NEW APPROXIMATIONS FOR RELIABILITY INTEGRALS

In reliability-based structural design and in other engineering problems involving system safety, it is important to analyze the reliability of structures with uncertain properties subjected to uncertain loads. A new asymptotic expansion is applied to approximate reliability integrals. The asymptotic approximation reduces the problem of evaluating a multidimensional probability integral to solving an unconstrained minimization problem. Approximations are developed in both the transformed (independently, normally distributed) variables and the original variables. In the transformed variables, the asymptotic approximation yields a very simple formula for approximating the value of the second-order reliability method integrals. In many cases, it may be computationally expensive to transform to normal variables, and an approximation using the probability distribution for the original variables can be used. Examples are presented illustrating the accuracy of the approximations, and results are compared with some existing approximations of reliability integrals.

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  • Supplemental Notes:
    • This paper is based upon work supported by the National Science Foundation under grant CMS-9796135 and under subcontract to CMS-9503370.
  • Corporate Authors:

    American Society of Civil Engineers

    1801 Alexander Bell Drive
    Reston, VA  United States  20191-4400
  • Authors:
    • Polidori, D C
    • Beck, J L
    • Papadimitriou, C
  • Publication Date: 1999-4

Language

  • English

Media Info

Subject/Index Terms

Filing Info

  • Accession Number: 00763564
  • Record Type: Publication
  • Contract Numbers: CMS-EQ-9601262, 9601503, CMS-9796135
  • Files: TRIS
  • Created Date: May 14 1999 12:00AM