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- Title
Application of saddlepoint approximation in reliability analysis of dynamic systems.
- Authors
Ka-Veng Yuen; Jia Wang; Siu-Kui Au
- Abstract
The application of the saddlepoint approximation to reliability analysis of dynamic systems is investigated. The failure event in reliability problems is formulated as the exceedance of a single performance variable over a prescribed threshold level. The saddlepoint approximation technique provides a choice to estimate the cumulative distribution function (CDF) of the performance variable. The failure probability is obtained as the value of the complement CDF at a specified threshold. The method requires computing the saddlepoint from a simple algebraic equation that depends on the cumulant generating function (CGF) of the performance variable. A method for calculating the saddlepoint using random samples of the performance variable is presented. The applicable region of the saddlepoint approximation is discussed in detail. A 10-story shear building model with white noise excitation illustrates the accuracy and efficiency of the proposed methodology.
- Subjects
METHOD of steepest descent (Numerical analysis); STANDARD deviations; STATISTICAL reliability; FAILURE analysis; EFFECT of natural disasters on buildings; STRUCTURAL engineering
- Publication
Earthquake Engineering & Engineering Vibration, 2007, Vol 6, Issue 4, p391
- ISSN
1671-3664
- Publication type
Article
- DOI
10.1007/s11803-007-0773-8