Probabilistic importance analysis of the input variables in structural systems

Lijie Cui, Zhenzhou Lu, Changcong Zhou

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

To measure the effects of input variables' realization on variance of the output performance function and on the failure probability of structural system, two new probabilistic importance measures (PIMs) are defined. As an input variable takes its realization according to its probability distribution, the two PIMs can quantify the possibility of reducing the variance of the output performance function and the possibility of improving the structural system reliability, respectively. After the properties of the PIMs are illuminated and proved in detail, a solution based on the probability density function evolution method (PDEM) is constructed to evaluate the PIMs. The solution is used to solve the PIMs with correlated input variables based on the Copula transformation. Examples demonstrate that the proposed solution on the PDEM can improve the computational efficiency greatly with acceptable precision, and the solution based on the conjunction of the PDEM and the Copula transformation can effectively solve the PIMs with correlated input variables.

Original languageEnglish
Pages (from-to)13-22
Number of pages10
JournalStructural Safety
Volume51
DOIs
StatePublished - Nov 2014

Keywords

  • Copula transformation
  • Correlation
  • Failure probability
  • Importance analysis
  • Probability density evolution method
  • Variance

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