Evaluation of Moments of Performance Functions Based on Efficient Cubature Formulation
Publication: Journal of Engineering Mechanics
Volume 143, Issue 8
Abstract
Estimation of statistical moments of performance functions is one of the main topics in structural reliability analysis by moment methods. It is possible to apply the well-developed multiple-dimensional cubature formulas to assess such statistical moments. In this paper, a new criterion is proposed to fulfill the aim. Several efficient cubature formulas are firstly revisited. Then, a new criterion is proposed to select “the best” cubature formula that gives the most accurate statistical moments of performance functions. This criterion is established based on the marginal moments of input random variables. The cubature formula that provides the smallest difference between the estimated values and the exact values of marginal moments is determined as the adopted one for statistical moments of performance functions. Several numerical examples are presented to illustrate the effectiveness of the proposed criterion, in which Monte Carlo simulations are employed for comparison.
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Acknowledgments
The research reported in this paper is partially supported by the Fundamental Research Funds for the Central Universities (No. 531107040890), the National Natural Science Foundation of China (Grant Nos. 51608186, 51422814, U1134209, U1434204), and the Project of Innovation-Driven Plan in Central South University (2015CXS014). The support is gratefully acknowledged.
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©2017 American Society of Civil Engineers.
History
Received: Sep 20, 2016
Accepted: Dec 7, 2016
Published online: Mar 2, 2017
Published in print: Aug 1, 2017
Discussion open until: Aug 2, 2017
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