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Sensitivity and importance measures in structural reliability
In multivariate reliability problems, which depend on one or more parameters τ, a sensitivity factor αE[τ] is defined as the derivative of the equivalent reliability index βE(τ)=-φ-1[Pf(τ)] with Pf(τ) the failure probability. αE[τ] expresses the change of αE(τ) due to small variations of τ. Since the numerical evaluation of αE[τ] is usually impractical, an approximation αE[τ]≈α[τ] is derived, which is asymptotically exact for extreme reliability levels. Simple formulae for α[τ] are given. The approximation αE[τ]:a[τ] also provides the basis for a better understanding of the commonly used alpha values αi=-1/βui* as importance measures for stochastic variables.
Sensitivity and importance measures in structural reliability
In multivariate reliability problems, which depend on one or more parameters τ, a sensitivity factor αE[τ] is defined as the derivative of the equivalent reliability index βE(τ)=-φ-1[Pf(τ)] with Pf(τ) the failure probability. αE[τ] expresses the change of αE(τ) due to small variations of τ. Since the numerical evaluation of αE[τ] is usually impractical, an approximation αE[τ]≈α[τ] is derived, which is asymptotically exact for extreme reliability levels. Simple formulae for α[τ] are given. The approximation αE[τ]:a[τ] also provides the basis for a better understanding of the commonly used alpha values αi=-1/βui* as importance measures for stochastic variables.
Sensitivity and importance measures in structural reliability
Hohenbichler, M. (author) / Rackwitz, R. (author)
Civil Engineering and Environmental Systems ; 3 ; 203-209
1986-12-01
7 pages
Article (Journal)
Electronic Resource
English
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