Efficient Reliability Assessment with the Conditional Probability Method

[+] Author and Article Information
Rami Mansour

Postdoctoral researcher, Department of Solid Mechanics, Royal Institute of Technology (KTH), Stockholm, Sweden

Mårten Olsson

Professor, Department of Solid Mechanics, Royal Institute of Technology (KTH), Stockholm, Sweden

1Corresponding author.

ASME doi:10.1115/1.4040170 History: Received November 08, 2017; Revised April 18, 2018


Reliability assessment is an important procedure in engineering design in which the probability of failure or equivalently the probability of survival is computed based on appropriate design criteria and model behavior. In this paper, a new approximate and efficient reliability assessment method is proposed: The Conditional Probability Method, CPM. Focus is set on computational efficiency and the proposed method is applied to classical load-strength structural reliability problems. The core of the approach is in the computation of the probability of failure starting from the conditional probability of failure given the load. The number of function evaluations to compute the probability of failure is a priori known to be 3n+2 in CPM, where n is the number of stochastic design variables excluding the strength. The necessary number of function evaluations for the reliability assessment, which may correspond to expensive computations or physical experiments, is therefore substantially lower in CPM than in existing structural reliability methods such as the widely used First-Order Reliability Method (FORM).

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