Research Article
Jun 1979
Optimal Reliability Analysis by Fast Convolution
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VIEW THE REPLYAuthor: Niels C. LindAuthor Affiliations
Publication: Journal of the Engineering Mechanics Division
Volume 105, Issue 3
Abstract
When the basic random variables are approximated by normally distributed variables fitted at a point, the best point of fitting is shown to be the design point located on the failure boundary where the probability density is maximum. If the distribution function values and the values of the probability density functions are matched at this point for all variables the calculated probability of failure is minimum among the values calculated using any neighboring points of fit. This appears to be contrary to simple intuition. This result was found by variational calculus and serves to remove some arbitrariness in practical calculations of reliability and the like for example distributions of extremer of sums of random processes, as in load combination studies using the algorithm due to Rackwitz and Fiessler.
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Published In
Journal of the Engineering Mechanics Division
Volume 105 • Issue 3 • June 1979
Pages: 447 - 452
Copyright
© 1979 American Society of Civil Engineers.
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Published in print: Jun 1979
Published online: Feb 3, 2021
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Niels C. Lind
Prof. of Civ. Engrg., Univ. of Waterloo, Waterloo, Ontario, Canada
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