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.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

ENHANCING WEIGHTED UNIFORM SIMULATION FOR STRUCTURAL RELIABILITY ANALYSIS

Weighted Uniform Simulation (WUS) is recently presented as one of the efficient simulation methods to obtain structural failure probability and most probable point (MPP). This method requires initial assumptions of failure probability to obtain results. Besides, it has the problem of variation in results when it conducted with few samples. In the present study three strategies have been present...

متن کامل

Preconditioning of Rectangular Polynomial Matrices for Eecient Hermite Normal Form Computation

We present a Las Vegas probabalistic algorithm for reducing the computation of Hermite normal forms of rectangular polynomial matrices. In particular, the problem of computing the Hermite normal form of a rectangular m n matrix (with m > n) reduces to that of computing the Hermite normal form of a matrix of size (n + 1) n having entries of similar coeecient size and degree. The main cost of the...

متن کامل

A fast, deterministic algorithm for computing a Hermite Normal Form of a polynomial matrix

Given a square, nonsingular matrix of univariate polynomials F ∈ K[x] over a field K, we give a fast, deterministic algorithm for finding the Hermite normal form of F with complexity O (nωd) where d is the degree of F. Here soft-O notation is Big-O with log factors removed and ω is the exponent of matrix multiplication. The method relies of a fast algorithm for determining the diagonal entries ...

متن کامل

Hermite Normal Form

The Hermite Normal Form is a canonical matrix analogue of Reduced Echelon Form, but involving matrices over more general rings. In this work we formalise an algorithm to compute the Hermite Normal Form of a matrix by means of elementary row operations, taking advantage of the Echelon Form AFP entry. We have proven the correctness of such an algorithm and refined it to immutable arrays. Furtherm...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Engineering Computations

سال: 2021

ISSN: ['0264-4401', '1758-7077']

DOI: https://doi.org/10.1108/ec-05-2020-0244