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SAE 2017-01-0207 : 2017

Mean-Value Second-Order Saddlepoint Approximation for Reliability Analysis

Standard Details

A new second-order Saddlepoint Approximation (SA) method for structural reliability analysis is introduced. The Mean-value Second-order Saddlepoint Approximation (MVSOSA) is presented as an extension to the Mean-value First-order Saddlepoint Approximation (MVFOSA). The proposed method is based on a second-order Taylor expansion of the limit state function around the mean value of the input random variables. It requires not only the first but also the second-order sensitivity derivatives of the limit state function. If sensitivity analysis must be avoided because of computational cost, a quadrature integration approach, based on sparse grids, is also presented and linked to the saddlepoint approximation (SGSA - Sparse Grid Saddlepoint Approximation). The SGSA method is compared with the first and second-order SA methods in terms of accuracy and efficiency. The proposed MVSOSA and SGSA methods are used in the reliability analysis of two examples.

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General Information

Status : ACTIVE
Standard Type: Main
Document No: SAE 2017-01-0207 : 2017
Document Year: 2017

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ACTIVE
SAE 2017-01-0207 : 2017
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