Reliability Analysis of Uncertain Systems Under Random Loadingsby Rwey-Hua Cherng, Univ of Illinois at Urbana-Champaign, Urbana, United States,
Y. K. Wen, Univ of Illinois at Urbana-Champaign, Urbana, United States,
Abstract: This study considers the reliability assessment of uncertain systems under random loadings. The fast integration method (Wen and Chen, 1987) in conjunction with a second order asymptotic method (Breitung, 1989) is used to solve for the overall reliability. This method does not require the transformation of original random variables into standard normal variables; numerical efforts and mathematical complications associated with this transformation are, therefore, eliminated. Furthermore, an explicit expression for the sensitivity of the probability of failure to changes in system parameters (e.g., means and standard deviations) can be easily derived. Results of numerical examples indicate that the proposed method has good accuracy compared with the Monte-Carlo simulation method.
Subject Headings: System analysis | System reliability | Load factors | Numerical models | Monte Carlo method | Probability | Europe | Monaco | Monte Carlo
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