作者: Dianqing Li , Yifeng Chen , Wenbo Lu , Chuangbing Zhou
DOI: 10.1016/J.COMPGEO.2010.10.006
关键词: Random variable 、 Polynomial chaos 、 Stability (probability) 、 Reliability (statistics) 、 Collocation (remote sensing) 、 Hermite polynomials 、 Applied mathematics 、 Mathematical optimization 、 Mathematics 、 Transformation (function) 、 Matrix (mathematics)
摘要: This paper proposes a stochastic response surface method for reliability analysis involving correlated non-normal random variables, in which the Nataf transformation is adopted to effectively transform the correlated non-normal variables into independent standard normal variables. Transformations of random variables that are often used in reliability analyses in terms of standard normal variables are summarized. The closed-form expressions for fourth to sixth order Hermite polynomial chaos expansions involving any number of random …