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An extended first order reliability method based on generalized nataf transformation

  • D. G. Lu
  • , P. Y. Song
  • , Y. F. Liu
  • , X. H. Yu
  • School of Civil Engineering, Harbin Institute of Technology
  • Tongji University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

The traditional Nataf transformation is usually used to deal with the variables given their linear correlation coefficients and marginal distributions. To extend the traditional Nataf transformation, a generalized Nataf transformation based on copula functions is presented,which is useful to handle with the variables provided with the nonlinear correlation relationships. The generalized Nataf transformation is further incorporated in the traditional First Order Reliability Method (FORM), and an Extended FORM (EFORM for short) is presented. Through two numerical examples involving a linear and a nonlinear function, it is demonstrated that the EFORM is effective to deal with the problems involving nonlinear correlated variables.

Original languageEnglish
Title of host publicationSafety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures - Proceedings of the 11th International Conference on Structural Safety and Reliability, ICOSSAR 2013
Pages1177-1184
Number of pages8
StatePublished - 2013
Externally publishedYes
Event11th International Conference on Structural Safety and Reliability, ICOSSAR 2013 - New York, NY, United States
Duration: 16 Jun 201320 Jun 2013

Publication series

NameSafety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures - Proceedings of the 11th International Conference on Structural Safety and Reliability, ICOSSAR 2013

Conference

Conference11th International Conference on Structural Safety and Reliability, ICOSSAR 2013
Country/TerritoryUnited States
CityNew York, NY
Period16/06/1320/06/13

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