Second Order Reliability by an Exact Integral

Tvedt, Lars

doi:10.1007/978-3-642-83828-6_26

Cited by 38 publications

(15 citation statements)

References 5 publications

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“…is approximated using geometrical considerations [25,26,27]. These popular techniques provide approximations of very low exceedance probabilities with very few calls to the model.…”

Section: Step C -The Uncertainty Propagationmentioning

confidence: 99%

An Industrial Viewpoint on Uncertainty Quantification in Simulation: Stakes, Methods, Tools, Examples

Pasanisi

Dutfoy²

2012

IFIP Advances in Information and Communication Technology

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Abstract. Simulation is nowadays a major tool in R&D and engineering studies. In industrial practice, in both design and operating stages, the behavior of a complex system is described and forecast by a computer model, which is, most of time, deterministic. Yet, engineers coping with quantitative predictions using deterministic models deal actually with several sources of uncertainties affecting the inputs (and occasionally the model itself) which are transferred to the outputs. Therefore, uncertainty quantification in simulation has garnered increased importance in recent years. In this paper we present an industrial viewpoint of this practice. After a reminder of the main stakes related to uncertainty quantification and probabilistic computing, we will focus on the specific methodology and software tools which have been developed for treating this problem at EDF R&D. We conclude with examples illustrating applied studies recently performed by EDF R&D engineers arising from different physical domains.

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“…is approximated using geometrical considerations [25,26,27]. These popular techniques provide approximations of very low exceedance probabilities with very few calls to the model.…”

Section: Step C -The Uncertainty Propagationmentioning

confidence: 99%

An Industrial Viewpoint on Uncertainty Quantification in Simulation: Stakes, Methods, Tools, Examples

Pasanisi

Dutfoy²

2012

IFIP Advances in Information and Communication Technology

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“…Second-order reliability method: The second-order reliability method [73] improves the estimate of the first-order reliability method through a quadratic approximation of G, instead of a linear approximation. There are different types of quadratic approximations, and corresponding second-order reliability estimates, thereby leading to a variety of computational methods proposed by Kiureghian et al [73], Tvedt [74], Hohenbichler and Rackwitz [75], etc. …”

Section: Methodsmentioning

confidence: 99%

Significance, interpretation, and quantification of uncertainty in prognostics and remaining useful life prediction

Sankararaman

2015

Mechanical Systems and Signal Processing

138

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“…Tvedt [18] proposed a three-term approximation in which the last two terms can be interpreted as correctors to Breitung's form. More accurate closed form formulas were derived using Maclaurin series expansion and Taylor series expansion [19] [20].…”

Section: Second-order Reliability Methods (Sorm)mentioning

confidence: 99%

“…G X However, a second order polynomial is most often employed for the response surface, that is, [18] where the undetermined (regression) coefficients are denoted by scalar , The regression coefficients can be estimated by least squares method with a series of structural analysis with input variables selected according to some Design of Experiments (DOE). In practice, the Central Composite Design (CCD) are usually used to in RSM.…”

Section: Response Surface Methods (Rsm)mentioning

confidence: 99%

Overview of Structural Reliability Analysis Methods — Part I : Local Reliability Methods

Huang¹,

Hami²,

Radi³

2017

IncertFia

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ABSTRACT. Our work presents an overview of structural reliability analysis, which plays important roles in structural design. In Part I of the overview, the so-called local reliability methods are summarized. The term "local reliability methods" refers to reliability analysis methods that use the local approximate of actual limit state function in calculation of failure probability. From this perspective of view, the mean value first-order second moment (MVFOSM) method, design pointbased methods (FORM/SORM and RSM) are included in local reliability methods. Local reliability methods are basic approaches for reliability analysis and commonly used in research and applications.

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Second Order Reliability by an Exact Integral

Cited by 38 publications

References 5 publications

An Industrial Viewpoint on Uncertainty Quantification in Simulation: Stakes, Methods, Tools, Examples

An Industrial Viewpoint on Uncertainty Quantification in Simulation: Stakes, Methods, Tools, Examples

Significance, interpretation, and quantification of uncertainty in prognostics and remaining useful life prediction

Overview of Structural Reliability Analysis Methods — Part I : Local Reliability Methods

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