### Abstract

Commonly-used structural reliability models are reviewed, and the advantages and limitations of each method are discussed with the help of a practical example. A pressure vessel is designed against wind loading. This example is selected because the limit state equation is nonlinear and the wind speed has an extremely skewed distribution. Although the First-Order Second- Moment may be sufficient in many problems, the risk involved may still be unknown, even in a relative sense, unless the limit state equation is linear and all the variables are normal. In that sense, the Advanced Second-Moment method has several advantages. It yields probabilities of failure similar to the variance reduction techniques, at least for the pressure vessel example considered here. If simulation techniques are used to study a problem, some kind of variance reduction technique should be used for economic reasons. For the complicated example considered here, the Conditional Expectation plus Antithetic Variates variance reduction technique is found to be the most efficient. The Monte Carlo Simulation technique is modified to make the simulation more efficient.

Original language | English (US) |
---|---|

Pages (from-to) | 1707-1724 |

Number of pages | 18 |

Journal | Journal of Structural Engineering (United States) |

Volume | 110 |

Issue number | 8 |

DOIs | |

State | Published - 1984 |

Externally published | Yes |

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### ASJC Scopus subject areas

- Civil and Structural Engineering
- Mechanical Engineering
- Mechanics of Materials
- Building and Construction
- Materials Science(all)
- Engineering(all)

### Cite this

*Journal of Structural Engineering (United States)*,

*110*(8), 1707-1724. https://doi.org/10.1061/(ASCE)0733-9445(1984)110:8(1707)

**Practical structural reliability techniques.** / Ayyub, Bilal M.; Haldar, Achintya.

Research output: Contribution to journal › Article

*Journal of Structural Engineering (United States)*, vol. 110, no. 8, pp. 1707-1724. https://doi.org/10.1061/(ASCE)0733-9445(1984)110:8(1707)

}

TY - JOUR

T1 - Practical structural reliability techniques

AU - Ayyub, Bilal M.

AU - Haldar, Achintya

PY - 1984

Y1 - 1984

N2 - Commonly-used structural reliability models are reviewed, and the advantages and limitations of each method are discussed with the help of a practical example. A pressure vessel is designed against wind loading. This example is selected because the limit state equation is nonlinear and the wind speed has an extremely skewed distribution. Although the First-Order Second- Moment may be sufficient in many problems, the risk involved may still be unknown, even in a relative sense, unless the limit state equation is linear and all the variables are normal. In that sense, the Advanced Second-Moment method has several advantages. It yields probabilities of failure similar to the variance reduction techniques, at least for the pressure vessel example considered here. If simulation techniques are used to study a problem, some kind of variance reduction technique should be used for economic reasons. For the complicated example considered here, the Conditional Expectation plus Antithetic Variates variance reduction technique is found to be the most efficient. The Monte Carlo Simulation technique is modified to make the simulation more efficient.

AB - Commonly-used structural reliability models are reviewed, and the advantages and limitations of each method are discussed with the help of a practical example. A pressure vessel is designed against wind loading. This example is selected because the limit state equation is nonlinear and the wind speed has an extremely skewed distribution. Although the First-Order Second- Moment may be sufficient in many problems, the risk involved may still be unknown, even in a relative sense, unless the limit state equation is linear and all the variables are normal. In that sense, the Advanced Second-Moment method has several advantages. It yields probabilities of failure similar to the variance reduction techniques, at least for the pressure vessel example considered here. If simulation techniques are used to study a problem, some kind of variance reduction technique should be used for economic reasons. For the complicated example considered here, the Conditional Expectation plus Antithetic Variates variance reduction technique is found to be the most efficient. The Monte Carlo Simulation technique is modified to make the simulation more efficient.

UR - http://www.scopus.com/inward/record.url?scp=0021477106&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0021477106&partnerID=8YFLogxK

U2 - 10.1061/(ASCE)0733-9445(1984)110:8(1707)

DO - 10.1061/(ASCE)0733-9445(1984)110:8(1707)

M3 - Article

AN - SCOPUS:0021477106

VL - 110

SP - 1707

EP - 1724

JO - Journal of Structural Engineering

JF - Journal of Structural Engineering

SN - 0733-9445

IS - 8

ER -