In the second-order reliability method (SORM), the probability of failure is computed for an arbitrary performance function in arbitrarily distributed random variables. This probability is approximated by the probability of failure computed using a general quadratic fit made at the most probable point (MPP). However, an easy-to-use, accurate, and efficient closed-form expression for the probability content of the general quadratic surface in normalized standard variables has not yet been presented. Instead, the most commonly used SORM approaches start with a relatively complicated rotational transformation. Thereafter, the last row and column of the rotationally transformed Hessian are neglected in the computation of the probability. This is equivalent to approximating the probability content of the general quadratic surface by the probability content of a hyperparabola in a rotationally transformed space. The error made by this approximation may introduce unknown inaccuracies. Furthermore, the most commonly used closed-form expressions have one or more of the following drawbacks: They neither do work well for small curvatures at the MPP and/or large number of random variables nor do they work well for negative or strongly uneven curvatures at the MPP. The expressions may even present singularities. The purpose of this work is to present a simple, efficient, and accurate closed-form expression for the probability of failure, which does not neglect any component of the Hessian and does not necessitate the rotational transformation performed in the most common SORM approaches. Furthermore, when applied to industrial examples where quadratic response surfaces of the real performance functions are used, the proposed formulas can be applied directly to compute the probability of failure without locating the MPP, as opposed to the other first-order reliability method (FORM) and the other SORM approaches. The method is based on an asymptotic expansion of the sum of noncentral chi-squared variables taken from the literature. The two most widely used SORM approaches, an empirical SORM formula as well as FORM, are compared to the proposed method with regards to accuracy and computational efficiency. All methods have also been compared when applied to a wide range of hyperparabolic limit-state functions as well as to general quadratic limit-state functions in the rotationally transformed space, in order to quantify the error made by the approximation of the Hessian indicated above. In general, the presented method was the most accurate for almost all studied curvatures and number of random variables.
A Closed-Form Second-Order Reliability Method Using Noncentral Chi-Squared Distributions
Contributed by the Design Automation Committee of ASME for publication in the JOURNAL OF MECHANICAL DESIGN. Manuscript received June 18, 2013; final manuscript received June 10, 2014; published online July 31, 2014. Assoc. Editor: David Gorsich.
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Mansour, R., and Olsson, M. (July 31, 2014). "A Closed-Form Second-Order Reliability Method Using Noncentral Chi-Squared Distributions." ASME. J. Mech. Des. October 2014; 136(10): 101402. https://doi.org/10.1115/1.4027982
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