Open AccessAn Improved High-Moment Method for Reliability Analysis Based on Polynomial Chaos Expansion
Author(s) -
Jianyu Zhao,
Jianbin Guo,
Jingyan Wang,
Hao Xu
Publication year - 2021
Publication title -
iop conference series. materials science and engineering
Language(s) - English
Resource type - Journals
eISSN - 1757-899X
pISSN - 1757-8981
DOI - 10.1088/1757-899x/1043/3/032002
Subject(s) - moment (physics) , polynomial chaos , computation , reliability (semiconductor) , mathematics , polynomial , central moment , computer science , polynomial expansion , second moment of area , mathematical optimization , algorithm , probability distribution , monte carlo method , moment generating function , mathematical analysis , statistics , geometry , physics , power (physics) , classical mechanics , quantum mechanics
For structural reliability analysis, the moment method provides a relatively effective way to estimate the failure probability only using the moment information of a given model. However, it may introduce extra computation costs to obtain the required moments of the model output accurately, especially for some high moment methods like the third-moment method and the fourth-moment method. This study improves the traditional high-moment method based on the polynomial chaos expansion (PCE). The proposed method firstly derives the PCE-based high order moment algorithm by multiplying the orthogonal polynomials of PCE itself. Then, the integration between the PCE and the high-moment method are proposed for failure probability calculation. Besides, different input distributions as well as correlations among input variables are also taken into consideration to expand the scope of suitability. Compared with the existing methods, the proposed method is more efficient and accurate for structural reliability analysis by an engineering example.