Reliability computation with local polynomial chaos approximations

Abstract

AbstractReliability estimation for structural mechanics problems involving random fields is discussed. While in most of the literature on stochastic finite element methods to date global approximations with Hermite polynomials are considered, the benefits of local approximations are investigated in this paper. Local polynomial approximations in the vicinity of the point of most probable failure are introduced. An adaptive algorithm is proposed, that allows for efficient and accurate computations of failure probabilities.