Hermite polynomial normal transformation for structural reliability analysis
نویسندگان
چکیده
Purpose Normal transformation is often required in structural reliability analysis to convert the non-normal random variables into independent standard normal variables. The existing techniques, for example, Rosenblatt and Nataf transformation, usually require joint probability density function (PDF) and/or marginal PDFs of In practical problems, however, PDF are unknown due lack data while statistical information much easier be expressed terms moments correlation coefficients. This study aims address this issue, by presenting an alternative method that does not input Design/methodology/approach new approach, namely, Hermite polynomial expresses polynomials it works with both uncorrelated correlated Its application using different methods thoroughly investigated via a number carefully designed comparison studies. Findings Comprehensive comparisons conducted examine performance proposed scheme. results show presented approach has comparable accuracy previous can obtained closed-form. Moreover, scheme only requires first four coefficients between variables, which greatly widen applicability transformations problems. Originality/value interprets classical polynomials, uncorrelated/correlated operate, making particularly suitable problems constraint limited data. Besides, extension cases easily achieved introducing polynomials. Compared methods, cheap compute delivers accuracy.
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ژورنال
عنوان ژورنال: Engineering Computations
سال: 2021
ISSN: ['0264-4401', '1758-7077']
DOI: https://doi.org/10.1108/ec-05-2020-0244