Efficient algorithm for second-order reliability analysis

作者: Armen Der Kiureghian , Mario De Stefano

DOI: 10.1061/(ASCE)0733-9399(1991)117:12(2904)

关键词: CurvatureRandom variableFunction (mathematics)Eigenvalues and eigenvectorsApplied mathematicsMathematicsMathematical optimizationPrincipal curvatureParaboloidComputationHessian matrix

摘要: In the second‐order reliability method principal curvatures of limit‐state surface at design point are used to construct a paraboloid approximation surface, which is then compute estimate failure probability. The eigenvalues Hessian surface. this paper an efficient algorithm developed determine without computing Hessian. computed in iterative manner using gradient function, and obtained decreasing order their absolute magnitudes, also importance analysis. computation can be terminated when last curvature sufficiently small. for problems with large numbers random variables, especially available. Several numerical examples, including finite‐element application involving 99 r...

参考文章(10)
Rudiger Rackwitz, Michael Hohenbichler, Non-Normal Dependent Vectors in Structural Safety Journal of Engineering Mechanics-asce. ,vol. 107, pp. 1227- 1238 ,(1981) , 10.1061/JMCEA3.0002777
Abraham M. Hasofer, Niels C. Lind, Exact and Invariant Second-Moment Code Format Journal of Engineering Mechanics-asce. ,vol. 100, pp. 111- 121 ,(1974) , 10.1061/JMCEA3.0001848
Karl Breitung, Asymptotic approximations for multinormal integrals Journal of Engineering Mechanics-asce. ,vol. 110, pp. 357- 366 ,(1984) , 10.1061/(ASCE)0733-9399(1984)110:3(357)
Rüdiger Rackwitz, Bernd Flessler, Structural reliability under combined random load sequences Computers & Structures. ,vol. 9, pp. 489- 494 ,(1978) , 10.1016/0045-7949(78)90046-9
Armen Der Kiureghian, Pei‐Ling Liu, STRUCTURAL RELIABILITY UNDER INCOMPLETE PROBABILITY INFORMATION Journal of Engineering Mechanics-asce. ,vol. 112, pp. 85- 104 ,(1986) , 10.1061/(ASCE)0733-9399(1986)112:1(85)
Takeru Igusa, Armen Der Kiureghian, Dynamic characterization of two-degree-of-freedom equipment-structure systems Journal of Engineering Mechanics-asce. ,vol. 111, pp. 1- 19 ,(1985) , 10.1061/(ASCE)0733-9399(1985)111:1(1)
Pei-Ling Liu, Armen Der Kiureghian, Optimization algorithms for structural reliability Structural Safety. ,vol. 9, pp. 161- 177 ,(1991) , 10.1016/0167-4730(91)90041-7
Lars Tvedt, Distribution of quadratic forms in normal space-application to structural reliability Journal of Engineering Mechanics-asce. ,vol. 116, pp. 1183- 1197 ,(1990) , 10.1061/(ASCE)0733-9399(1990)116:6(1183)
Armen Der Kiureghian, Hong‐Zong Lin, Shyh‐Jiann Hwang, Second-Order Reliability Approximations Journal of Engineering Mechanics-asce. ,vol. 113, pp. 1208- 1225 ,(1987) , 10.1061/(ASCE)0733-9399(1987)113:8(1208)
Armen Der Kiureghian, Jyh-Bin Ke, The stochastic finite element method in structural reliability Probabilistic Engineering Mechanics. ,vol. 3, pp. 83- 91 ,(1988) , 10.1007/978-3-642-83254-3_5