“…For the numerical integration methods the reader can refer to [7], for the second class refer to [3,4,5,11], and for the third class to [1,2,8,10,12].…”
The purpose of this paper is to derive an approximation of the reliability of a system with doubly bounded performance functions. The problem is illustrated through the probability of an n dimensional hyper cube of the multivariate normal distribution. An approximation method is presented to evaluate this probability based on n + 2 computations of the CDF of the multi-normal distribution.
“…For the numerical integration methods the reader can refer to [7], for the second class refer to [3,4,5,11], and for the third class to [1,2,8,10,12].…”
The purpose of this paper is to derive an approximation of the reliability of a system with doubly bounded performance functions. The problem is illustrated through the probability of an n dimensional hyper cube of the multivariate normal distribution. An approximation method is presented to evaluate this probability based on n + 2 computations of the CDF of the multi-normal distribution.
“…As indicated in [29], these methods have a significant disadvantage: the accuracy of the results is unable to be validated. To circumvent the disadvantage of these methods, Hohenbichler and Rackwitz [30] developed an importance sampling updating method to improve the SORM estimate.…”
Section: Principlementioning
confidence: 99%
“…MCS is not appropriate for a value of n ¼ 30 since it takes an enormous amount of time. Therefore, the exact values for n ¼ 30 are obtained from [29]. From Table 2 one can see that when the number of random variables is large (e.g.…”
Section: Verification Examples and Investigationsmentioning
“…For the problem under consideration, data uncertainties concern the local parameters of the ÿnite element model and the parameters of the non-linear forces. Usually, parametric approaches are used to model data uncertainties [1][2][3][4][5][6][7] for evaluating and analyzing the response of structures with uncertain parameters under seismic loads, like piping and equipment, power plant installations and industrial structures (for instance, see References [8][9][10][11][12]). Nevertheless, such approaches do not allow model uncertainties to be taken into account.…”
SUMMARYThis paper deals with the transient response of a non-linear dynamical system with random uncertainties. The non-parametric probabilistic model of random uncertainties recently published and extended to nonlinear dynamical system analysis is used in order to model random uncertainties related to the linear part of the ÿnite element model. The non-linearities are due to restoring forces whose parameters are uncertain and are modeled by the parametric approach. Jayne's maximum entropy principle with the constraints deÿned by the available information allows the probabilistic model of such random variables to be constructed. Therefore, a non-parametric-parametric formulation is developed in order to model all the sources of uncertainties in such a non-linear dynamical system. Finally, a numerical application for earthquake engineering analysis is proposed concerning a reactor cooling system under seismic loads.
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