factors. This study investigates how multiple environmental factors collectively affect the turbine reliability. Specifically, we devise a new nonparametric importance sampling method that can quantify the contributions of each environmental factor and its interactions with other factors, while avoiding computational problems and data sparsity issue arising in rare event simulation. Our wind turbine case study and numerical examples demonstrate the advantage of the proposed approach.

Funding Statement

The second author was supported by the National Research Foundation of Korea, Basic Science Research Program, under Grant NRF-2016R1D1A1B04933453.
The third author was supported by the U.S. National Science Foundation, Division of Information and Intelligent Systems, under Grant IIS-1741166.

Acknowledgments

The authors thank the Editor, Associate Editor and reviewers for suggestions that helped us greatly improve this manuscript. Any opinions, findings and conclusions or recommendations expressed in this material are those of the authors and do not necessarily reflect the views of the U.S. National Science Foundation.

Citation

Download Citation

Shuoran Li. Young Myoung Ko. Eunshin Byon. "Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models." Ann. Appl. Stat. 15 (4) 1850 - 1871, December 2021. https://doi.org/10.1214/21-AOAS1490

Information

Received: 1 November 2020; Revised: 1 May 2021; Published: December 2021
First available in Project Euclid: 21 December 2021

MathSciNet: MR4355079
zbMATH: 1498.62332
Digital Object Identifier: 10.1214/21-AOAS1490

Keywords: kernel regression , Monte Carlo simulation , rare event simulation , variance reduction , wind energy

Rights: Copyright © 2021 Institute of Mathematical Statistics

JOURNAL ARTICLE
22 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

Vol.15 • No. 4 • December 2021
Back to Top