کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4912477 1428655 2017 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic response surface method for reliability problems involving correlated multivariates with non-Gaussian dependence structure: Analysis under incomplete probability information
ترجمه فارسی عنوان
سطح واکنش تصادفی برای مشکلات قابلیت اطمینان چند متغیرهای مرتبط با ساختار وابستگی غیر گاوس: تحلیل تحت اطلاعات احتمالی ناقص
کلمات کلیدی
قابلیت اطمینان، روش سطح پاسخ تصادفی، جفت کپی، انگور، تحول رزنبارت، تونل،
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نرم افزارهای علوم کامپیوتر
چکیده انگلیسی
This paper aims to provide a stochastic response surface method (SRSM) that can consider non-Gaussian dependent random variables under incomplete probability information. The Rosenblatt transformation is adopted to map the random variables from the original space into the mutually independent standard normal space for the stochastic surrogate model development. The multivariate joint distribution is reconstructed by the pair-copula decomposition approach, in which the pair-copula parameters are retrieved from the incomplete probability information. The proposed method is illustrated in a tunnel excavation example. Three different dependence structures characterized by normal copulas, Frank copulas, and hybrid copulas are respectively investigated to demonstrate the effect of dependence structure on the reliability results. The results show that the widely used Nataf transformation is actually a special case of the proposed method if all pair-copulas are normal copulas. The effect of conditioning order is also examined. This study provides a new insight into the SRSM-based reliability analysis from the copula viewpoint and extends the application of SRSM under incomplete probability information.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computers and Geotechnics - Volume 89, September 2017, Pages 22-32
نویسندگان
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