Preface |
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xi | |
Acknowledgements |
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xv | |
1 Measures of Structural Safety |
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1 | (10) |
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1 | (1) |
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1.2 Uncertainties in Structural Design |
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1 | (8) |
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1.2.1 Uncertainties in the Properties of Structures and Their Environment |
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1 | (3) |
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1.2.2 Sources and Types of Uncertainties |
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4 | (1) |
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1.2.3 Treatment of Uncertainties |
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5 | (4) |
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1.2.4 Design and Decision Making with Uncertainties |
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9 | (1) |
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1.3 Deterministic Measures of Safety |
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9 | (1) |
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1.4 Probabilistic Measure of Safety |
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10 | (1) |
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10 | (1) |
2 Fundamentals of Structural Reliability Theory |
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11 | (26) |
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11 | (5) |
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2.2 Performance Function and Probability of Failure |
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16 | (8) |
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2.2.1 Performance Function |
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16 | (1) |
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2.2.2 Probability of Failure |
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17 | (2) |
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19 | (5) |
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2.3 Monte Carlo Simulation |
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24 | (9) |
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2.3.1 Formulation of the Probability of Failure |
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24 | (1) |
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2.3.2 Generation of Random Numbers |
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25 | (3) |
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2.3.3 Direct Sampling for Structural Reliability Evaluation |
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28 | (5) |
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2.4 A Brief Review on Structural Reliability Theory |
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33 | (2) |
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35 | (2) |
3 Moment Evaluation for Performance Functions |
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37 | (62) |
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37 | (2) |
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3.2 Moment Computation for some Simple Functions |
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39 | (14) |
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3.2.1 Moment Computation for Linear Sum of Random Variables |
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39 | (3) |
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3.2.2 Moment Computation for Products of Random Variables |
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42 | (3) |
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3.2.3 Moment Computation for Power of a Lognormally Distributed Random Variable |
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45 | (5) |
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3.2.4 Moment Computation for Power of an Arbitrarily Distributed Random Variable |
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50 | (2) |
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3.2.5 Moment Computation for Reciprocal of an Arbitrary Distributed Random Variable |
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52 | (1) |
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3.3 Point Estimates for a Function with One Random Variable |
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53 | (7) |
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3.3.1 Rosenblueth's Two-Point Estimate |
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53 | (2) |
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3.3.2 Gorman's Three-Point Estimate |
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55 | (5) |
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3.4 Point Estimates in Standardised Normal Space |
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60 | (16) |
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3.4.1 Formulae of Moment of Functions with Single Random Variable |
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60 | (3) |
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3.4.2 Two- and Three-Point Estimates in the Standard Normal Space |
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63 | (1) |
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3.4.3 Five-Point Estimate in Standard Normal Space |
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64 | (1) |
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3.4.4 Seven-Point Estimate in Standard Normal Space |
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65 | (3) |
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3.4.5 General Expression of Estimating Points and Their Corresponding Weights |
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68 | (2) |
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3.4.6 Accuracy of the Point Estimate |
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70 | (6) |
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3.5 Point Estimates for a Function of Multiple Variables |
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76 | (13) |
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3.5.1 General Expression of Point Estimates for a Function of n Variables |
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76 | (2) |
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3.5.2 Approximate Point Estimates for a Function of n Variables |
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78 | (5) |
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3.5.3 Dimension Reduction Integration |
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83 | (6) |
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3.6 Point Estimates for a Function of Correlated Random Variables |
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89 | (5) |
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3.7 Hybrid Dimension-Reduction Based Point Estimate Method |
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94 | (2) |
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96 | (3) |
4 Direct Methods of Moment |
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99 | (40) |
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4.1 Basic Concept of Methods of Moment |
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99 | (5) |
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4.1.1 Integral Expression of Probability of Failure |
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99 | (1) |
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4.1.2 The Second-Moment Method |
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100 | (2) |
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4.1.3 General Expressions for Methods of Moment |
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102 | (2) |
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4.2 Third-Moment Reliability Method |
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104 | (18) |
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4.2.1 General Formulation of the Third-Moment Reliability Index |
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104 | (2) |
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4.2.2 Third-Moment Reliability Indices |
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106 | (4) |
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4.2.3 Empirical Applicable Range of Third-Moment Method |
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110 | (3) |
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4.2.4 Simplification of Third-Moment Reliability Index |
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113 | (4) |
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4.2.5 Applicable Range of the Second-Moment Method |
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117 | (5) |
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4.3 Fourth-Moment Reliability Method |
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122 | (16) |
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4.3.1 General Formulation of the Fourth-Moment Reliability Index |
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122 | (2) |
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4.3.2 Fourth-Moment Reliability Index on the Basis of the Pearson System |
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124 | (3) |
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4.3.3 Fourth-Moment Reliability Index Based on Third-Order Polynomial Transformation |
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127 | (3) |
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4.3.4 Applicable Range of Fourth-Moment Method |
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130 | (6) |
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4.3.5 Simplification of Fourth-Moment Reliability Index |
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136 | (2) |
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138 | (1) |
5 Methods of Moment Based on First- and Second-Order Transformation |
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139 | (54) |
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139 | (1) |
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5.2 First-Order Reliability Method |
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139 | (17) |
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5.2.1 The Hasofer-Lind Reliability Index |
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139 | (2) |
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5.2.2 First-Order Reliability Method |
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141 | (6) |
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5.2.3 Numerical Solution for FORM |
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147 | (6) |
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5.2.4 The Weakness of FORM |
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153 | (3) |
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5.3 Second-Order Reliability Method |
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156 | (35) |
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5.3.1 Necessity of Second-Order Reliability Method |
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156 | (1) |
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5.3.2 Second-Order Approximation of the Performance Function |
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157 | (13) |
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5.3.3 Failure Probability for Second-Order Performance Function |
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170 | (5) |
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5.3.4 Methods of Moment for Second-Order Approximation |
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175 | (12) |
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5.3.5 Applicable Range of FORM |
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187 | (4) |
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191 | (2) |
6 Structural Reliability Assessment Based on the Information of Moments of Random Variables |
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193 | (60) |
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193 | (2) |
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6.2 Direct Methods of Moment without Using Probability Distribution |
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195 | (2) |
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6.2.1 Second-Moment Formulation |
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195 | (1) |
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6.2.2 Third-Moment Formulation |
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196 | (1) |
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6.2.3 Fourth-Moment Formulation |
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196 | (1) |
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6.3 First-Order Second-Moment Method |
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197 | (6) |
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6.4 First-Order Third-Moment Method |
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203 | (16) |
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6.4.1 First-Order Third-Moment Method in Reduced Space |
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203 | (1) |
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6.4.2 First-Order Third-Moment Method in Third-Moment Pseudo Standard Normal Space |
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204 | (15) |
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6.5 First-Order Fourth-Moment Method |
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219 | (14) |
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6.5.1 First-Order Fourth-Moment Method in Reduced Space |
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219 | (1) |
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6.5.2 First-Order Fourth-Moment Method in Fourth-Moment Pseudo Standard Normal Space |
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220 | (13) |
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6.6 Monte Carlo Simulation Using Statistical Moments of Random Variables |
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233 | (13) |
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6.7 Subset Simulation Using Statistical Moments of Random Variables |
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246 | (6) |
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252 | (1) |
7 Transformation of Non-Normal Variables to Independent Normal Variables |
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253 | (54) |
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253 | (1) |
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7.2 The Normal Transformation for a Single Random Variable |
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253 | (1) |
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7.3 The Normal Transformation for Correlated Random Variables |
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254 | (11) |
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7.3.1 Rosenblatt Transformation |
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254 | (1) |
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7.3.2 Nataf Transformation |
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255 | (10) |
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7.4 Pseudo Normal Transformations for a Single Random Variable |
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265 | (28) |
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7.4.1 Concept of Pseudo Normal Transformation |
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265 | (2) |
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7.4.2 Third-Moment Pseudo Normal Transformation |
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267 | (7) |
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7.4.3 Fourth-Moment Pseudo Normal Transformation |
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274 | (19) |
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7.5 Pseudo Normal Transformations of Correlated Random Variables |
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293 | (13) |
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293 | (2) |
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7.5.2 Third-Moment Pseudo Normal Transformation for Correlated Random Variables |
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295 | (3) |
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7.5.3 Fourth-Moment Pseudo Normal Transformation for Correlated Random Variables |
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298 | (8) |
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306 | (1) |
8 System Reliability Assessment by the Methods of Moment |
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307 | (58) |
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307 | (1) |
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8.2 Basic Concepts of System Reliability |
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307 | (11) |
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8.2.1 Multiple Failure Modes |
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307 | (1) |
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308 | (3) |
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311 | (7) |
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8.3 System Reliability Bounds |
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318 | (20) |
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318 | (2) |
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320 | (2) |
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8.3.3 Correlation Between a Pair of Failure Modes |
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322 | (2) |
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8.3.4 Bound Estimation of the Joint Failure Probability of a Pair of Failure Modes |
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324 | (3) |
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8.3.5 Point Estimation of the Joint Failure Probability of a Pair of Failure Modes |
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327 | (11) |
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8.4 Moment Approach for System Reliability |
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338 | (14) |
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8.4.1 Performance Function for a System |
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339 | (3) |
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8.4.2 Methods of Moment for System Reliability |
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342 | (10) |
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8.5 System Reliability Assessment of Ductile Frame Structures Using Methods of Moment |
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352 | (12) |
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8.5.1 Challenges on System Reliability of Ductile Frames |
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352 | (1) |
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8.5.2 Performance Function Independent of Failure Modes |
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353 | (2) |
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355 | (1) |
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8.5.4 Methods of Moment for System Reliability of Ductile Frames |
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356 | (8) |
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364 | (1) |
9 Determination of Load and Resistance Factors by Methods of Moment |
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365 | (32) |
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365 | (1) |
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9.2 Load and Resistance Factors |
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366 | (14) |
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366 | (1) |
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9.2.2 Determination of LRFs by Second-Moment Method |
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366 | (3) |
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9.2.3 Determination of LRFs Under Lognormal Assumption |
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369 | (1) |
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9.2.4 Determination of LRFs Using FORM |
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370 | (8) |
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9.2.5 An Approximate Method for the Determination of LRFs |
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378 | (2) |
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9.3 Load and Resistance Factors by Third-Moment Method |
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380 | (8) |
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9.3.1 Determination of LRFs Using Third-Moment Method |
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380 | (2) |
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9.3.2 Estimation of the Mean Value of Resistance |
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382 | (6) |
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9.4 General Expressions of Load and Resistance Factors Using Methods of Moment |
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388 | (2) |
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9.5 Determination of Load and Resistance Factors Using Fourth-Moment Method |
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390 | (6) |
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390 | (1) |
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9.5.2 Determination of the Mean Value of Resistance |
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391 | (5) |
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396 | (1) |
10 Methods of Moment for Time-Variant Reliability |
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397 | (38) |
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397 | (1) |
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10.2 Simulating Stationary Non-Gaussian Process Using the Fourth-Moment Transformation |
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397 | (18) |
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10.2.1 Brief Review on Simulating Stationary Non-Gaussian Process |
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397 | (1) |
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10.2.2 Transformation for Marginal Probability Distributions |
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398 | (1) |
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10.2.3 Transformation for Correlation Functions |
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399 | (4) |
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10.2.4 Methods to Deal with the Incompatibility |
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403 | (1) |
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10.2.5 Scheme of Simulating Stationary Non-Gaussian Random Processes |
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404 | (11) |
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10.3 First Passage Probability Assessment of Stationary Non-Gaussian Processes Using the Fourth-Moment Transformation |
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415 | (4) |
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10.3.1 Brief Review on First Passage Probability |
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415 | (1) |
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10.3.2 Formulation of the First Passage Probability of Stationary Non-Gaussian Structural Responses |
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415 | (2) |
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10.3.3 Computational Procedure for the First Passage Probability of Stationary Non-Gaussian Structural Responses |
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417 | (2) |
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10.4 Time-Dependent Structural Reliability Analysis Considering Correlated Random Variables |
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419 | (15) |
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10.4.1 Brief Review on Time-Dependent Structural Reliability Methods |
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419 | (1) |
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10.4.2 Formulation of Time-Dependent Failure Probability |
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420 | (2) |
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10.4.3 Fast Integration Algorithms for the Time-Dependent Failure Probability |
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422 | (12) |
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434 | (1) |
11 Methods of Moment for Structural Reliability with Hierarchical Modelling of Uncertainty |
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435 | (28) |
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435 | (1) |
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11.2 Formulation Description of the Structural Reliability with Hierarchical Modelling of Uncertainty |
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436 | (2) |
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11.3 Overall Probability of Failure Due to Hierarchical Modelling of Uncertainty |
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438 | (9) |
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11.3.1 Evaluating Overall Probability of Failure Based on FORM |
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438 | (3) |
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11.3.2 Evaluating Overall Probability of Failure Based on Methods of Moment |
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441 | (1) |
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11.3.3 Evaluating Overall Probability of Failure Based on Direct Point Estimates Method |
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442 | (5) |
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11.4 The Quantile of the Conditional Failure Probability |
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447 | (9) |
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11.5 Application to Structural Dynamic Reliability Considering Parameters Uncertainties |
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456 | (6) |
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462 | (1) |
12 Structural Reliability Analysis Based on Linear Moments |
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463 | (34) |
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463 | (1) |
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12.2 Definition of L-Moments |
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463 | (2) |
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12.3 Structural Reliability Analysis Based on the First Three L-Moments |
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465 | (14) |
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12.3.1 Transformation for Independent Random Variables |
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465 | (3) |
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12.3.2 Transformation for Correlated Random Variables |
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468 | (3) |
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12.3.3 Reliability Analysis Using the First Three L-Moments and Correlation Matrix |
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471 | (8) |
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12.4 Structural Reliability Analysis Based on the First Four L-Moments |
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479 | (16) |
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12.4.1 Transformation for Independent Random Variables |
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479 | (7) |
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12.4.2 Transformation for Correlated Random Variables |
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486 | (5) |
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12.4.3 Reliability Analysis Using the First Four L-Moments and Correlation Matrix |
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491 | (4) |
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495 | (2) |
13 Methods of Moment with Box-Cox Transformation |
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497 | (16) |
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497 | (1) |
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13.2 Methods of Moment with Box-Cox Transformation |
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498 | (14) |
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13.2.1 Criterion for Determining the Box-Cox Transformation Parameter |
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498 | (1) |
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13.2.2 Procedure of the Methods of Moment with Box-Cox Transformation for Structural Reliability |
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499 | (13) |
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512 | (1) |
Appendix A Basic Probability Theory |
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513 | (48) |
Appendix B Three-Parameter Distributions |
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561 | (18) |
Appendix C Four-Parameter Distributions |
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579 | (26) |
Appendix D Basic Theory of Stochastic Process |
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605 | (10) |
References |
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615 | (16) |
Index |
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631 | |