Browsing by Subject "Hessian matrix"

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    Envelope Method for Time- and Space-Dependent Reliability Prediction
    (ASCE-ASME, 2022-12) Wu, Hao; Du, Xiaoping; Mechanical and Energy Engineering, School of Engineering and Technology
    Reliability can be predicted by a limit-state function, which may vary with time and space. This work extends the envelope method for a time-dependent limit-state function to a time- and space-dependent limit-state function. The proposed method uses the envelope function of time- and space-dependent limit-state function. It at first searches for the most probable point (MPP) of the envelope function using the sequential efficient global optimization in the domain of the space and time under consideration. Then the envelope function is approximated by a quadratic function at the MPP for which analytic gradient and Hessian matrix of the envelope function are derived. Subsequently, the second-order saddlepoint approximation method is employed to estimate the probability of failure. Three examples demonstrate the effectiveness of the proposed method. The method can efficiently produce an accurate reliability prediction when the MPP is within the domain of the space and time under consideration.