Efficient Methods in Time Dependent Reliability

by Henrik O. Madsen, Danish Engineering Acad, Denmark,
Lars Tvedt, Danish Engineering Acad, Denmark,

Document Type: Proceeding Paper

Part of: Probabilistic Methods in Civil Engineering


A general and efficient method is presented for computing failure probabilities for components and systems where the uncertainties are represented by a mixture of random variables and time dependent processes. A formulation as a first-passage problem for a vector process outcrossing a safe set is first applied, conditioning on all the random variables. This leads to a conditional failure probability and a fast integration technique based on a first- or second-order reliability method is then applied to compute the overall failure probability.

Subject Headings: Failure analysis | Probability | Structural reliability | Structural analysis | Time dependence | Structural failures | Stochastic processes

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