Premium
Reliability computation with local polynomial chaos approximations
Author(s) -
Proppe C.
Publication year - 2009
Publication title -
zamm ‐ journal of applied mathematics and mechanics / zeitschrift für angewandte mathematik und mechanik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 51
eISSN - 1521-4001
pISSN - 0044-2267
DOI - 10.1002/zamm.200800072
Subject(s) - hermite polynomials , polynomial chaos , computation , approximations of π , reliability (semiconductor) , polynomial , mathematics , finite element method , uncertainty quantification , mathematical optimization , monte carlo method , computer science , algorithm , mathematical analysis , engineering , physics , structural engineering , power (physics) , statistics , quantum mechanics
Reliability estimation for structural mechanics problems involving random fields is discussed. While in most of the literature on stochastic finite element methods to date global approximations with Hermite polynomials are considered, the benefits of local approximations are investigated in this paper. Local polynomial approximations in the vicinity of the point of most probable failure are introduced. An adaptive algorithm is proposed, that allows for efficient and accurate computations of failure probabilities.