A new second-order Saddlepoint Approximation (SA) method for structural reliability analysis is introduced. The Mean-value Second-order Saddlepoint Approximation (MVSOSA) is presented as an extension to the Mean-value First-order Saddlepoint Approximation (MVFOSA). The proposed method is based on a second-order Taylor expansion of the limit state function around the mean value of the input random variables. It requires not only the first but also the second-order sensitivity derivatives of the limit state function. If sensitivity analysis must be avoided because of computational cost, a quadrature integration approach, based on sparse grids, is also presented and linked to the saddlepoint approximation (SGSA - Sparse Grid Saddlepoint Approximation). The SGSA method is compared with the first and second-order SA methods in terms of accuracy and efficiency. The proposed MVSOSA and SGSA methods are used in the reliability analysis of two examples.


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    Titel :

    Mean-Value Second-Order Saddlepoint Approximation for Reliability Analysis


    Weitere Titelangaben:

    Sae Int. J. Commer. Veh


    Beteiligte:

    Kongress:

    WCX™ 17: SAE World Congress Experience ; 2017



    Erscheinungsdatum :

    28.03.2017


    Format / Umfang :

    8 pages




    Medientyp :

    Aufsatz (Konferenz)


    Format :

    Print


    Sprache :

    Englisch


    Schlagwörter :


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