Reliability sensitivity for correlative variables by moment method

For the Reliability Sensitivity (RS) problem with normal correlative variables, an analytical method for linear performance function and a numerical simulation method are presented, and an efficient moment based RS method is presented as well to analyze the reliability sensitivity with the normal correlative variables. In the presented moment based RS method, the correlative variables are firstly transformed into independent variables equivalently. By use of the decoupling between the mean value and the variance, the characteristic parameter describing the correlativity, the RS of the failure probability with respect to the mean value of the correlative variables can be obtained. Furthermore, employing the natural decoupling between the correlative coefficient and the mean value, the RS of the failure probability with respect to the correlative coefficient can be obtained by constructed moment method in case that the basic variables have the same variances. In the applicable range, the precision and the efficiency of the presented moment method are satisfied.