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Time-variant reliability analysis using phase-type distribution-based methods
DOI:10.1016/j.advengsoft.2024.103792.png)
Abstract
En 中文
The performance of engineering structures often varies over time due to the randomness and time variability of material properties, environmental conditions and load effects. This paper proposes phase-type (PH) distributionbased methods for efficient time-variant reliability analysis. The core of the proposed methods is to approximate the extreme value of a stochastic process as a PH distributed random variable, and treat the time parameter as a uniformly distributed variable. Consequently, the time-variant reliability problem is transformed into a timeinvariant one. Three representative time-invariant reliability methods, first-order reliability method (FORM), importance sampling (IS) and adaptive Kriging (AK) surrogate model-based IS method (AK-IS), are integrated with the PH distribution-based approximation strategy to form the proposed methods, namely PH-FORM, PH-IS and PH-AKIS. The efficiency and accuracy of these methods are demonstrated through three examples. All codes in the study are implemented in MATLAB and provided as supplementary materials.
Keywords:
Time-variant reliability
Stochastic process
Phase-type distribution
Extreme value
Time-invariant reliability methods
Journal
IF:
5.7
Papers:
3.4K
Citations:
1.3W

