Preface |
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xiii | |
Acknowledgments |
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xv | |
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1 | (10) |
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1 | (1) |
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1.2 Brief History of the Field |
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2 | (2) |
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1.3 The Nature of Uncertainties and Probability |
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4 | (1) |
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5 | (1) |
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6 | (2) |
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1.6 Organization of Chapters |
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8 | (3) |
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2 Review of Probability Theory |
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11 | (47) |
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11 | (1) |
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2.2 Elements of Set Theory |
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11 | (3) |
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2.3 Basic Rules of Probability Theory |
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14 | (6) |
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20 | (4) |
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2.5 Reliability and Hazard Functions |
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24 | (2) |
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2.6 Multiple Random Variables |
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26 | (5) |
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2.7 Expectation and Moments |
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31 | (3) |
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2.8 Distribution of Functions of Random Variables |
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34 | (4) |
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2.9 Second Moments of Functions of Random Variables |
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38 | (4) |
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2.10 Extreme-Value Distributions |
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42 | (7) |
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2.11 Probability Distribution Models |
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49 | (9) |
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Appendix 2A Probability Distribution Models |
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50 | (4) |
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54 | (4) |
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3 Multivariate Distributions |
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58 | (35) |
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58 | (1) |
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3.2 The Multinomial Distribution |
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58 | (4) |
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3.3 The Multivariate Lognormal Distribution |
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62 | (3) |
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3.4 Joint Distribution as Product of Conditionals |
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65 | (3) |
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3.5 Multivariate Distributions with Prescribed Marginals |
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68 | (11) |
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3.5.1 Morgenstern Family of Multivariate Distributions |
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68 | (4) |
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3.5.2 Nataf Family of Multivariate Distributions |
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72 | (4) |
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3.5.3 Copula Distributions |
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76 | (3) |
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3.6 Transformation to the Standard Normal Space |
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79 | (14) |
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3.6.1 Single Random Variable |
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80 | (1) |
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3.6.2 Statistically Independent Random Variables |
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81 | (1) |
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3.6.3 Multinomial Random Variables |
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82 | (1) |
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3.6.4 Nataf-Distributed Random Variables |
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83 | (1) |
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3.6.5 General Non-Normal Random Variables |
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84 | (3) |
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Appendix 3A Correlation Coefficients for Nataf Distribution |
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87 | (3) |
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Appendix 3B Brief on Cholesky Decomposition |
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90 | (1) |
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91 | (2) |
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4 Formulation of Structural Reliability |
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93 | (15) |
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93 | (1) |
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4.2 The R-S Reliability Problem |
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93 | (8) |
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4.2.1 Solution by Conditioning on S |
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94 | (1) |
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4.2.2 Solution by Conditioning on R |
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95 | (1) |
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4.2.3 Formulation in Terms of Safety Margin |
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96 | (2) |
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4.2.4 Formulation in Terms of Safety Factor |
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98 | (3) |
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4.3 The Tail-Sensitivity Problem |
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101 | (1) |
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4.4 The Generalized Structural Reliability Problem |
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102 | (4) |
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106 | (2) |
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107 | (1) |
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5 Analysis of Structural Reliability Under Incomplete Probability Information |
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108 | (27) |
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108 | (1) |
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5.2 Second-Moment Reliability Methods |
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109 | (14) |
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5.2.1 The Mean-Centered, First-Order, Second-Moment Reliability Method |
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109 | (2) |
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5.2.2 The First-Order, Second-Moment Reliability Method |
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111 | (3) |
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5.2.3 Algorithm for Finding the Design Point |
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114 | (7) |
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5.2.4 The Generalized (Second-Moment) Reliability Index |
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121 | (2) |
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5.3 Reliability Methods with Beyond Second-Moment Information |
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123 | (8) |
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5.3.1 Knowledge of Third and Fourth Moments |
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124 | (3) |
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5.3.2 Knowledge of Marginal Distributions |
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127 | (3) |
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5.3.3 Reliability Index Based on Upper Chebyshev Bound |
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130 | (1) |
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131 | (4) |
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133 | (2) |
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6 The First-Order Reliability Method |
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135 | (50) |
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135 | (1) |
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6.2 Properties of the Standard Normal Space |
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136 | (3) |
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6.3 The First-Order Reliability Method |
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139 | (10) |
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6.4 Accuracy of the FORM Approximation |
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149 | (4) |
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6.5 FORM Measures of Importance of Random Variables |
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153 | (5) |
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6.6 FORM Parameter Sensitivities |
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158 | (5) |
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6.7 Sensitivities with Respect to Alternative Set of Parameters |
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163 | (2) |
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6.8 Importance Vectors with Respect to Means and Standard Deviations |
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165 | (2) |
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6.9 Multiple Design Points |
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167 | (5) |
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6.10 The Inverse Reliability Problem |
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172 | (3) |
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6.11 FORM Approximation of the CDF and PDF of a Function of Random Variables |
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175 | (2) |
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177 | (8) |
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179 | (6) |
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7 The Second-Order Reliability Method |
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185 | (15) |
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185 | (1) |
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7.2 Classical Formulation of the Second-Order Reliability Method |
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185 | (4) |
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189 | (4) |
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193 | (4) |
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197 | (3) |
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198 | (2) |
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200 | (62) |
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200 | (1) |
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8.2 Representation of Systems |
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201 | (5) |
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8.3 Definition of System Reliability |
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206 | (1) |
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8.4 System Reliability by Expectation |
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206 | (3) |
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8.5 System Reliability by the Inclusion-Exclusion Rule |
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209 | (3) |
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8.6 Bounds on Series-System Reliability |
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212 | (3) |
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8.7 Bounds on System Reliability by Linear Programming |
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215 | (6) |
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8.8 Matrix-Based System Reliability Method |
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221 | (3) |
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8.9 Formulation of Structural System Reliability |
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224 | (1) |
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8.10 First-Order Approximations for Series and Parallel Systems |
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225 | (7) |
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8.11 Bi-Component Bounds for FORM Approximation of Series Systems |
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232 | (6) |
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8.12 Event-Tree Approach for Modeling Sequential Failures |
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238 | (7) |
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8.13 Component Importance Measures |
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245 | (7) |
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8.14 System Sensitivity Measures |
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252 | (4) |
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256 | (6) |
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258 | (4) |
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262 | (39) |
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262 | (1) |
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9.2 Generation of Pseudorandom Numbers with Uniform Distribution |
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263 | (1) |
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9.3 Generation of Pseudorandom Numbers with Specified Distribution |
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264 | (1) |
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9.4 Generation of Pseudorandom Numbers for Dependent Random Variables |
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265 | (1) |
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9.5 Monte Carlo Simulation |
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266 | (4) |
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9.6 Use of Antithetic Variates |
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270 | (1) |
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271 | (8) |
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9.8 Numerical Integration by Importance Sampling |
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279 | (4) |
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283 | (5) |
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9.10 Orthogonal-Plane Sampling |
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288 | (2) |
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290 | (4) |
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9.12 Reliability Sensitivities by Simulation |
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294 | (4) |
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298 | (3) |
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300 | (1) |
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10 Bayesian Parameter Estimation and Reliability Updating |
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301 | (56) |
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301 | (1) |
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10.2 Sources and Types of Uncertainties |
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302 | (2) |
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10.3 Bayesian Parameter Estimation |
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304 | (15) |
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10.3.1 Formulation of the Likelihood Function |
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306 | (3) |
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10.3.2 Selection of Prior Distribution |
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309 | (4) |
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10.3.3 Conjugate Priors for the Normal Distribution |
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313 | (6) |
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10.4 Assessing Mathematical Models of Physical Phenomena |
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319 | (8) |
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10.4.1 Formulation of Likelihood Function for Model Assessment |
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320 | (7) |
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10.5 Analysis of Structural Reliability under Statistical and Model Uncertainties |
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327 | (13) |
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10.6 Updating of Structural Reliability |
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340 | (6) |
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10.7 Updating the Distribution of Basic Random Variables |
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346 | (2) |
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348 | (9) |
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Appendix 10A Conjugate-Pair Distributions |
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350 | (4) |
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354 | (3) |
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11 Time- and Space-Variant Reliability Analysis |
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357 | (48) |
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357 | (4) |
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11.2 Review of Random Processes |
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361 | (5) |
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11.3 Power-Spectral Density of a Stationary Process |
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366 | (3) |
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11.4 The Gaussian Process |
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369 | (1) |
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11.5 Solution Approaches for Reliability Analysis |
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370 | (10) |
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11.5.1 Upper-Bound Solution |
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370 | (8) |
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11.5.2 Lower-Bound Solution |
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378 | (2) |
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380 | (8) |
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11.6.1 Poisson Process with Random Selections |
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385 | (1) |
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11.6.2 Waiting and Interarrival Times in a Poisson Process |
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385 | (2) |
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11.6.3 Poisson Approximation for Time- and Space-Variant Reliability Problems |
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387 | (1) |
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11.7 Stochastic Load Models and Load Combination |
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388 | (7) |
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11.7.1 Ferry Borges-Castanheta Load Model |
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389 | (2) |
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11.7.2 The Filtered Poisson Model |
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391 | (2) |
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11.7.3 The Poisson Square-Wave Process |
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393 | (1) |
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11.7.4 The Poisson Pulse Process |
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394 | (1) |
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11.8 Combination of Homogeneous Poisson Pulse Load Processes |
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395 | (6) |
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401 | (4) |
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Appendix 11A Derivation of Limit Formula for Mean Down-Crossing Rate |
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402 | (1) |
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403 | (2) |
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12 Finite-Element Reliability Methods |
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405 | (41) |
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405 | (2) |
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12.2 Brief Review of the Finite-Element Formulation |
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407 | (2) |
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12.3 Formulation of the Finite-Element Reliability Problem |
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409 | (4) |
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12.4 The Direct-Differentiation Method |
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413 | (12) |
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12.5 Discrete Representation of Random Fields |
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425 | (10) |
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12.6 The Spectral Stochastic Finite-Element Method |
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435 | (2) |
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12.7 Response-Surface Methods |
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437 | (7) |
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444 | (2) |
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13 Reliability Methods for Stochastic Structural Dynamics |
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446 | (47) |
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446 | (1) |
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13.2 Discrete Representation of Random Processes |
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447 | (5) |
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13.3 Response of Linear System to Gaussian Excitation |
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452 | (3) |
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13.4 Response of Linear System to Non-Gaussian Excitation |
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455 | (4) |
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13.5 Tail-Equivalent Linearization for Nonlinear Stochastic Dynamic Analysis |
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459 | (10) |
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13.5.1 Properties of the Tail-Equivalent Linear System |
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464 | (5) |
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13.6 Level Crossings of the Response Process |
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469 | (4) |
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13.7 The First-Passage Probability |
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473 | (7) |
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13.8 TELM with Multiple Excitations |
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480 | (6) |
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486 | (4) |
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490 | (3) |
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14 Reliability-Based Design Optimization |
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493 | (30) |
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493 | (4) |
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497 | (3) |
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14.3 Solution by the Decoupling Approach |
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500 | (14) |
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14.3.1 Solution of Problems P1 and P1,Sys |
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500 | (5) |
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14.3.2 Solution of Problems P2 and P2,Sys |
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505 | (2) |
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14.3.3 Solution of Problems P3 and P3,sys |
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507 | (7) |
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514 | (4) |
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14.5 RBDO Employing Surrogate Models |
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518 | (2) |
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14.6 Buffered Failure Probability Approach |
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520 | (2) |
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522 | (1) |
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15 Bayesian Network for Reliability Assessment and Updating |
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523 | (49) |
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523 | (1) |
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15.2 Elements of a Bayesian Network |
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524 | (3) |
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527 | (1) |
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15.4 Discretization of Continuous Random Variables |
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528 | (2) |
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15.5 Inference in Bayesian Network |
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530 | (9) |
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15.6 BN Modeling of Components |
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539 | (2) |
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15.7 BN Modeling of Systems |
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541 | (4) |
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15.8 BN Modeling of Random Fields |
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545 | (11) |
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15.9 Dynamic Bayesian Network |
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556 | (5) |
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15.10 Bayesian Network Enhanced by Structural Reliability Methods |
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561 | (10) |
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571 | (1) |
References |
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572 | (15) |
Index |
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587 | |