Modified control variates method based on second-order saddle-point approximation for practical reliability analysis

Abstract. A novel method is presented for efficiently analyzing the reliability of engineering components and systems with highly nonlinear complex limit state functions. The proposed method begins by transforming the integral of the limit state function into an integral of a highly correlated limit state function using the control variates method. The second-order reliability method is then employed within the control variates framework to approximate the highly correlated limit state function as a quadratic polynomial. Subsequently, the probability of failure is obtained through the estimation of the saddle-point approximation and a small number of samples generated by Latin hypercube sampling. To demonstrate the effectiveness of the proposed method, four examples involving mathematical functions and mechanical problems are solved. The results are compared with those obtained using the second-order reliability method (SORM), control variates based on Monte Carlo simulation (CVMCS) with second-order saddle-point approximation (SOSPA), importance sampling (IS) and Monte Carlo simulation (MCS). The findings demonstrate that, while maintaining high-precision reliability results, the proposed method significantly reduces the number of evaluations of the limit state function through a small number of initial samples. The method is capable of efficiently and accurately solving complex practical engineering reliability problems.