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Article
A Second-Order Reliability Method with First-Order Efficiency
Journal of Mechanical Design, Transactions of the ASME
  • Junfu Zhang
  • Xiaoping Du, Missouri University of Science and Technology
Abstract
The first-order reliability method (FORM) is efficient but may not be accurate for nonlinear limit-state functions. The second-order reliability method (SORM) is more accurate but less efficient. To maintain both high accuracy and efficiency, we propose a new second-order reliability analysis method with first-order efficiency. The method first performs the FORM to identify the most probable point (MPP). Then, the associated limit-state function is decomposed into additive univariate functions at the MPP. Each univariate function is further approximated by a quadratic function. The cumulant generating function of the approximated limit-state function is then available so that saddlepoint approximation can be easily applied in computing the probability of failure. The accuracy of the new method is comparable to that of the SORM, and its efficiency is in the same order of magnitude as the FORM. © 2010 American Society of Mechanical Engineers.
Department(s)
Mechanical and Aerospace Engineering
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2010 American Society of Mechanical Engineers (ASME), All rights reserved.
Publication Date
1-1-2010
Citation Information
Junfu Zhang and Xiaoping Du. "A Second-Order Reliability Method with First-Order Efficiency" Journal of Mechanical Design, Transactions of the ASME (2010)
Available at: http://works.bepress.com/xiaoping-du/9/