A Reliability Sensitivity Analysis Method Based On Saddlepoint Approximation

DOI

10.2991/jimec-17.2017.62How to use a DOI?

Keywords

Structural reliability, Parameter sensitivities, Moment, Saddlepoint approximation, Statistical perturbation.

Abstract

Reliability sensitivity analysis quantifies the effect of input random variables on model outputs. An efficient reliability sensitivity analysis method is developed herein by combining the stochastic perturbation technique and a third-moment saddlepoint approximation. The presented method requires only the first three moment of the structural response and the cumulant generating function of input random variables is not strictly required. Numerical examples are illustrated and the procedure shows that the method is convenient to be applied to parameter sensitivity analysis of structural reliability.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - Hao Lu
PY  - 2017/10
DA  - 2017/10
TI  - A Reliability Sensitivity Analysis Method Based On Saddlepoint Approximation
BT  - Proceedings of the 2017 2nd Joint International Information Technology, Mechanical and Electronic Engineering Conference (JIMEC 2017)
PB  - Atlantis Press
SP  - 283
EP  - 286
SN  - 2352-538X
UR  - https://doi.org/10.2991/jimec-17.2017.62
DO  - 10.2991/jimec-17.2017.62
ID  - Lu2017/10
ER  -