Reliability analysis by numerical quadrature and maximum entropy method

Abstract

Since structural systems may fail in any one of several failure modes, computation of system reliability is always difficult. A method using numerical quadrature for computing structural system reliability with either one or more than one failure mode is presented in this paper. Statistically correlated safety margin equations are transformed into a group of uncorrelated variables and the joint density function of these uncorrelated variables can be generated by using the Maximum Entropy Method. Structural system reliability is then obtained by integrating the joint density function with the transformed safety domain enclosed within a set of linear equations. The Gaussian numerical integration method is introduced in order to improve computational accuracy. This method can be used to evaluate structural system reliability for Gaussian or non-Gaussian variables with either linear or nonlinear safety boundaries. It is also valid for implicit safety margins such as computer programs. Both the theory and the examples show that this method is simple in concept and easy to implement.