PARALLEL SYSTEM APPROACH FOR VECTOR OUT-CROSSING

The mean crossing rate of a stochastic process outcrossing a safe domain is calculated using methods from time independent reliability theory. The method is developed from Madsen's formula which expresses the mean upcrossing rate of a scalar process through a specified level as a parallel system sensitivity measure. The method is applicable to stationary as well as nonstationary stochastic vector processes provided the random variables describing the process and the time-derivative process at time t can be mapped jointly into a set of independent standardised random normal variables. This is identical to the restriction imposed on the random variables using the fist and second order reliability methods, (FORM, SORM) and is not very restrictive. Thus quite general stochastic models can be treated. Also, closed form results have been developed. In this paper the mean crossing rate for the stationary Gaussian process crossing into a polyhedral convex set is given. The method is demonstrated to give good results by examples.

• Supplemental Notes:
  • OMAE 1991, 10th Intl Conf on Offshore Mechanics & Arctic Engng; 23-28 June 1992; Stavanger, Norway. Sponsored by ASME et al. Procs. Publ by ASME, Vol II, p 165 [8 p, 15 ref, 3 tab, 4 fig]
• Authors:
  • Hagen, O
  • Tvedt, L
• Publication Date: 1991

Language

• English

Subject/Index Terms

• TRT Terms: Failure; Reliability; Stochastic processes; Structural analysis; Structural mechanics
• Uncontrolled Terms: Structural failures; Structural reliability
• Subject Areas: Data and Information Technology; Marine Transportation;

Filing Info

• Accession Number: 00703109
• Record Type: Publication
• Source Agency: British Maritime Technology
• Files: TRIS
• Created Date: Aug 14 1995 12:00AM