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A moment-based stochastic method for response moment and reliability analysis
Book chapter

A moment-based stochastic method for response moment and reliability analysis

H Xu and S Rahman
Computational Fluid and Solid Mechanics 2003, pp.2402-2404
Elsevier Ltd
2003
DOI: 10.1016/B978-008044046-0.50590-X

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Abstract

This chapter provides a new moment-based stochastic method to calculate response moments and reliability of uncertain mechanical systems. It is based on the weighted sum of an appropriate integrand evaluated at selected realizations of random input. The method does not require exact probability density of random input as it uses only the moments of input random variables and predicts both response moments and reliability accurately. Two numerical examples are presented to illustrate the proposed method. The response moments or failure probability in uncertain mechanical systems are formulated in terms of a multidimensional probability integral. A popular approach to calculate this integral involves first- and second-order reliability methods, which requires Rosenblatt transformation to map the input random vector into an independent standard Gaussian random vector and then into the application of linear and quadratic approximations of the performance function. The method is effective when the probability distribution of input is not known. However, only their statistical moments are prescribed.

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