VECTOR PROCESS OUT-CROSSING AS PARALLEL SYSTEM SENSITIVITY MEASURE

The mean rate of vector processes out-crossing safe domains is calculated using methods from time-independent reliability theory. The method is founded on a result for scalar up-crossing derived by Madsen. The out-crossing is formulated as a zero down-crossing of a continuously differentiable scalar process, and the mean crossing rate is obtained as a sensitivity measure of the probability for an associated parallel system domain. The vector process may be Gaussian, non-Gaussian, stationary or nonstationary, and the failure function defining the boundary of the safe domain may be time-dependent. A method for calculation of the expected number of crossings in a time interval through the introduction of an auxiliary uniformly distributed variable is presented. For stochastic failure surfaces the ensemble averaged rate is determined. A close-form expression for the mean crossing rate of a nonstationary Gaussian vector process crossing into a time-dependent convex polyhedral set is derived. The method is demonstrated to give good results by examples.

• Supplemental Notes:
  • J of Engng Mechanics, v 117 n 10, Oct 1991, p 2201 [20 p, 40 ref, 5 tab, 3 fig]
• Authors:
  • Hagen
  • O Tvedt, L
• Publication Date: 1991

Language

• English

Subject/Index Terms

• TRT Terms: Mathematical analysis; Reliability; Structural analysis
• Uncontrolled Terms: Structural reliability
• Subject Areas: Marine Transportation;

Filing Info

• Accession Number: 00701741
• Record Type: Publication
• Source Agency: British Maritime Technology
• Files: TRIS
• Created Date: Aug 14 1995 12:00AM