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Reliability analysis using a 'Taylor expansionexpected value' saddlepoint approximation
Wang J.3; Au S.-K.2; Yuen K.-V.1
2011
Source PublicationInternational Journal of Reliability and Safety
ISSN1479389X 14793903
Volume5Issue:1Pages:44-65
AbstractThe problem of reliability analysis of dynamical systems is considered. Failure event in the problem is formulated as the exceedance of a performance variable over a prescribed threshold level. Saddlepoint approximation technique provides a choice to estimate the Cumulative Distribution Function (CDF) of the performance variable. The failure probability is obtained as the value of the complement of the CDF at a specified threshold. The method requires finding the saddlepoint from a simple algebraic equation that depends on the Cumulant Generating Function (CGF) of the performance variable. Two different methods, which respectively use Taylor series expansion and statistical averaging, are investigated for estimating the CGF of the performance variable based on its random samples. A ten-storey shear building model subjected to white noise excitation is used to show the preference of a combination of these two methods in terms of accuracy and efficiency. Copyright © 2011 Inderscience Enterprises Ltd.
KeywordCGF cumulant generating function failure probability reliability analysis saddlepoint approximation
DOI10.1504/IJRS.2011.037346
URLView the original
Language英語
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Document TypeJournal article
CollectionDEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING
Affiliation1.Universidade de Macau
2.City University of Hong Kong
3.Hunan University
Recommended Citation
GB/T 7714
Wang J.,Au S.-K.,Yuen K.-V.. Reliability analysis using a 'Taylor expansionexpected value' saddlepoint approximation[J]. International Journal of Reliability and Safety,2011,5(1):44-65.
APA Wang J.,Au S.-K.,&Yuen K.-V..(2011).Reliability analysis using a 'Taylor expansionexpected value' saddlepoint approximation.International Journal of Reliability and Safety,5(1),44-65.
MLA Wang J.,et al."Reliability analysis using a 'Taylor expansionexpected value' saddlepoint approximation".International Journal of Reliability and Safety 5.1(2011):44-65.
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