TECHNICAL PAPERS
Feb 1, 1983

Gaussian Outcrossings from Safe Convex Polyhedrons

Publication: Journal of Engineering Mechanics
Volume 109, Issue 1

Abstract

A simple upper and lower bound technique developed for the evaluation of the failure probability of a “weakest link” structural system is applied to a structural system having a convex, polyhedral safe set in the space of basic variables. The structure is subjected to a Gaussian vector‐load‐effect process. Conditional second moment calculus, as applied to the set of linear safety margins that completely define the problem, turn out to be an easy and elegant tool for this type of calculations. The upper bound is constructed by bounding the mean outcrossing rate of the vector process while the lower bound is obtained by discretizing the time variable in an optimal way.

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References

1.
Bolotin, V. V., Wahrscheinlichkeitsmethoden zur Berechnung von Konstruktionen, VEB Verlag für Bauwesen Berlin, Berlin, Germany, 1981.
2.
Ditlevsen, O., “Narrow Reliability Bounds for Structural Systems,” Journal of Structural Mechanics, Vol. 7, No. 4, Dec., 1979, pp. 435–451.
3.
Ditlevsen, O., “First Outcrossing Probability Bounds,” submitted to Journal of the Enginnering Mechanics Division, ASCE. Preprint in DCAMM Report No. 171, Technical University of Denmark, Lyngby, Denmark, Jan., 1980.
4.
Ditlevsen, O., “Level Crossings of Random Processes,” Reliability Theory and Its Application in Structural and Soil Mechanics, P. Thoft‐Christensen, ed., Nato ASI Series E, Martinus Nijhoff Publishers, The Hague, Netherlands, 1983.
5.
Ditlevsen, O., “Principle of Normal Tail Approximation,” Journal of the Engineering Mechanics Division, ASCE, Vol. 107, No. EM6, Dec., 1981, pp. 1191–1208.
6.
Ditlevsen, O., Uncertainty Modeling, McGraw‐Hill International, New York, N.Y., 1981.
7.
Rice, S. O., “Mathematical Analysis of Random Noise,” Bell System Technical Journal, Vol. 23, No. 282, Vol. 24, No. 46, 1944.
8.
Veneziano, D., Grigorio, M., and Cornell, C. A., “Vector‐Process Models for System Reliability,” Journal of the Engineering Mechanics Division, ASCE, Vol. 103, No. EM3, June, 1977, pp. 441–460.

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Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 109Issue 1February 1983
Pages: 127 - 148

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Published online: Feb 1, 1983
Published in print: Feb 1983

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Authors

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Ove Ditlevsen
Prof. of Applied Mathematics in Civ. Engrg., Danmarks Ingeniørakademi, Building 373, 2800 Lyngby, Denmark

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