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Revised Failure-Conditioned Reliability Index

by T. Takahashi, Engineering Research Inst, Japan,
S. Terada, Engineering Research Inst, Japan,
J. -H. Lee, Engineering Research Inst, Japan,



Document Type: Proceeding Paper

Part of: Structural Safety and Reliability

Abstract:

The authors have developed the failure-conditioned reliability index to estimate the probability of intersection of correlated normal variates. The index makes use of the mean and standard deviation of a failure-conditioned random variate which is approximated by normal distribution. This assumption yields simple formulas with adequate accuracy for ordinary conditions. However, some errors have been observed if the variables are highly correlated. To reduce the errors, this paper introduces the Hermite polynomial expansion of failures conditioned variate. The investigation on typical examples shows that the method is effective to the system consisted of multiple, identical potential failure modes with low reliabilities and high correlations.

Subject Headings: Failure analysis | System reliability | Probability | Polynomials | Failure modes | Mathematics | Intersections

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