engleski

Sensitivity of Reliability-Based Designs to Correlation Structure of the Input Variables

The comprehensive and numerically efficient method for sensitivity analysis with respect to correlation in FORM is presented. It does not require either the derivatives of the transformation matrices or the recalculation of the transformation matrices and enables direct calculation of sensitivity matrices for component and system reliability measures with respect to all correlation coefficients at once. The sensitivity matrices with respect to the correlation coefficients or their parameters are available as the intermediate results of the failure probability calculation. These matrices, jointly used, enabled efficient identification of most significant correlation related parameters in reliability analysis. Keywords: structural reliability ; correlation ; FORM ; Nataf model ; sensitivity analysis

reliability; reliability based design; optimization

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