Time-Dependent Reliability

Junfu Zhang
Analysis for Function Generator
Associate Professor
School of Mechanical Engineering, Mechanisms
Xihua University,
Chengdu, P.R. China 610039 A function generator mechanism links its motion output and motion input with a desired
e-mail: zhang_junfu@126.com functional relationship. The probability of realizing such functional relationship is the
kinematic reliability. The time-dependent kinematic reliability is desired because it pro-
Xiaoping Du1 vides the reliability over the time interval where the functional relationship is defined. But
Associate Professor the methodologies of time-dependent reliability are currently lacking for function gen-
Department of Mechanical and Aerospace erator mechanisms. We propose a mean value first-passage method for time-dependent
Engineering, reliability analysis. With the assumption of normality for random dimension variables
Missouri University of Science and Technology, with small variances, the motion error becomes a nonstationary Gaussian process. We at
Rolla, MO 65409 first derive analytical equations for upcrossing and downcrossing rates and then develop
e-mail: dux@mst.edu a numerical procedure that integrates the two rates to obtain the kinematic reliability. A
four-bar function generator is used as an example. The proposed method is accurate and
efficient for normally distributed dimension variables with small variances.
关DOI: 10.1115/1.4003539兴

1 Introduction
An important application of mechanisms is to generate func-
tions, which link motion output and motion input with a func-
tional relationship y = f共x兲, where x is associated with motion in-
put and y is associated with motion output. A mechanism that
generates such a function is called a function generator. The mo-
tion error of a function generator is traditionally defined as the
difference between the actual motion output and the desired mo-
tion output. Motion uncertainty might be a more precise definition
for the motion error because the deviation from the desired motion
can be caused by random dimensions. To comply with the tradi-
tional terminologies in the mechanism literature, however, we still
use the motion error throughout this paper.
Tremendous efforts have been devoted to reducing the motion
error 关1–5兴, including the structural and mechanical types 关6兴. The
former error is caused by the type of the mechanism, the number
of design points, and the synthesis method used. It is the error
calculated at the deterministic nominal dimensions and is there-
fore also deterministic. The latter error is stochastic because it is
caused by random dimensions 共tolerances兲, random clearances at
joints, and random deformations of structural components. The
structural error represents a bias, and the mechanical error indi-
cates a random error. As a result, probabilistic methods are re-
quired to handle the mechanical error.
In the past decades, a large number of publications reported
studies on the effects of uncertain parameters on the motion out-
put with probabilistic and statistical methods 关7–16兴. The concept
of reliability has also been introduced to kinematic analysis and
synthesis 关16兴. Kinematic reliability is defined as the probability
of the output member’s position and/or orientation falling within a
specified range from the desired position and/or orientation 关17兴.
Kinematic reliability has applied to a wide range of mechanisms,
such as close-chain mechanisms 关18–21兴, open-loop robotic
mechanisms 关22–26兴, and flexible mechanisms 关27,28兴.
For function generator mechanisms, the dominating reliability
methods are Monte Carlo simulation 共MCS兲 and the first order
1
Corresponding author.
Contributed by the Design Automation Committee of ASME for publication in the
JOURNAL OF MECHANICAL DESIGN. Manuscript received August 3, 2010; final manu-
script received January 13, 2011; published online March 1, 2011. Assoc. Editor:
Michael Kokkolaras.
second moment 共FOSM兲 method. MCS can provide accurate so-
lutions, but is computationally expensive. The FOSM is less ac-
curate but much more efficient. For a linear function with normal
variables, the solution from the FOSM is exact. Because the di-
mension variables of a mechanism commonly assumed following
normal distributions in the literature, in this work, we also use
normal distributions for dimensional variables. If their standard
deviations are small, the error function is near linear, and then the
accuracy of the FOSM is quite satisfactory. The FOSM is there-
fore widely used for probabilistic mechanism analysis and synthe-
sis 关9,18,19,21兴.
Most kinematic reliability methods are only for the point reli-
ability, which provides us with the likelihood of realizing the de-
sired function only at a specific instant regardless whether the
function has been realized or not before that instant. In many
applications, it is more important to know the probability of real-
izing the desired function over the entire range 共time period兲 of
the input motion. Such a probability is time-dependent reliability
or interval reliability, where the interval represents the range of
the motion input where the desired function is defined.
In this work, we develop a method for interval kinematic reli-
ability analysis for function generator mechanisms. The proposed
method is accurate for function generator mechanisms that in-
volve normal dimension variables with small variances. Such
mechanisms are commonly encountered in engineering practices.
2 Background
2.1 Point Kinematic Reliability. Kinematic reliability is the
probability that a mechanism realizes its desired motion within a
specified error limit. For a function generator mechanism, its point
kinematic reliability is the probability that the motion error at a
specific motion input ␪ 共or time instant兲 is within a specified tol-
erance range. Let the error function be
g共X, ␪兲 = ␺共X, ␪兲 − ␺d共␪兲 共1兲
where X = 共X1 , . . . , Xn兲 is an n-dimensional random vector, which
includes the dimension variables of the mechanism; ␺共X , ␪兲 and
␺d共␪兲 are the actual motion output and desired motion output de-
fined by the desired function y = f共x兲, respectively. The relation-
ship between ␺d共␪兲 and f共x兲 is described below 关29兴.
Suppose the range of x is

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 x0 ⱕ x ⱕ x f
and the corresponding ranges of motion input ␪ and motion output
␺d are
␪0 ⱕ ␪ ⱕ ␪ f
and
␺0 ⱕ ␺d ⱕ ␺ f
respectively.
Then
冋冉
␺ d共 ␪ 兲 = ␺ 0 + k ␺ f
␪ − ␪0
k␪
冊
+ x0 − f共x0兲 册 共5兲
where
␪ f − ␪0
k␪ =
x f − x0
␺ f − ␺0
k␺ =
f共x f 兲 − f共x0兲
Equation 共5兲 converts the desired functional relationship y
= f共x兲 into the relationship between the motion input ␪ and motion
output ␺d共␪兲.
Equation 共1兲 contains both the structural and mechanical errors.
To ensure that the mechanism works properly, the motion error
must be less than the allowable error ␧.
兩g共X, ␪兲兩 = 兩␺共X, ␪兲 − ␺d共␪兲兩 ⱕ ␧
Therefore, the point kinematic reliability R at ␪ is
R共␪兲 = Pr兵兩g共X, ␪兲兩 ⱕ ␧其 = Pr兵− ␧ ⱕ g共X, ␪兲 ⱕ ␧其
where Pr兵 · 其 stands for a probability.
The point probability of failure is then given by
p f 共␪兲 = Pr兵兩g共X, ␪兲兩 ⬎ ␧其 = Pr兵g共X, ␪兲 ⬎ ␧ 艛 g共X, ␪兲 ⬍ − ␧其
Note that the two events in the above equation are mutually
exclusive.
The point reliability R共␪兲 tells us the likelihood that the mecha-
nism functions properly at ␪. This likelihood is the probability of
success at instant ␪ regardless if the mechanism worked or failed
before ␪.
2.2 Time-Dependent (Interval) Kinematic Reliability. We
are sometimes more interested in the interval kinematic reliability
because it is concerned with the probability that the desired func-
tion is realized within the specified error ␧ over the range of the
input motion 关␪0 , ␪ f 兴. The interval kinematic reliability is there-
fore computed by
R共␪0, ␪ f 兲 = Pr兵兩g共X, ␪兲兩 ⱕ ␧, ␪ 苸 关␪0, ␪ f 兴其 = Pr兵− ␧ ⱕ g共X, ␪兲 ⱕ ␧, ␪
苸 关␪0, ␪ f 兴其
and the interval probability of failure is given by
p f 共␪0, ␪ f 兲 = Pr兵兩g共X, ␪兲兩 ⬎ ␧, ␪ 苸 关␪0, ␪ f 兴其 = Pr兵g共X, ␪兲
⬎ ␧ 艛 g共X, ␪兲 ⬍ − ␧, ␪ 苸 关␪0, ␪ f 兴其
Although the interval kinematic reliability has been rarely re-
ported in the literature of mechanisms, many interval 共time-
dependent兲 reliability methods are available in the area of struc-
tural reliability. Time-dependent structural reliability problems
involve time-dependent factors, such as decaying material proper-
ties and randomly varying load in time 关30兴. There are two basic
types of methods for time-dependent reliability: extreme value
methods 关31–35兴 and first-passage methods 关30,33,34,36–42兴.
The extreme value method uses the global maximum or mini-
mum of the performance under consideration. As described previ-
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共2兲 ously, a failure occurs over a time interval if the performance is
greater than or less than a threshold at any time instant over the
time interval. The failure event is equivalent to the event that the
extreme value over the time interval is greater than or less than the
共3兲 threshold. Therefore, if the distribution of the extreme value is
identified, then a point reliability method can be used to solve for
time-dependent reliability 关31,32兴.
共4兲 The first-passage method uses the first time when the perfor-
mance exceeds or falls below a threshold. This method requires
the calculation of the rate 共crossing rate兲 of the likelihood that the
performance exceeds or falls below the threshold. The most fun-
damental equation of solving the first-passage problem is the Rice
formula 关43兴. Since the development of the Rice formula, many
improvements have been made 关44兴.
It is difficult to obtain the crossing rate for general stochastic
processes 关45兴. A large number of methods have focused on the
asymptotic integration approach to calculate the crossing rate
共6兲
关37–40兴. For special stochastic processes, such as stationary
Gaussian processes, an analytical outcrossing rate is available
关33,34兴. A new analytical derivation of the crossing rate has been
共7兲 reported recently 关30兴 for general stochastic processes. This
method is based on the first order reliability method 共FORM兲.
Unlike the general structural reliability problems, the error
function g共X , ␪兲 in the kinematic reliability problem does not di-
rectly involve any time-dependent random variables; the random
dimension variables X are time independent. However, as g共X , ␪兲
is a function of the time factor ␪, it is indeed a stochastic process.
Because the actual motion output ␺共X , ␪兲 and the desired motion
共8兲 output ␺d共␪兲 are generally nonlinear functions of ␪, the statistical
moments of g共X , ␪兲 = ␺共X , ␪兲 − ␺d共␪兲 are also generally time de-
pendent. As a result, g共X , ␪兲 is a nonstationary stochastic process.
共9兲 The nonstationality of the error function makes the reliability
analysis complicated. The common structural reliability analysis
methods for stationary processes or Markovian processes are not
applicable for the kinematic reliability problems.
共10兲
3 Mean Value First Passage Method
The purpose of this work is to develop a method for solving for
the time-dependent kinematic reliability. The method is based on
the FOSM and the first-passage time methods and is therefore
termed as the mean value first-passage 共MVFP兲 method.
Suppose the means and standard deviations of X are ␮X
= 共␮1 , . . . , ␮n兲 and ␴X = 共␴1 , . . . , ␴n兲, respectively. The standard
deviations ␴X are much smaller than the means ␮X because the
tolerances of dimensions are much smaller than the nominal di-
mension variables. As a result, the linearization of the error func-
tion g共X , ␪兲 at ␮X can accurately represent g共X , ␪兲. We therefore
linearize the error function at ␮X. After the linearization, we em-
ploy the concepts of upcrossing and downcrossing to estimate
interval reliability R共␪0 , ␪ f 兲. This requires knowing the upcrossing
and downcrossing rates, which are derived in this section.
共11兲
3.1 Linearization of the Error Function. The linearization
is given by
共12兲 g共X, ␪兲 ⬇ ĝ共X, ␪兲 = g共␮X, ␪兲 + 冏兺 冏n
i=1
⳵g共X, ␪兲
⳵ Xi
␮X
共Xi − ␮i兲
共13兲
The randomness in the dimension variables largely comes from
manufacturing uncertainty, which can be described by a normal
distribution, namely, Xi ⬃ N共␮i , ␴i兲. Because the members of a
mechanism are manufactured individually, the components of X
are statistically independent. To simplify equations, we do trans-
formation
X i = ␮ i + ␴ iU i 共14兲
Transactions of the ASME
 w+共␪,⌬␪兲
v+共␪兲 = lim 共20兲
⌬␪→0 ⌬␪
where w+共␪ , ⌬␪兲 is the probability of upcrossing over 关␪ , ␪ + ⌬␪兴
and is given by
w+共␪,⌬␪兲 = Pr兵g共X, ␪兲 ⬍ ␧ 艚 g共X, ␪ + ⌬␪兲 ⬎ ␧其 共21兲
w 共␪ , ⌬␪兲 is the probability of upcrossing over 关␪ , ␪ + ⌬␪兴 on the
+

condition that the error is less than ␧ at ␪.

Similarly, the downcrossing rate is defined by
Fig. 1 Upcrossing and downcrossing events
w−共␪,⌬␪兲
v−共␪兲 = lim 共22兲
⌬␪→0 ⌬␪
where
where Ui ⬃ N共0 , 1兲.
Then, the linearized function ĝ共X , ␪兲 becomes w−共␪,⌬␪兲 = Pr兵g共X, ␪兲 ⬎ − ␧ 艚 g共X, ␪ + ⌬␪兲 ⬍ − ␧其 共23兲
n Next, we follow the principles presented in Ref. 关30兴 to derive
analytical equations for v+共␪兲 and v−共␪兲.
ĝ共U, ␪兲 = b0共␪兲 + 兺 b 共␪兲U
i=1
i i 共15兲
3.3 Derivation of the Upcrossing Rate. As indicated in Eq.
where U = 共U1 , . . . , Un兲, b0共␪兲 = g共␮X , ␪兲, and b i共 ␪ 兲 共21兲, w+共␪ , ⌬␪兲 involves events g共X , ␪兲 ⬍ ␧ and g共X , ␪ + ⌬␪兲 ⬎ ␧.
= ⳵g共X , ␪兲 / ⳵Xi 兩␮X␴i. With the linearized function ĝ共X , ␪兲, we have
Because ĝ共U , ␪兲 is a linear combination of normal variables U, w+共␪,⌬␪兲 ⬇ Pr兵ĝ共X, ␪兲 ⬍ ␧ 艚 ĝ共X, ␪ + ⌬␪兲 ⬎ ␧其 = Pr兵ĝ共X, ␪兲
ĝ共U , ␪兲 is also normally distributed. Consequently, ĝ共U , ␪兲 is a
Gaussian process. The mean of ĝ共U , ␪兲 is ⬍ ␧ 艚 − ĝ共X, ␪ + ⌬␪兲 ⬍ − ␧其 共24兲
To make the derivation easier, we transform ĝ共X , ␪兲 and
␮ g共 ␪ 兲 = b 0共 ␪ 兲 共16兲 −ĝ共X , ␪ + ⌬␪兲 into standard normal variables Ug共␪兲 and Ug共␪
and the standard deviation of ĝ共U , ␪兲 is + ⌬␪兲, respectively. The transformation is given by

␴ g共 ␪ 兲 = 冋兺 册
n

i=1
bi2共␪兲
0.5

共17兲
and
U g共 ␪ 兲 =
g共X, ␪兲 − ␮g共␪兲
␴ g共 ␪ 兲
共25兲

Both of ␮g共␪兲 and ␴g共␪兲 are functions of ␪ and are time depen-
dent. ĝ共U , ␪兲 is therefore a nonstationary Gaussian process. Next, − g共X, ␪ + ⌬␪兲 − 关− ␮g共␪ + ⌬␪兲兴
U g共 ␪ + ⌬ ␪ 兲 =
we employ the concept of upcrossing and downcrossing rates, ␴ g共 ␪ + ⌬ ␪ 兲
which are based on the Poisson approximation for first-passage − g共X, ␪ + ⌬␪兲 + ␮g共␪ + ⌬␪兲
problems 关30,33兴, to make the reliability analysis possible. = 共26兲
␴ g共 ␪ + ⌬ ␪ 兲
Using Eqs. 共15兲–共17兲, we have
3.2 Reliability Analysis With the Concepts of Upcrossing
n
and Downcrossing. Figure 1 shows the upcrossing and down-
crossing events. The curve in the figure is a realization of the error 兺 b 共␪兲U i i

冋兺 册
function g共X , ␪兲. When g共X , ␪兲 is greater than the allowable error U g共 ␪ 兲 =
i=1
= a共␪兲 · U 共27兲
␧ 共upcrossing兲 or less than the other barrier −␧ 共downcrossing兲, a n 0.5

failure occurs. bi2共␪兲

The number of upcrossings or downcrossings is a random inte- i=1
ger. The Poisson approximation of the first-passage problem as- where the dot means an inner product, and
sumes that the integer-valued process that counts the number of
upcrossings or downcrossings is a Poisson process 关33兴. Under b共␪兲
a共␪兲 = 共28兲
this assumption, the upcrossing and downcrossing events are sta- 储b共␪兲储
tistically independent. This assumption has been commonly used
in structural reliability analysis. Under this assumption, R共␪0 , ␪ f 兲 in which
b共␪兲 = 共b1共␪兲, . . . ,bn共␪兲兲 共29兲

再冕 冎
is computed by
␪f and 储 · 储 stands for the magnitude of a vector.
R共␪0, ␪ f 兲 ⬇ R共␪0兲exp − 关v+共␪兲 + v−共␪兲兴d␪ 共18兲 Similarly,
␪0 n

where v+共␪兲 and v−共␪兲 are the upcrossing and downcrossing rates 兺 b 共␪ + ⌬␪兲U
i i

冋兺 册
关30,41兴, respectively; R共␪0兲 is the initial point reliability at ␪0. i=1
U g共 ␪ + ⌬ ␪ 兲 = − = − a共␪ + ⌬␪兲 · U 共30兲
With the linearization in Eq. 共15兲 and from Eq. 共9兲, R共␪0兲 is com- n 0.5

puted by bi2共␪ + ⌬␪兲

冋 册 冋 册
i=1
␧ − ␮ g共 ␪ 0兲 − ␧ − ␮ g共 ␪ 0兲
R共␪0兲 = ⌽ −⌽ 共19兲 where
␴ g共 ␪ 0兲 ␴ g共 ␪ 0兲
b共␪ + ⌬␪兲
where ⌽ is the cumulative distribution function 共CDF兲 of a stan- a共␪ + ⌬␪兲 = 共31兲
dard normal variable. 储b共␪ + ⌬␪兲储
The upcrossing rate v+共␪兲 is defined by 关30兴 in which

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 b共␪ + ⌬␪兲 = 共b1共␪ + ⌬␪兲, . . . ,bn共␪ + ⌬␪兲兲 共32兲 The upcrossing rate v+共␪兲 is then given by
w+共␪ , ⌬␪兲 then becomes
w+共␪,⌬␪兲 = Pr兵共␮g共␪兲 + ␴g共␪兲Ug共␪兲 ⬍ ␧兲 艚 共− ␮g共␪ + ⌬␪兲 + ␴g共␪
+ ⌬␪兲Ug共␪ + ⌬␪兲 ⬍ − ␧兲其 = Pr兵Ug共␪兲 ⬍ ␤+共␪兲 艚 Ug共␪ v +共 ␪ 兲 = 冏 ⳵ w+共␪,⌬␪兲
⳵ ⌬␪
冏 ⌬␪=0
= lim 关I1共␪,⌬␪兲 + I2共␪,⌬␪兲兴 共46兲
⌬␪→0

+ ⌬␪兲 ⬍ − ␤+共␪ + ⌬␪兲其 共33兲 To get the limits of I1共␪ , ⌬␪兲 and I2共␪ , ⌬␪兲, by differentiating
where Eq. 共28兲, we obtain

␧ − ␮ g共 ␪ 兲
␤ +共 ␪ 兲 = 共34兲
␴ g共 ␪ 兲
a共␪兲 · a⬘共␪兲 = 0 共47兲
and
␧ − ␮ g共 ␪ + ⌬ ␪ 兲 Taking differentiation again, we get
␤ +共 ␪ + ⌬ ␪ 兲 = 共35兲
␴ g共 ␪ + ⌬ ␪ 兲
Because the joint distribution of Ug共␪兲 and Ug共␪ + ⌬␪兲 is a bi-
variate normal distribution, w+共␪ , ⌬␪兲 can be computed by the 关a⬘共␪兲兴2 + a共␪兲 + a⬙共␪兲 = 0 共48兲
bivariate CDF as follows:
w+共␪,⌬␪兲 = ⌽2关␤+共␪兲,− ␤+共␪ + ⌬␪兲, ␳共␪, ␪ + ⌬␪兲兴 共36兲 Then
where ⌽2 is the bivariate CDF of normal variables, which can be
obtained from its corresponding PDF,

␾2共x,y, ␳兲 =
1
2 ␲ 冑1 − ␳ 2
exp −
2
冋
1 x2 − 2␳xy + y 2
1 − ␳2
册 共37兲
a共␪兲 · a⬙共␪兲 = − 关a⬘共␪兲兴2 = − 储a⬘共␪兲储2
Differentiating Eq. 共38兲, we obtain
共49兲

where ␳ is the correlation coefficient. Using Eqs. 共27兲 and 共30兲,

we obtain
lim ␳⬘共␪, ␪ + ⌬␪兲 = a共␪兲 · a⬘共␪兲 = 0 共50兲
⌬␪→0
␳共␪, ␪ + ⌬␪兲 = − a共␪兲 · a共␪ + ⌬␪兲 共38兲
After obtaining w+共␪ , ⌬␪兲, we now take its limit to derive the
equation of the upcrossing rate. Because w+共␪ , 0兲 = 0,

v 共␪兲 = lim
+
⌬␪→0
w+共␪,⌬␪兲 − w+共␪,0兲
⌬␪
=
⳵ w+共␪,⌬␪兲
⳵ ⌬␪
冏 冏 ⌬␪=0
共39兲
lim ␳⬙共␪, ␪ + ⌬␪兲 = a共␪兲 · a⬙共␪兲 = − 储a⬘共␪兲储2
⌬␪→0

These two limits will be used later on. To easily obtain the limit
共51兲

We use the following two equations given in Ref. 关30兴 to derive given in Eq. 共39兲, we also define
the derivative of w+共␪ , ⌬␪兲:
⳵ ⌽2共x,y, ␳兲
⳵y
= ␾共y兲⌽
x − ␳y
冑1 − ␳ 2 冉 冊 共40兲
M = lim − 冋冑 1 − ␳ 2共 ␪ , ␪ + ⌬ ␪ 兲
␳ ⬘共 ␪ , ␪ + ⌬ ␪ 兲
册 共52兲
⌬␪→0
where ␾共 · 兲 is the probability density function 共PDF兲 of a standard
normal variable, and
we then obtain
⳵ ⌽2共x,y, ␳兲
= ␾2共x,y, ␳兲 共41兲
⳵␳
Differentiating w+共␪ , ⌬␪兲 in Eq. 共36兲, we obtain
⳵ w 共␪,⌬␪兲
+
= I1共␪,⌬␪兲 + I2共␪,⌬␪兲 共42兲
M = lim −
⌬␪→0
冋冑 1 − ␳ 2共 ␪ , ␪ + ⌬ ␪ 兲
␳ ⬘共 ␪ , ␪ + ⌬ ␪ 兲
册
⳵ ⌬␪ 冑1 − 关a共␪兲 · a共␪, ␪ + ⌬␪兲兴2
= lim
where ⌬␪→0 a共␪兲 · a⬘共␪, ␪ + ⌬␪兲
⳵ ⌽2关␤+共␪兲,− ␤+共␪ + ⌬␪兲, ␳共␪, ␪ + ⌬␪兲兴 L’Hopital
关a共␪兲 · a共␪, ␪ + ⌬␪兲兴关a共␪兲 · a⬘共␪, ␪ + ⌬␪兲兴
I1共␪,⌬␪兲 = − ␤+⬘ 共␪ + ⌬␪兲 = lim
⳵ 关␤+共␪ + ⌬␪兲兴 ⌬␪→0 关a共␪兲 · a⬙共␪, ␪ + ⌬␪兲兴冑1 − 关a共␪兲 · a共␪, ␪ + ⌬␪兲兴2
= − ␾关␤+共␪ + ⌬␪兲兴A␤+⬘ 共␪ + ⌬␪兲 共43兲 关a共␪兲 · a共␪兲兴 关a共␪兲 · a⬘共␪, ␪ + ⌬␪兲兴 1 1
= lim =
in which 关a共␪兲 · a⬙共␪兲兴 ⌬␪→0 冑1 − 关a共␪兲 · a共␪, ␪ + ⌬␪兲兴2 储a⬘共␪兲储2 M

A=⌽ 冋 ␤ +共 ␪ 兲 + ␳ 共 ␪ , ␪ + ⌬ ␪ 兲 ␤ +共 ␪ + ⌬ ␪ 兲
冑1 − ␳ 2 共 ␪ , ␪ + ⌬ ␪ 兲 册 共44兲
The above limit involves a zero-divided-by-zero form, and the
共53兲

L’ Hopital rule is therefore used. Then

and
⳵ ⌽2关␤+共␪兲,− ␤+共␪ + ⌬␪兲, ␳共␪, ␪ + ⌬␪兲兴
I2共␪,⌬␪兲 = ␳ ⬘共 ␪ + ⌬ ␪ 兲
⳵ ␳共 ␪ + ⌬ ␪ 兲 1
M= 共54兲
= ␾2关␤+共␪兲,− ␤+共␪ + ⌬␪兲, ␳共␪, ␪ + ⌬␪兲兴␳⬘共␪ + ⌬␪兲 储a⬘共␪兲储
共45兲 The limit of A in Eq. 共43兲 for I1共␪ , ⌬␪兲 is

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 ␤ +共 ␪ 兲 + ␳ 共 ␪ , ␪ + ⌬ ␪ 兲 ␤ +共 ␪ + ⌬ ␪ 兲
lim A = lim
⌬␪→0 ⌬␪→0 冑1 − ␳ 2 共 ␪ , ␪ + ⌬ ␪ 兲
L’Hopital
␳⬘共␪, ␪ + ⌬␪兲␤+共␪ + ⌬␪兲 + ␳共␪, ␪ + ⌬␪兲␤+⬘ 共␪ + ⌬␪兲
= lim 冑1 − ␳2共␪, ␪ + ⌬␪兲
⌬␪→0 − ␳ 共 ␪ , ␪ + ⌬ ␪ 兲 ␳ ⬘共 ␪ , ␪ + ⌬ ␪ 兲
冑1 − ␳2共␪, ␪ + ⌬␪兲 1 ␤+⬘ 共␪兲
= ␤+⬘ 共␪兲 lim − = ␤+⬘ 共␪兲 = 共55兲
⌬␪→0 ␳ ⬘共 ␪ , ␪ + ⌬ ␪ 兲 M 储a⬘共␪兲储

The limit of I1共␪ , ⌬␪兲 is therefore given by Pr兵g共X, ␪兲 ⬎ − ␧ 艚 g共X, ␪ + ⌬␪兲 ⬍ − ␧其

v−共␪兲 = lim
⌬␪→0 ⌬␪
lim I1共␪,⌬␪兲 = lim − ␾关␤+共␪ + ⌬␪兲兴A␤+⬘ 共␪ + ⌬␪兲 =
⌬␪→0 ⌬␪→0 w−共␪,⌬␪兲

− ␤+⬘ 共␪兲␾关␤+共␪兲兴⌽ 冋 册
␤+⬘ 共␪兲
储a⬘共␪兲储
共56兲
where
= lim
⌬␪→0 ⌬␪
共63兲

We now derive the limit of I2共␪ , ⌬␪兲. According to Eqs. 共45兲 and w−共␪,⌬␪兲 = Pr兵g共X, ␪兲 ⬎ − ␧ 艚 g共X, ␪ + ⌬␪兲 ⬍ − ␧其 共64兲
共37兲,
It is equivalent to
␳ ⬘共 ␪ , ␪ + ⌬ ␪ 兲
1 w−共␪,⌬␪兲 = Pr兵− g共X, ␪兲 ⬍ ␧ 艚 − g共X, ␪ + ⌬␪兲 ⬎ ␧其 = Pr兵g̃共X, ␪兲
I2共␪,⌬␪兲 = 共57兲
冑1 − ␳2共␪, ␪ + ⌬␪兲 2␲ exp共B兲
⬍ ␧ 艚 g̃共X, ␪ + ⌬␪兲 ⬎ ␧其 共65兲
where where
1 ␤+2共␪兲 − 2␳共␪, ␪ + ⌬␪兲␤+共␪兲␤共␪ + ⌬␪兲 + ␤+2共␪ + ⌬␪兲 g̃共X, ␪兲 = − g共X, ␪兲 共66兲
B=−
2 1 − ␳ 2共 ␪ , ␪ + ⌬ ␪ 兲 and
共58兲 g̃共X, ␪ + ⌬␪兲 = − g共共X, ␪ + ⌬␪兲兲 共67兲
The limit of B is Now Eq. 共65兲 is in the same form as Eq. 共21兲. We can use Eq.
共21兲 to get the downcrossing rate as

冋 册
1 ␤+2共␪兲 − 2␳共␪, ␪ + ⌬␪兲␤+共␪兲␤共␪ + ⌬␪兲 + ␤+2共␪ + ⌬␪兲
lim B = lim − ␤−⬘ 共␪兲
⌬␪→0 ⌬␪→0 2 1 − ␳ 2共 ␪ , ␪ + ⌬ ␪ 兲 v−共␪兲 = 储a⬘共␪兲储␾关␤−共␪兲兴⌿ 共68兲

=−
1 2
冋
␤ 共␪兲 +
2 +
␤+⬘2共␪兲
储a⬘共␪兲储 2 册 共59兲 where
储a⬘共␪兲储

The limit of I2共␪ , ⌬␪兲 is therefore given by ␧ − ␮g̃共␪兲 ␧ + ␮ g共 ␪ 兲

␤ −共 ␪ 兲 = = 共69兲
␴g̃共␪兲 ␴ g共 ␪ 兲
lim I2共␪,⌬␪兲 =
⌬␪→0
1
lim
1
M ⌬␪→0 2␲
exp共B兲 = 储a⬘共␪兲储␾共␤+共␪兲兲␾
␤+⬘ 共␪兲
储a⬘共␪兲储
冉 冊 The following equations are used in deriving Eq. 共68兲:
␮g̃ = − ␮g 共70兲
共60兲
and
The L’ Hopital rule is used twice in deriving the above equation.
Then v+共␪兲 is ␴g̃ = ␴g 共71兲

v+共␪兲 = lim I1共␪,⌬␪兲 + lim I2共␪,⌬␪兲 = 储a⬘共␪兲储␾共␤+共␪兲兲 3.5 Mechanism Analysis. The equations of the upcrossing

再冋 册 冋 册冎
⌬␪→0 ⌬␪→0
and downcrossing rates depend on the derivatives of the error
␤+⬘ 共␪兲 ␤+⬘ 共␪兲 ␤+⬘ 共␪兲 function with respect to ␮X. The derivatives can be obtained ana-
⫻ ␾ − ⌽ 共61兲 lytically from mechanism analysis. Let the loop equation of the
储a⬘共␪兲储 储a⬘共␪兲储 储a⬘共␪兲储
mechanism be
Therefore, the upcrossing rate is obtained as
F共X, ␪,h共X, ␪兲兲 = 0 共72兲

v+共␪兲 = 储a⬘共␪兲储␾关␤+共␪兲兴⌿
␤+⬘ 共␪兲
储a⬘共␪兲储
冋 册
where ⌿共x兲 = ␾共x兲 − x⌿共−x兲. The result is the same as in Ref. 关30兴.
3.4 Derivation of the Downcrossing Rate. To avoid repeat-
ing deriving similar equations, we can use the results for the up-
crossing rate. What we need is to perform a simple transformation
that converts a downcrossing event to an upcrossing event. The
idea is that the upcrossing of function g共X , ␪兲 is the downcrossing
of function −g共X , ␪兲. We therefore replace g共X , ␪兲 with −g共X , ␪兲
in the equations for the upcrossing rate.
As shown in Eq. 共22兲, the downcrossing rate v−共␪兲 is defined by
共62兲
where h is an m-dimensional output vector, which includes the
motion output ␺共X , ␪兲 in Eq. 共1兲.
We now apply the direct linearization method 共DLM兲 关46兴 to
get the derivatives of the error function. From Eq. 共72兲, we can
obtain the sensitivity 共Jacobi兲 matrix J共␪兲,
J共␪兲 = − 关C共␪兲兴−1D共␪兲 共73兲
where Cij共␪兲 = ⳵Fi共X , ␪ , h共X , ␪兲兲 / ⳵h j共X , ␪兲 兩␮X, Dik共␪兲
= ⳵Fi共X , ␪ , h共X , ␪兲兲 / ⳵Xk 兩␮X, and the size of J共␪兲 is m ⫻ n.
C共␪兲 and D共␪兲 are analytically available from the loop equation
in Eq. 共72兲. Assume that the sth component of h共X , ␪兲 is the
motion output ␺共X , ␪兲. Then bi共␪兲 in Eq. 共15兲 is given by

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 Fig. 3 Four-bar function generator mechanism

ability index ␤共␪兲 using Eq. 共34兲 or Eq. 共69兲, and its deriva-
tive ␤⬘共␪兲 using Eq. 共77兲 or Eq. 共78兲; and the unit vector
a共␪兲 using Eq. 共28兲, and its derivative a⬘共␪兲 using Eq. 共75兲.
• Step 3. Calculate the initial point reliability R共␪0兲 using Eq.
共18兲.
• Step 4. Find the upcrossing and downcrossing rates v+共␪兲
and v−共␪兲 using Eqs. 共62兲 and 共68兲, respectively.
• Step 5. Calculate reliability R共␪0 , ␪ f 兲 by integrating v+共␪兲
and v−共␪兲 over the input range 关␪0 , ␪ f 兴 and multiplying the
Fig. 2 Flowchart of time-dependent mechanism reliability integral by R共␪0兲 using Eq. 共19兲.
analysis

4 Numerical Example
bi共␪兲 = Jsi共␪兲␴i 共i = 1, . . . ,n兲 共74兲 In this section, we present the application of the MVFP method
Differentiating bi共␪兲 with respect to ␪, we obtain bi⬘共␪兲 and then for a planar four-bar function generator mechanism.
vector a⬘共␪兲 in Eq. 共62兲 as follows: 4.1 Problem Statement. The mechanism is shown in Fig. 3.
␴g共␪兲b⬘共␪兲 − b␴g⬘共␪兲 The crank AB is the input member with the input angle ␪, and the
a ⬘共 ␪ 兲 = 共75兲 rocker CD is the output member with the output angle ␺. R1, R2,
␴2g共␪兲 R3, and R4 are the dimensions of the mechanism. In this study, we
in which consider two cases where the standard deviations 共std兲 in case 1
are larger than those in case 2.
1 Two desired functions are involved. The first one is a sine func-
␴g⬘共␪兲 = b共␪兲 · b⬘共␪兲 共76兲
␴ g共 ␪ 兲 tion defined by y = sin x with x 苸 关x0 , x f 兴 = 关0 ° , 90°兴. The range of
where b⬘共␪兲 = 共b1⬘共␪兲 , . . . , bn⬘共␪兲兲. the input angle is 关␪0 , ␪1兴 = 关97° , 217°兴, and the range of the out-
With the above analytical equations, ␤+共␪兲 and ␤−共␪兲 are put angle is 关␺0 , ␺ f 兴 = 关60° , 120°兴. According to Eq. 共5兲, the rela-
tionship between the desired output ␺d and input ␪ is ␺d共␪兲
− ␴g共␪兲␮g⬘共␪兲 − 关␧ − ␮g共␪兲兴␴g⬘共␪兲 = 60° +60° sin关 4 共␪ − 97°兲兴. The distributions of the dimension
3
␤+⬘ 共␪兲 = 共77兲
␴2g共␪兲 variables are given in Table 1. The second desired function is a
and logarithm function defined by y = log10 x with x 苸 关x0 , x f 兴 = 关1 , 2兴.
The ranges of the input and output angles are 关␪0 , ␪1兴
␴g共␪兲␮g⬘共␪兲 − 关␧ + ␮g共␪兲兴␴g⬘共␪兲 = 关45° , 105°兴 and 关␺0 , ␺ f 兴 = 关0 ° , 60°兴, respectively. The relation-
␤−⬘ 共␪兲 = 共78兲
␴2g共␪兲 ship between the desires output ␺d and input ␪ is ␺d共␪兲
in which = 60° log10共␪ + 15° / 60°兲 / log210. The distributions of the dimen-

冏 冏
sion variables are given in Table 2.
d␺共X, ␪兲 d ␺ d共 ␪ 兲
␮g⬘共␪兲 = − 共79兲
d␪ ␮X d␪ 4.2 Kinematic Analysis of the Four-Bar Function
Generator. The loop-closure equations of the four-bar mecha-
The above equations ensure that the upcrossing and downcross-
nism are given by
ing rates be analytically available.
3.6 Numerical Procedure. Having obtained all the analytical
equations, we now summarize the procedure of computing inter- Table 1 Random dimensions for the sine function generator
val kinematic reliability 共Fig. 2兲.
Standard deviation 共mm兲
• Step 1. Input parameters, such as the mean and standard
deviations of dimension variables, the allowable error limit, Mean Case 1 Case 2
and the ranges of the motion input and motion output. Variable 共mm兲 共larger std兲 共smaller std兲 Distribution
• Step 2. Perform mechanism analysis to obtain the motion
error function g共X , ␪兲. Then linearize g共X , ␪兲 at ␮X using R1 ␮1 = 100.0 ␴1 = 0.05 ␴1 = 0.025 Normal
R2 ␮2 = 55.5 ␴2 = 0.05 ␴2 = 0.025 Normal
Eq. 共13兲. Derive equations for ␮g共␪兲 using Eq. 共16兲 and its
R3 ␮3 = 144.1 ␴3 = 0.05 ␴3 = 0.025 Normal
derivative ␮⬘g共␪兲 using Eq. 共79兲; standard deviation ␴g共␪兲 R4 ␮4 = 72.5 ␴4 = 0.05 ␴4 = 0.025 Normal
using Eq. 共17兲, and its derivative ␴g⬘共␪兲 using Eq. 共76兲; reli-

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 Table 2 Random dimensions for the log function generator

Standard deviation 共mm兲

␺共X, ␪兲 = 2 arctan 冉 − E ⫾ 冑E2 + D2 − F2
F−D
冊 共81兲

Mean Case 1 Case 2 where D = 2R4共R1 − R2 cos ␪兲, E = −2R2R4 sin ␪, and F = R21 + R22
Variable 共mm兲 共larger std兲 共smaller std兲 Distribution + R24 − R23 − 2R1R2 cos ␪.
As explained previously, the motion error function is close to
R1 ␮1 = 100.0 ␴1 = 0.05 ␴1 = 0.025 Normal linear around the mean values of the dimension variables with
R2 ␮2 = 79.5 ␴2 = 0.05 ␴2 = 0.025 Normal
small standard deviations. Using the direct linearization method in
R3 ␮3 = 203.0 ␴3 = 0.05 ␴3 = 0.025 Normal
Eqs. 共73兲 and 共74兲, we get vectors b共␪兲 and b⬘共␪兲,
R4 ␮4 = 150.8 ␴4 = 0.05 ␴4 = 0.025 Normal
␴X
b共␪兲 = 关− cos ␥,cos共␪ − ␥兲,1,− cos共␥ − ␺兲兴
R4 sin共␥ − ␺兲

F共X, ␪,h兲 = 冋 R2 cos ␪ + R3 cos ␥共X, ␪兲 − R1 − R4 cos ␺共X, ␪兲

R2 sin ␪ + R3 sin ␥共X, ␪兲 − R4 sin ␺共X, ␪兲
册 =0
and
共82兲

共80兲
QT · ␴X
where X = 共R1 , R2 , R3 , R4兲 and h = 关␥共X , ␪兲 , ␺共X , ␪兲兴. b ⬘共 ␪ 兲 = 共83兲
R4 sin2共␥ − ␺兲
Solving the above equations, we obtain the closed-form solu-
tion in which

冤 冥
d␥ d␺
cos ␺ − cos ␥ cos共␥ − ␺兲
d␪ d␪
d␥ d␺
sin共␪ − ␥兲sin共␥ − ␺兲 + cos共␪ − ␺兲 − cos共␪ − ␥兲cos共␥ − ␺兲
d␪ d␪

冉 冊
Q=
d␥ d␺
cos共␥ − ␺兲 −
d␪ d␪
d␥ d␺
−
d␪ d␪

d␥ R2R3 sin共␪ − ␥兲 − R1R2 sin共␪兲 for interval reliability.

= MCS is also used with a large sample size of 107. The percent-
d␪ R2R3 sin共␪ − ␥兲 − R1R3 sin共␥兲
age error is defined by
d␺ R2R4 sin共␪ − ␺兲 − R1R2 sin共␪兲
= 兩p f − pMCS 兩
d␪ R2R4 sin共␪ − ␺兲 − R1R4 sin共␺兲 error =
f
⫻ 100% 共84兲
pMCS
f
where ␥ and ␺ stand for ␥共␮X , ␪兲 and ␺共␮X , ␪兲, respectively.
where p f is the interval probability of failure over the input angle
4.3 Reliability Analysis. We use the following equations for
range 关␪0 , ␪ f 兴 from the MVFP method, and pMCS is its counterpart
our computation: Eqs. 共1兲, 共16兲, 共79兲, and 共81兲 for ␮g共␪兲 and f
from MCS.
␮⬘g共␪兲; Eqs. 共82兲 and 共83兲 for b共␪兲 and b⬘共␪兲; Eqs. 共17兲 and 共76兲 The results with several allowable errors for the sine function
for ␴g共␪兲 and ␴⬘g共␪兲; Eqs. 共34兲 and 共69兲 for ␤+共␪兲 and ␤−共␪兲; Eqs. generator are given in Table 3 共case 1兲 and Table 4 共case 2兲 and
共75兲, 共77兲, and 共78兲 for a⬘共␪兲, ␤+⬘ 共␪兲, and ␤−⬘ 共␪兲. Equations 共62兲 plotted in Fig. 4 共case 1兲 and Fig. 5 共case 2兲. The results indicate
and 共68兲 for the upcrossing and downcrossing rates and Eq. 共18兲 that the solutions of the present method are very close to those of

Table 3 pf for the sine function generator „case 1…

MVFP MCS
␧ Error No. of
共deg兲 pf pMCS
f 95% confidence interval 共%兲 function calls

0.70 0.9799 1.00 共0.9997, 1.0兲 2.0 86

0.75 0.8977 0.9971 共0.9968, 0.9974兲 10.0 46
0.80 0.6901 0.7299 共0.7297, 0.7301兲 5.46 38
0.85 0.4069 0.4103 共0.4102, 0.4105兲 0.84 30
0.90 0.1737 0.1738 共0.1738, 0.1739兲 0.08 26
0.95 5.1123⫻ 10−2 5.1195⫻ 10−2 共5.1178, 5.1211兲 ⫻ 10−2 0.14 14
1.00 9.9702⫻ 10−3 1.0049⫻ 10−2 共1.0046, 1.0052兲 ⫻ 10−2 0.78 14
1.05 1.2628⫻ 10−3 1.2811⫻ 10−3 共1.2807, 1.2815兲 ⫻ 10−3 1.43 14
1.10 1.0241⫻ 10−4 1.0440⫻ 10−4 共1.0437, 1.0443兲 ⫻ 10−4 1.91 14

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 Table 4 pf for the sine function generator „case 2…

MVFP MCS
␧ Error No. of
共deg兲 pf pMCS
f 95% confidence interval 共%兲 function calls

0.70 0.9999 1.00 共0.9998, 1.0兲 0.0 58

0.75 0.9892 1.00 共0.9997, 1.0兲 1.18 42
0.80 0.81255 0.8130 共0.8128, 0.8132兲 0.06 26
0.85 0.3090 0.3089 共0.3088, 0.3089兲 0.04 14
0.90 2.9771⫻ 10−2 2.9800⫻ 10−2 共2.9793, 2.9808兲 ⫻ 10−2 0.10 14
0.95 5.3844⫻ 10−4 5.4510⫻ 10−4 共5.4497, 5.4523兲 ⫻ 10−4 1.22 14
0.975 3.7107⫻ 10−5 3.6700⫻ 10−4 共3.6691, 3.6709兲 ⫻ 10−4 1.11 14

MCS and are therefore accurate. The results also show that the 5 Conclusions
MVFP method is more accurate in case 2 than in case 1. This
For function generator mechanisms, time-dependent kinematic
indicates that the MVFP method is more accurate with smaller
reliability is more critical than point kinematic reliability. The
standard deviations.
reason is that the former reliability provides complete information
The number of mechanism analyses is determined by the adap-
about the likelihood of the desired function being realized over the
tive Simpson quadrature method with a tolerance of 10−5. The
entire motion range of interest, while the latter reliability only
numbers of function calls by the MVFP method are listed in
gives the instantaneous likelihood at a specific time instant.
Tables 3 and 4, which indicate that the MVFP method is much
This work develops an analysis method for the time-dependent
more efficient than MCS.
kinematic reliability for function generator mechanisms. The
The interval probabilities of failure for the log function genera-
method extends the FOSM method to time-dependent problems
tor are plotted in Figs. 6 and 7. The results also show that the
using the concepts of upcrossing and downcrossing. Analytical
MVFP method is accurate and is efficient. Same conclusion can
upcrossing and downcrossing rates are available with the pro-
be drawn as those for the sine function generator.

Fig. 4 pf of the sine function generator „case 1… Fig. 6 pf of the log function generator „case 1…

Fig. 5 pf of the sine function generator „case 2… Fig. 7 pf of the log function generator „case 2…

031005-8 / Vol. 133, MARCH 2011 Transactions of the ASME

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 posed method. The method can assess the time-dependent reliabil-
ity by accounting for both the structural error 共bias兲 and mechani-
cal 共random兲 error. Although the method is demonstrated with a
planar mechanism, it is also applicable for spatial mechanisms.
The method is accurate with small dimension tolerances, which
is the case in most engineering applications. The method is also
efficient because the analytical equations of the upcrossing and
downcrossing rates are available. There is no need to use any
random sampling such as Monte Carlo simulation or any iterative
processes.
The method may not be accurate when the standard deviations
of dimension variables are high; for example, the standard devia-
tion of a dimension variable is greater than 10% of its mean.
Inaccuracy also occurs when the reliability of the mechanism is
too low. This is caused by the Poisson approximation.
Possible future work includes the following topics: 共1兲 intro-
duce the method into reliability-based mechanism synthesis, 共2兲
consider random clearance variables for the joints of a mecha-
nism, and 共3兲 extend the present method to other types of mecha-
nisms, such as path generator mechanisms.
Acknowledgment
We would like to thank the financial support from Xihua Uni-
versity to the first author for his stay as a Visiting Scholar at the
Missouri University of Science and Technology 共MST兲. We would
also like to acknowledge the support from the Intelligent Systems
Center at MST for the second author and the support from the Key
Laboratory of Manufacturing and Automation of Sichuan Prov-
ince at Xihua University for the first author.
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