System Reliability Analysis with Saddlepoint Approximation

Abstract

System reliability is usually estimated through component reliability, which is commonly computed by the First Order Reliability Method (FORM). The FORM is computationally efficient, but may not be accurate for nonlinear limit-state functions. An alternative system reliability analysis method is proposed based on saddlepoint approximation. Unlike the FORM that linearizes limit-state functions in a transformed random space, the proposed method linearizes the limited-state functions without any transformation. After the linearization, the joint probability density of limit-state functions is estimated by the multivariate sad-dlepoint approximation. Without the nonnormal-to-normal transformation, the present method is more accurate than the FORM when the transformation increases the nonlin-earity of limit-state functions. As demonstrated in the two examples, the new method is also as efficient as the FORM. © Springer Verlag 2010.

Department(s)

Mechanical and Aerospace Engineering

International Standard Serial Number (ISSN)

1615-147X

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2010 Springer Verlag, All rights reserved.

Publication Date

01 Jan 2010

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