罗森布拉特变换在一阶系统可靠性近似中的应用

IF 5.7 1区 工程技术 Q1 ENGINEERING, CIVIL
N.E. Meinen , R.D.J.M. Steenbergen
{"title":"罗森布拉特变换在一阶系统可靠性近似中的应用","authors":"N.E. Meinen ,&nbsp;R.D.J.M. Steenbergen","doi":"10.1016/j.strusafe.2024.102521","DOIUrl":null,"url":null,"abstract":"<div><p>The reliability assessment of structural systems presents a significant challenge in structural engineering. A commonly employed approximation is the First-Order System Reliability Method (FOSRM), which estimates system reliability using the FORM component reliabilities and sensitivity factors. An essential step in FORM involves transforming the random vector <span><math><mi>X</mi></math></span> into the standard vector <span><math><mi>U</mi></math></span>, often using the Rosenblatt transformation (RT). Several studies demonstrated that different conditioning orders in the RT yield different FORM component results. This study investigates how these differences on component level propagate into the FOSRM system level. We conducted several typical engineering case studies with various failure probabilities, system sizes, and dependency structures (Gaussian and Frank Copula). For the Frank Copula, different Rosenblatt conditioning orders systematically yielded different FOSRM results, with most cases showing differences between 10% and 30% in estimated failure probability. For some systems, these differences increased with system size, suggesting that greater variations might be observed for larger systems. Notably, systems with Gaussian Copula functions also proved vulnerable to the Rosenblatt conditioning order when different components were assessed with different conditioning orders. The observed differences were larger than previously reported and should be carefully considered in uniform safety assessments.</p></div>","PeriodicalId":21978,"journal":{"name":"Structural Safety","volume":"112 ","pages":"Article 102521"},"PeriodicalIF":5.7000,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0167473024000924/pdfft?md5=b4507d4cb5d4385894a28e828f5bc5ee&pid=1-s2.0-S0167473024000924-main.pdf","citationCount":"0","resultStr":"{\"title\":\"Application of the Rosenblatt transformation in First-Order System Reliability approximations\",\"authors\":\"N.E. Meinen ,&nbsp;R.D.J.M. Steenbergen\",\"doi\":\"10.1016/j.strusafe.2024.102521\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>The reliability assessment of structural systems presents a significant challenge in structural engineering. A commonly employed approximation is the First-Order System Reliability Method (FOSRM), which estimates system reliability using the FORM component reliabilities and sensitivity factors. An essential step in FORM involves transforming the random vector <span><math><mi>X</mi></math></span> into the standard vector <span><math><mi>U</mi></math></span>, often using the Rosenblatt transformation (RT). Several studies demonstrated that different conditioning orders in the RT yield different FORM component results. This study investigates how these differences on component level propagate into the FOSRM system level. We conducted several typical engineering case studies with various failure probabilities, system sizes, and dependency structures (Gaussian and Frank Copula). For the Frank Copula, different Rosenblatt conditioning orders systematically yielded different FOSRM results, with most cases showing differences between 10% and 30% in estimated failure probability. For some systems, these differences increased with system size, suggesting that greater variations might be observed for larger systems. Notably, systems with Gaussian Copula functions also proved vulnerable to the Rosenblatt conditioning order when different components were assessed with different conditioning orders. The observed differences were larger than previously reported and should be carefully considered in uniform safety assessments.</p></div>\",\"PeriodicalId\":21978,\"journal\":{\"name\":\"Structural Safety\",\"volume\":\"112 \",\"pages\":\"Article 102521\"},\"PeriodicalIF\":5.7000,\"publicationDate\":\"2024-08-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S0167473024000924/pdfft?md5=b4507d4cb5d4385894a28e828f5bc5ee&pid=1-s2.0-S0167473024000924-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Structural Safety\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0167473024000924\",\"RegionNum\":1,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"ENGINEERING, CIVIL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Structural Safety","FirstCategoryId":"5","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167473024000924","RegionNum":1,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ENGINEERING, CIVIL","Score":null,"Total":0}
引用次数: 0

摘要

结构系统的可靠性评估是结构工程中的一项重大挑战。常用的近似方法是一阶系统可靠性法(FOSRM),该方法利用 FORM 组件可靠性和敏感性系数估算系统可靠性。FORM 的一个基本步骤是将随机向量 X 转换为标准向量 U,通常使用罗森布拉特转换(RT)。多项研究表明,RT 中不同的调节顺序会产生不同的 FORM 分量结果。本研究探讨了这些组件层面的差异如何传播到 FOSRM 系统层面。我们进行了几项典型的工程案例研究,涉及不同的故障概率、系统规模和依赖结构(高斯和 Frank Copula)。对于 Frank Copula,不同的罗森布拉特条件阶数系统地产生了不同的 FOSRM 结果,大多数情况下,估计故障概率的差异在 10% 到 30% 之间。对于某些系统,这些差异随着系统规模的扩大而增大,这表明对于较大的系统可能会观察到更大的差异。值得注意的是,当使用不同的调节阶数对不同的组件进行评估时,使用高斯 Copula 函数的系统也很容易受到 Rosenblatt 调节阶数的影响。观察到的差异比以前报告的要大,在统一安全评估中应仔细考虑。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Application of the Rosenblatt transformation in First-Order System Reliability approximations

The reliability assessment of structural systems presents a significant challenge in structural engineering. A commonly employed approximation is the First-Order System Reliability Method (FOSRM), which estimates system reliability using the FORM component reliabilities and sensitivity factors. An essential step in FORM involves transforming the random vector X into the standard vector U, often using the Rosenblatt transformation (RT). Several studies demonstrated that different conditioning orders in the RT yield different FORM component results. This study investigates how these differences on component level propagate into the FOSRM system level. We conducted several typical engineering case studies with various failure probabilities, system sizes, and dependency structures (Gaussian and Frank Copula). For the Frank Copula, different Rosenblatt conditioning orders systematically yielded different FOSRM results, with most cases showing differences between 10% and 30% in estimated failure probability. For some systems, these differences increased with system size, suggesting that greater variations might be observed for larger systems. Notably, systems with Gaussian Copula functions also proved vulnerable to the Rosenblatt conditioning order when different components were assessed with different conditioning orders. The observed differences were larger than previously reported and should be carefully considered in uniform safety assessments.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Structural Safety
Structural Safety 工程技术-工程:土木
CiteScore
11.30
自引率
8.60%
发文量
67
审稿时长
53 days
期刊介绍: Structural Safety is an international journal devoted to integrated risk assessment for a wide range of constructed facilities such as buildings, bridges, earth structures, offshore facilities, dams, lifelines and nuclear structural systems. Its purpose is to foster communication about risk and reliability among technical disciplines involved in design and construction, and to enhance the use of risk management in the constructed environment
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信