System Reliability Analysis With Second-Order Saddlepoint Approximation
Publication: ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B: Mechanical Engineering
Volume 6, Issue 4
Abstract
The second-order saddlepoint approximation (SOSPA) has been used for component reliability analysis for higher accuracy than the traditional second-order reliability method (SORM). This work extends the second-order saddlepoint approximation (SPA) to system reliability analysis. The joint distribution of all the component responses is approximated by a multivariate normal distribution. To maintain high accuracy of the approximation, the proposed method employs the second-order SPA to accurately generate the marginal distributions of the component responses; to simplify computations and achieve high efficiency, the proposed method estimates the covariance matrix of the multivariate normal distribution with the first-order approximation to the component responses. Examples demonstrate the high effectiveness of the second-order SPA method for system reliability analysis. This article is available in the ASME Digital Collection at https://doi.org/10.1115/1.4047217.
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Copyright © 2020 by ASME.
History
Received: Jun 8, 2019
Revision received: May 4, 2020
Published online: Jun 8, 2020
Published in print: Dec 1, 2020
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