Research Papers

First Order Reliability Method With Truncated Random Variables

[+] Author and Article Information
Xiaoping Du1

Zhen Hu

 Department of Mechanical and Aerospace Engineering, Missouri University of Science and Technology, 290D Toomey Hall, 400 West 13th Street, Rolla, MO 65409-0500zh4hd@mst.edu


Corresponding author.

J. Mech. Des 134(9), 091005 (Aug 09, 2012) (9 pages) doi:10.1115/1.4007150 History: Received December 01, 2011; Revised April 29, 2012; Published August 09, 2012; Online August 09, 2012

In many engineering applications, the probability distributions of some random variables are truncated; these truncated distributions are resulted from restricting the domain of other probability distributions. If the first order reliability method (FORM) is directly used, the truncated random variables will be transformed into unbounded standard normal distributions. This treatment may result in large errors in reliability analysis. In this work, we modify FORM so that the truncated random variables are transformed into truncated standard normal variables. After the first order approximation and variable transformation, saddlepoint approximation is then used to estimate the reliability. Without increasing the computational cost, the proposed method is generally more accurate than the original FORM for problems with truncated random variables.

Copyright © 2012 by American Society of Mechanical Engineers
Your Session has timed out. Please sign back in to continue.



Grahic Jump Location
Figure 1

Failure region and limit-state function in original random space

Grahic Jump Location
Figure 2

Failure region and limit-state function in transformed random space

Grahic Jump Location
Figure 3

Transformation of truncated random variables

Grahic Jump Location
Figure 4

Transformation of truncated normal distribution

Grahic Jump Location
Figure 5

Transformation of truncated lognormal distribution

Grahic Jump Location
Figure 6

Transformation of truncated exponential distribution

Grahic Jump Location
Figure 7

Flow chart of the numerical procedure

Grahic Jump Location
Figure 8

River flow loading on a hydrokinetic turbine blade



Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related Journal Articles
Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In