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.
Mean-Value Second-Order Saddlepoint Approximation for Reliability Analysis
Sae Int. J. Commer. Veh
WCX™ 17: SAE World Congress Experience ; 2017
Sae International Journal of Commercial Vehicles ; 10 , 1 ; 73-80
2017-03-28
8 pages
Conference paper
English
Mean-Value Second-Order Saddlepoint Approximation for Reliability Analysis
British Library Conference Proceedings | 2017
|INTERDISCIPLINARY TOPICS - First-Order Saddlepoint Approximation for Reliability Analysis
Online Contents | 2004
|Saddlepoint Approximation for Sequential Optimization and Reliability Analysis
Online Contents | 2008
|