First-Order Saddlepoint Approximation for Reliability Analysis
Abstract
In the approximation methods of reliability analysis, nonnormal random variables are transformed into equivalent standard normal random variables. This transformation tends to increase the nonlinearity of a limit-state function and, hence, results in less accurate reliability approximation. The first-order saddlepoint approximation for reliability analysis is proposed to improve the accuracy of reliability analysis. by the approximation of a limit-state function at the most likelihood point in the original random space and employment of the accurate saddlepoint approximation, the proposed method reduces the chance of an increase in the nonlinearity of the limitstate function. This approach generates more accurate reliability approximation than the first-order reliability method without an increase in the computational effort. The effectiveness of the proposed method is demonstrated with two examples and is compared with the first- and second-order reliability methods.
Recommended Citation
X. Du and A. Sudjianto, "First-Order Saddlepoint Approximation for Reliability Analysis," AIAA Journal, American Institute of Aeronautics and Astronautics (AIAA), Jan 2004.
Department(s)
Mechanical and Aerospace Engineering
Keywords and Phrases
Reliability Analysis; Saddlepoint Approximation; Method of steepest descent (Numerical analysis); Random variables
International Standard Serial Number (ISSN)
000-11452
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2004 American Institute of Aeronautics and Astronautics (AIAA), All rights reserved.
Publication Date
01 Jan 2004
