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Structural Reliability Analysis Including Correlated Random Variables Based on Third-Moment Transformation
In structural reliability analysis, the input variables are often nonnormal and correlated. A procedure for efficient normal transformation, i.e., transforming dependent nonnormal random variables into independent standard normal ones, is often required. In general, Rosenblatt transformation is available to realize the normal transformation when the joint probability density function (PDF) of basic random variables is available and Nataf transformation can be used when the marginal PDFs and correlation coefficients are known. However, the joint PDF and marginal PDFs of some random variables are often unknown in practice, and the probabilistic characteristics of these variables are easier to be expressed using the statistical moments and correlation matrix. It is in this regard that the objective of the present paper is to develop a methodology for normal transformation including correlated random variables with unknown joint PDF and marginal PDFs. Based on the third-moment transformation technique for transforming independent nonnormal random variables into independent standard normal ones, the third-moment transformation is further developed for transforming the correlated variables including unknown joint PDF and marginal PDFs into independent standard normal variables. A first-order reliability method for structural reliability analysis including correlated random variables with unknown joint PDF and marginal PDFs is developed based on the proposed transformation. Using the proposed method, the normal transformation and reliability analysis can also be achieved for correlated nonnormal random variables with knowledge of only the statistical moments and correlation matrix. The simplicity and efficiency of the proposed method is further demonstrated through several numerical examples.
Structural Reliability Analysis Including Correlated Random Variables Based on Third-Moment Transformation
In structural reliability analysis, the input variables are often nonnormal and correlated. A procedure for efficient normal transformation, i.e., transforming dependent nonnormal random variables into independent standard normal ones, is often required. In general, Rosenblatt transformation is available to realize the normal transformation when the joint probability density function (PDF) of basic random variables is available and Nataf transformation can be used when the marginal PDFs and correlation coefficients are known. However, the joint PDF and marginal PDFs of some random variables are often unknown in practice, and the probabilistic characteristics of these variables are easier to be expressed using the statistical moments and correlation matrix. It is in this regard that the objective of the present paper is to develop a methodology for normal transformation including correlated random variables with unknown joint PDF and marginal PDFs. Based on the third-moment transformation technique for transforming independent nonnormal random variables into independent standard normal ones, the third-moment transformation is further developed for transforming the correlated variables including unknown joint PDF and marginal PDFs into independent standard normal variables. A first-order reliability method for structural reliability analysis including correlated random variables with unknown joint PDF and marginal PDFs is developed based on the proposed transformation. Using the proposed method, the normal transformation and reliability analysis can also be achieved for correlated nonnormal random variables with knowledge of only the statistical moments and correlation matrix. The simplicity and efficiency of the proposed method is further demonstrated through several numerical examples.
Structural Reliability Analysis Including Correlated Random Variables Based on Third-Moment Transformation
Lu, Zhao-Hui (author) / Cai, Chao-Huang (author) / Zhao, Yan-Gang (author)
2017-03-24
Article (Journal)
Electronic Resource
Unknown
Third-Moment Standardization for Structural Reliability Analysis
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| Online Contents | 2000