Computing failure probabilities.: Applications to reliability analysis

被引：3

作者：

Castillo, E

Fernández-Canteli, A

Mínguez, R

机构：

[1] Univ Cantabria, Dept Appl Math & Computat Sci, E-39005 Santander, Spain

[2] Univ Oviedo, Dept Construct & Fabricat Engn, Oviedo, Spain

[3] Univ Castilla La Mancha, Dept Math, E-13071 Ciudad Real, Spain

来源：

RELIABILITY ENGINEERING & SYSTEM SAFETY | 2002年 / 77卷 / 02期

关键词：

extreme percentiles; Gauss-Legendre quadrature; recursive method; tail approximation;

D O I：

10.1016/S0951-8320(02)00037-6

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

The paper presents one method for calculating failure probabilities with applications to reliability analysis. The method is based on transforming the initial set of variables to a n-dimensional uniform random variable in the unit hypercube, together with the limit condition set and calculating the associated probability using a recursive method based on the Gauss-Legendre quadrature formulas to calculate the resulting multiple integrals. An example of application is used to illustrate the proposed method. (C) 2002 Elsevier Science Ltd. All rights reserved.

引用

页码：131 / 141

页数：11

共 30 条

[1] ASYMPTOTIC APPROXIMATIONS FOR MULTINORMAL INTEGRALS [J].