Abstract
The application of the saddlepoint approximation to reliability analysis of dynamic systems is investigated. The failure event in reliability problems is formulated as the exceedance of a single performance variable over a prescribed threshold level. The saddlepoint approximation technique provides a choice to estimate the cumulative distribution function (CDF) of the performance variable. The failure probability is obtained as the value of the complement CDF at a specified threshold. The method requires computing the saddlepoint from a simple algebraic equation that depends on the cumulant generating function (CGF) of the performance variable. A method for calculating the saddlepoint using random samples of the performance variable is presented. The applicable region of the saddlepoint approximation is discussed in detail. A 10-story shear building model with white noise excitation illustrates the accuracy and efficiency of the proposed methodology.
| Original language | English |
|---|---|
| Pages (from-to) | 391-400 |
| Number of pages | 10 |
| Journal | Earthquake Engineering and Engineering Vibration |
| Volume | 6 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Dec 2007 |
| Externally published | Yes |
ASJC Scopus Subject Areas
- Civil and Structural Engineering
- Building and Construction
- Geotechnical Engineering and Engineering Geology
- Mechanical Engineering
Keywords
- Cumulant generating function
- Failure probability
- Reliability analysis
- Saddlepoint approximation