Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
A SIMPLE APPROACH TO MULTINORMAL INTEGRATION WITH APPLICATIONS TO THE SYSTEM RELIABILITY COMPUTATION
The paper presents an effective approximation for evalutating multinormal integrals commonly encountered in system reliability computations. Conceptually, the method attempts to approximate a multinormal integral by a product of one-dimensional normal integrals, which are easy to evaluate. Examples considered in the paper illustrate a remarkable accuracy of the approximation in comparison with exact integration and simulation solutions. Unlike other approximations, this method does not involve any iterative linearization, minimization or integration. Computational simplicity with high accuracy is the major advantage of the proposed method, which also highlights its potential for estimating reliability of structural systems.
A SIMPLE APPROACH TO MULTINORMAL INTEGRATION WITH APPLICATIONS TO THE SYSTEM RELIABILITY COMPUTATION
The paper presents an effective approximation for evalutating multinormal integrals commonly encountered in system reliability computations. Conceptually, the method attempts to approximate a multinormal integral by a product of one-dimensional normal integrals, which are easy to evaluate. Examples considered in the paper illustrate a remarkable accuracy of the approximation in comparison with exact integration and simulation solutions. Unlike other approximations, this method does not involve any iterative linearization, minimization or integration. Computational simplicity with high accuracy is the major advantage of the proposed method, which also highlights its potential for estimating reliability of structural systems.
A SIMPLE APPROACH TO MULTINORMAL INTEGRATION WITH APPLICATIONS TO THE SYSTEM RELIABILITY COMPUTATION
Pandey, M. D. (Autor:in)
Civil Engineering and Environmental Systems ; 15 ; 89-105
01.03.1998
17 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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