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Method for identifying a most-probable-point in original space and its application for calculating failure probabilities
 
   
Document Number
US Patent 5608659
Issued Date
March 4, 1997
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Inventors
Khalessi; Mohammad R. (Fountain Valley, CA)
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Abstract
The present invention is a method for identifying a Most-Probable-Point (MPP) in original space obviating the need for a probability transformation, for use in first order/second order reliability analysis. It comprises generating the linear approximation of a limit-state-function, g(x) about the median, mean point, or mode of random variables, x of g(x). g(x) is defined so that g(x)f0 denotes a failure set. The Most-Probable-Point-Locus (MPPL) of g.sub.1, MPPL.sub.1, is constructed by the steps of: i) identifying the mode of x; ii) identifying the MPP of g.sub.1 (x)=c, where c is an arbitrary constant, and iii) constructing said MPPL.sub.1 by connecting said mode of x from step i), above, and the MPPs corresponding to different c's from step ii), above. A quadratic search algorithm is to identify point MPP.sub.1, the intersection of MPPL.sub.1 and g(x)=0, based on the following convergence criteria: ##EQU1## The process is then stopped, unless the convergence criteria are not satisfied. g.sub.2, the linear approximation of the limit-state-function, g(x) about MPP.sub.1 is generated. MPP.sub.21, the Most-Probable-Point of g.sub.2 (x)=0 is located. The approximate MPPL of g.sub.2, MPPL.sub.2, is constructed by connecting the mode and the MPP.sub.21. The quadratic search algorithm is used to identify point MPP.sub.2,, the intersection of MPPL.sub.2 and g(x)=0 based on the convergence criteria. g.sub.f (x) is updated, where j=2, 3, . . . , m, where m is the total number of steps required for convergence.
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Number of Claims:
2
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Owner
Published
March 4, 1997
Application Number
08/228,993
Filed
April 18, 1994
US Classification
702/181  
Int'l Classification
G06F   17/18   (20060101)   G06F   11/34   (20060101)   G06F   11/25   (20060101)  
USPTO Field of Search
364/554   364/560   364/561  
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