×

Numerical integration in affine space to compute structural system reliability. (English) Zbl 0789.93117

Summary: Several methods for computing structural system reliability are reviewed. A numerical method with very high accuracy and involving little computer run time for the determination of structural system reliability is presented. Through transformation, the joint density function of the safety margin equations derived, and the integration formula of reliability is transformed into the integration in the affine space formed by the safety margin equations. The domain of integration in the affine space then becomes rather simple and suitable for high efficiency numerical quadrature. A simplification of the method deriving the joint distribution of the safety margin equations when the basic variables are normally distributed is made. The Gaussian-Laguerre integration method is introduced to obtain a result with the accuracy almost as high as that of the analytical solution. The theory and illustrative examples demonstrate that the present method is practical and satisfactory in evaluating structural system reliability. It is also direct in physical concept and easy to implement. The method is applicable to Gaussian or non-Gaussian variables.

MSC:

93E03 Stochastic systems in control theory (general)
62N05 Reliability and life testing
PDFBibTeX XMLCite
Full Text: DOI