An efficient third-moment saddlepoint approximation for probabilistic uncertainty analysis and reliability evaluation of structures

Abstract

This paper presents an efficient third-moment saddlepoint approximation approach for probabilistic uncertainty analysis and reliability evaluation of random structures. By constructing a concise cumulant generating function (CGF) for the state variable according to its first three statistical moments, approximate probability density function and cumulative distribution function of the state variable, which may possess any types of distribution, are obtained analytically by using saddlepoint approximation technique. A convenient generalized procedure for structural reliability analysis is then presented. In the procedure, the simplicity of general moment matching method and the accuracy of saddlepoint approximation technique are integrated effectively. The main difference of the presented method from existing moment methods is that the presented method may provide more detailed information about the distribution of the state variable. The main difference of the presented method from existing saddlepoint approximation techniques is that it does not strictly require the existence of the CGFs of input random variables. With the advantages, the presented method is more convenient and can be used for reliability evaluation of uncertain structures where the concrete probability distributions of input random variables are known or unknown. It is illustrated and examined by five representative examples that the presented method is effective and feasible.