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RESEARCH PAPERS: Aerospace: Probabilistic Structural Design and Analysis

Demonstration of a New, Fast Probability Integration Method for Reliability Analysis

[+] Author and Article Information
Yih-Tsuen Wu

Southwest Research Institute, San Antonio, Texas

J. Eng. Ind 109(1), 24-28 (Feb 01, 1987) (5 pages) doi:10.1115/1.3187088 History: Received April 01, 1986; Online July 30, 2009

Abstract

The performance of a new, fast probability integration method which combines an improved equivalent normal concept and a scheme for linearizing a quadratic limit state is carefully examined. The examples tested include various combinations of linear and nonlinear limit states with normal and non-normal variables; some examples are considered the worst possible cases. It is demonstrated that the new method is able to provide accurate probability-of-failure estimates for most cases and performs reasonably well when the Rackwitz-Fiessler method produces severe errors.

Copyright © 1987 by ASME
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