System reliability analysis with saddlepoint approximation

2010 ◽  
Vol 42 (2) ◽  
pp. 193-208 ◽  
Author(s):  
Xiaoping Du
Author(s):  
Hao Wu ◽  
Xiaoping Du

Abstract The second order saddlepoint approximation (SPA) has been used for component reliability analysis for higher accuracy than the traditional second order reliability method. This work extends the second order SPA to system reliability analysis. The joint distribution of all the component responses is approximated by a multivariate normal distribution. To maintain high accuracy of the approximation, the proposed method employs the second order SPA to accurately generate the marginal distributions of component responses; to simplify computations and achieve high efficiency, the proposed method estimates the covariance matrix of the multivariate normal distribution with the first order approximation to component responses. Examples demonstrate the high effectiveness of the second order SPA method for system reliability analysis.


Author(s):  
Hao Wu ◽  
Xiaoping Du

Abstract The second-order saddlepoint approximation (SOSPA) has been used for component reliability analysis for higher accuracy than the traditional second-order reliability method (SORM). This work extends the second-order saddlepoint approximation (SPA) to system reliability analysis. The joint distribution of all the component responses is approximated by a multivariate normal distribution. To maintain high accuracy of the approximation, the proposed method employs the second-order SPA to accurately generate the marginal distributions of the component responses; to simplify computations and achieve high efficiency, the proposed method estimates the covariance matrix of the multivariate normal distribution with the first-order approximation to the component responses. Examples demonstrate the high effectiveness of the second-order SPA method for system reliability analysis.


Author(s):  
Huahan Liu ◽  
Wei Jiang

The relationship between the reliability probabilities of the component and the system is hard to get. If this relationship can be obtained easily, the reliability of the system can be calculated by using the reliability structures of the components. The common method to express this relationship is using the linear correlation index, which only shows the linear correlation between the components failure rather than the relationship between high nonlinear functions. In order to describe this relationship accurately and calculate the system reliability using the component reliability structures, a Uniform Design (UD)-Saddlepoint Approximation (SA)-based system reliability analysis method is proposed. The system reliability analysis method is decomposed to three simple steps: (1) calculating the weight coefficient which represents the contribution rate of each component to system reliability, (2) approximating Cumulant Generation Function (CGF) of each component, (3) calculating CGF of the system and approximating the system reliability with SA method. The weight coefficient of each component is derived from UD method, and a variable interval selection method is developed to decrease the required number of samples and increase the accuracy of the weight coefficients. First-Order Saddlepoint Approximation (FOSA) method or Mean-Value First-Order Saddlepoint Approximation (MVFOSA) method is used to analyze the CGF of a component performance function. Then the CGF of the system can be obtained by the weighted addition law by combining the CGFs of components performance functions with the weight coefficients. Finally, the system reliability can be approximated by SA method. Four examples are employed to demonstrate that the new method outperforms other methods for system reliability analysis in terms of efficiency and accuracy.


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