UM
Application of saddlepoint approximation in reliability analysis of dynamic systems
Yuen K.-V.1; Wang J.1; Au S.-K.2
2007-12-01
Source PublicationEarthquake Engineering and Engineering Vibration
ISSN16713664
Volume6Issue:4Pages:391-400
Abstract

The application of the saddlepoint approximation to reliability analysis of dynamic systems is investigated. The failure event in reliability problems is formulated as the exceedance of a single performance variable over a prescribed threshold level. The 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 CDF at a specified threshold. The method requires computing the saddlepoint from a simple algebraic equation that depends on the cumulant generating function (CGF) of the performance variable. A method for calculating the saddlepoint using random samples of the performance variable is presented. The applicable region of the saddlepoint approximation is discussed in detail. A 10-story shear building model with white noise excitation illustrates the accuracy and efficiency of the proposed methodology. © 2007 Institute of Engineering Mechanics, China Earthquake Administration.

KeywordCumulant Generating Function Failure Probability Reliability Analysis Saddlepoint Approximation
DOI10.1007/s11803-007-0773-8
URLView the original
Indexed BySCI
Language英语
WOS Research AreaEngineering
WOS SubjectEngineering, Civil ; Engineering, Geological
WOS IDWOS:000255241000010
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Citation statistics
Cited Times [WOS]:10   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionUniversity of Macau
Affiliation1.Universidade de Macau
2.City University of Hong Kong
Recommended Citation
GB/T 7714
Yuen K.-V.,Wang J.,Au S.-K.. Application of saddlepoint approximation in reliability analysis of dynamic systems[J]. Earthquake Engineering and Engineering Vibration,2007,6(4):391-400.
APA Yuen K.-V.,Wang J.,&Au S.-K..(2007).Application of saddlepoint approximation in reliability analysis of dynamic systems.Earthquake Engineering and Engineering Vibration,6(4),391-400.
MLA Yuen K.-V.,et al."Application of saddlepoint approximation in reliability analysis of dynamic systems".Earthquake Engineering and Engineering Vibration 6.4(2007):391-400.
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