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研究生: 黃國俊
Joni - Wahyudi
論文名稱: Study on A Modified Moments-Based Reliability Method
Study on A Modified Moments-Based Reliability Method
指導教授: 陳瑞華
Rwey-Hua Cherng
口試委員: 鄭蘩
Van Jeng
黃慶東
Ching-Tung Huang
學位類別: 碩士
Master
系所名稱: 工程學院 - 營建工程系
Department of Civil and Construction Engineering
論文出版年: 2010
畢業學年度: 98
語文別: 英文
論文頁數: 89
外文關鍵詞: failure probability, reliability index, performance function, equivalent PMF, “weighted” delta function.
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  • Assessment of structural reliability is an important field of research in the last decades. Numerous methods have been developed in order to calculate the failure probabilities and/or the reliability indices of structures. Some of the developed methods are only applicable for particular cases; some methods are not accurate and efficient enough for practical applications; e,g., they may require evaluation of multi-fold numerical integrations, large-size sampling and/or search of design points. In this thesis, a modified moments-based reliability method is proposed. The Probability Density Function (PDF) of each random variable is approximated by an “equivalent” Probability Mass Function (PMF) containing several “weighted” delta functions. The “weighted” delta functions of the equivalent PMF have specific locations and weights such that the first few moments of this PMF match those of the original PDF. Afterwards, the first four moments of the performance function can be obtained by taking the “weighted” averages of all equivalent PMFs. Based on moments of performance function, the reliability index and the failure probability can be therefore calculated by the Hermite moment formulas. The calculation procedure is simple and convenient because it requires neither iteration nor the evaluation of derivatives and integration. Various types of problems are considered to examine the effect of type and number of random variables, nonlinearity of performance function and the target failure probability on the accuracy and efficiency of the proposed method. The proposed method gives the best result when performing those problems. It is found that the applicability and efficiency of the proposed method are quite satisfactory. It is suggested that the number of “weighted” delta functions of the equivalent PMF must be selected based on the required accuracy and efficiency. The proposed method derives the first four moments of performance function based on the exact performance function and applies the closed form formulas for reliability index and failure probability.

    Abstracti Acknowledgementsiii Table of Contentiv List of Figuresvii List of Tablesix Chapter 1Introduction1 1.1.Background1 1.2.Research Objectives2 1.3.Thesis Outlines3 Chapter 2Literature Review of Structural Reliability Methods4 2.1.General4 2.2.Description of Limit States4 2.2.1.Definition of Failure4 2.2.2.Limit State Functions / Performance Functions5 2.3.Fundamental Cases of the Failure Probability7 2.4.Calculation of Structural Reliability using Moment Methods9 2.4.1.Second-Moment Approach9 2.4.2.First-Order Reliability Method using Point Estimates18 2.5.Monte Carlo Simulation27 2.5.1.Generation of Uniformly Distributed Random Numbers27 2.5.2.Generation of Standard Normal Random Numbers28 2.5.3.Generation of Normal Random Numbers28 2.5.4.General Procedure for Generating Random Numbers from an Arbitrary Distribution29 2.5.5.Accuracy of Probability Estimates29 2.6.Assessment of System Reliability30 2.6.1.Model of Series Systems32 2.6.2.Model of Parallel Systems33 2.6.3.Model of Combined Series-Parallel Systems34 Chapter 3Development of a Moments-Based Reliability Method35 3.1.General35 3.2.Pre-Processing Steps36 3.3.Approximation of Probability Density Functions by Equivalent Probability Mass Functions40 3.4.Estimation for Moments of a Performance Function52 3.5.Estimation for the Failure Probabilities and/or Reliability Indices of Structures53 3.5.1.The Hermite Moment Formulas54 3.6.Summary for a Modified Moments-Based Reliability Method56 Chapter 4Evaluation of the Modified Moments-Based Reliability Method58 4.1.General58 4.2.Parameter Studies of the Proposed Method58 4.2.1.Analyses of the Hermite Moment Formulas58 4.2.2.Analyses of Nonlinearity64 4.2.3.Analyses of Target Values of the Failure Probabilities69 4.3.Component Reliability Analyses71 4.3.1.Steel Beam Section Cases71 4.3.1.1.Uncorrelated Variables71 4.3.1.2.Correlated Variables73 4.3.2.Reinforced Concrete Beam Case76 4.4.System Reliability Analyses78 4.4.1.Frame Structure Case78 4.4.2.Truss Structure Case81 4.4.3.Brittle System Case83 Chapter 5Conclusion86 References87

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