31 views

Uploaded by Nabil Muhammad

mvfosm

- Bradley_EpistemicUncertaintiesNzPsha_BSSA_2012 (1).pdf
- Basic Stats
- Normal UMP
- Basic Geostatistics
- Research Design
- 1-s2.0-S0950423010000859-main
- validación_escala de empatia
- Effect of Motivation, Fatigue, Health and Work Stress when Night Overtime on Performance
- Channel Selection and Effective
- Module 37 Subscores II Item Removal Guidelines (Fe
- AJC JC 2 H2 Maths 2011 Mid Year Exam Question Paper 2
- Cm i Download
- Normal Distribution:Sampling
- 3 17 08 Whitehill
- 93 Jeong
- Job Design
- Bayesian Inference Data Evaluation and Decisions Second Edition
- -A Starting Point for Analyzing Basketball Statistics.pdf
- Altruism Adapted Self-Report Scale (Rushton) (All Youth)_0
- Do Older Programmers Perform as Well as Young Ones? Exploring the Intermediate e Ects of Stress and Programming Experience

You are on page 1of 5

The notes are revised without notice and they are provided as is without warranty of any kind.

You are encouraged to submit comments, suggestions, and questions to terje@civil.ubc.ca.

It is unnecessary to print these notes because they will remain available online.

Mean-value First-order

Second-moment Method

(MVFOSM)

Consider
a
situation
in
which
the
only
information
we
have
about
the
random

variables
is
their
second-moments,
i.e.,
means,
standard
deviations,
and
correlation

coefficients.
Under
these
circumstances,
analysis
of
functions
provides
the
mean
and

standard
deviation
of
the
limit-state
function,
i.e.,
g
and
g.
In
MVFOSM
these
two

values
are
used
to
construct
a
measure
of
the
reliability.
The
measure
is
called
the

reliability
index
and
serves
as
a
surrogate
for
the
failure
probability.

This
reliability
index
is
accurate
for
linear
limit-state
functions
but
it
suffers
from

the
so-called
invariance
problem
when
the
limit-state
function
is
nonlinear.
This
is

because
if
the
limit-state
function
is
linear
then
its
mean
and
standard
deviation
are

accurately
computed.
Conversely,
if
the
limit-state
function
is
nonlinear
then
first-

order
approximations
are
utilized.

Terje Haukaas

www.inrisk.ubc.ca

MVFOSM
reliability
method
is
so
named
for
three
reasons:
The
fact
that
the
second

moments
of
the
limit-state
function
are
obtained
by
a
Taylor
approximation
centred

at
the
Mean
Values
of
the
random
variables
provides
the
two
first
letters.
The
next

two
letters
indicate
that
the
Taylor
approximation
is
of
the
First
Order.
The
last
two

letters
state
that
only
Second
Moment
information
of
the
random
variables
is

considered.

In
MVFOSM
the
reliability
index
is
defined
as
the
ratio
of
the
mean
to
the
standard

deviation
of
the
limit-state
function:

!=

g

"g

(1)

the PDF of the limit-state function. Unless g is a linear function of normal random

variables, or some other simple case, this PDF cannot be established analytically.

Nevertheless, this is a pedagogically useful thought-construct. Obviously, the PDF of

g has mean g and standard deviation g. Furthermore, g=0 separates the failure

outcomes from the safe outcomes. By multiplying Eq. (1) by g it becomes clear that

is the number of standard deviations from the mean to the failure region. The

more standard deviations the failure domain is away from the mean the safer. In

other words, the higher reliability index the smaller is the failure probability.

Conversely, small values of the reliability index indicate that the failure domain is

closer to the mean, which implies a higher failure probability. In addition to this

explanation, a geometric interpretation of in the space of random variables, which

will be useful in the derivation of other reliability methods, is presented later in this

document.

Invariance Problem

Formulas
for
the
computation
of
g
and
g
are
known
from
the
analysis
of
functions.

If
the
limit-station
function
is
linear
then
g
and
g
are
exact.
If
it
is
nonlinear
then

first-order
approximations
are
available:

g ! g(M X )

(2)

(3)

It
is
the
potential
inaccuracy
in
these
two
equations
that
gives
rise
to
the
invariance

problem
of
the
MVFOSM
method.
It
is
called
the
invariance
problem
because
the

MVFOSM
may
provide
different
results
for
equivalent
limit-state
functions.
Two

limit-state
functions
are
equivalent
if
they
share
the
surface
g=0
in
the
space
of

random
variables.
Consider
the
basic
reliability
problem
as
an
example.
For
the

limit-state
function
g=R-S
the
MVFOSM
reliability
index
is

MVFOSM

Page 2

Terje Haukaas

!=

g

"g

www.inrisk.ubc.ca

R # S

" R2 # 2 $ RS" R" S + " S2

(4)

!=

g

"g

ln ( R S )

(5)

In
general,
Eqs.
(4)
and
(5)
yield
different
results.
For
example,
for

R=30, S=20, R=5, S=10,
and RS=0.5
Eq.
(4)
yields
=1.15
while
Eq.
(5)
yields

=0.92.
This
exemplifies
the
invariance
problem.
The
root
of
the
problem
is
that
the

linearization
of
the
limit-state
function
is
made
at
the
mean.
For
a
nonlinear
limit-

state
functions
this
implies
that
the
limit-state
surface,
i.e.,
g=0,
is
different
for
the

linearized
function
and
the
actual
function.
It
would
be
better
to
carry
out
the

linearization
somewhere
at
the
limit-state
surface
g=0,
which
is
shared
by
all

equivalent
limit-state
functions.
This
solution
gives
rise
to
FORM
and
SORM,
which

are
described
in
other
documents.

To
better
understand
the
reliability
index
and
to
assist
the
development
of
FORM,
a

geometric
interpretation
of
the
second-moment
reliability
index
is
made.
First

consider
a
linear
limit-state
function
of
the
form

g(X) = a + bT X

(6)

Furthermore,
transform
the
function
into
the
space
of
standard
variables,
i.e.,

transform
X
into
a
vector
of
variables
with
zero
means
and
unit
covariance
matrix:

X = M X + D X LY

(7)

Substitution
of
Eq.
(7)
into
Eq.
(6)
and
naming
the
limit-state
function
in
the

standard
space
G
yields

G(Y) = a + bT M X + bT D X LY

= c + dT Y

(8)

where
c
and
d
have
been
defined.
Now
carry
out
MVFOSM
with
this
limit-state

function:

!=

G

c

c

=

=

"G

d

dT d

(9)

Compare
this
result
with
the
geometry
formula
for
the
distance
from
a
point
to
a

plane.
Indeed,
the
distance
from
Y=0
(the
origin
in
the
Y-space)
to
the
limit-state

plane
G(Y)=0
is:

MVFOSM

Page 3

Terje Haukaas

!=

www.inrisk.ubc.ca

G(0)

c

=

"G

d

(10)

We
conclude
that
the
reliability
index
is
the
distance
from
the
origin
to
the
limit-

state
surface
in
the
space
of
standardized
random
variables.
This
shows
an

important
appeal
of
the
standard
space:
distances
can
be
measured.
Conversely,
the

original
random
variables
usually
have
a
variety
of
units
and
a
distance
in
that
space

is
not
a
meaningful
concept.

The
MVFOSM
method
yields
a
reliability
index,
but
it
does
not
provide
a
failure

probability.
This
changes
in
the
special
case
where
the
limit-state
function
is
linear

and
the
random
variables
are
normally
distributed.
In
this
case,
the
probability

distribution
of
the
limit-state
function
is
also
normal.
Furthermore,
the
second-

moment
analysis
yields
the
precise
mean,
g,
and
standard
deviation,
g.

Consequently,
the
standard
normal
CDF
is
employed
to
obtain
the
failure

probability:

% 0 # g (

p f = P(g ! 0) = " '

* = "(# + )

& $g )

(11)

Importance Vector

valuable insight. The most important random variables should be subjected to

particular scrutiny, while unimportant random variables may be omitted from the

analysis. An importance vector from MVFOSM, i.e., a vector with components that

measure the relative importance the corresponding random variable is derived by

considering the linearized limit-state function at the mean point:

(12)

2

(13)

i=1 j=1

j'i

2

contribution of random variable xi to the total variance is ( !gi " # i ) . For this reason,

the following vector is considered an importance vector in MVFOSM:

MVFOSM

! = "gT D

(14)

Page 4

Terje Haukaas

www.inrisk.ubc.ca

corresponding random variable xi. Furthermore, the sign of i indicates whether the

random variable is a resistance or load variable, i.e., whether an increase in the

realization of the random variable yields a larger or smaller reliability index,

respectively.

MVFOSM

Page 5

- Bradley_EpistemicUncertaintiesNzPsha_BSSA_2012 (1).pdfUploaded byShivu Patil
- Basic StatsUploaded bysomnath3028
- Normal UMPUploaded byAnonymous JSHUTp
- Basic GeostatisticsUploaded byDronYA
- Research DesignUploaded bykashsamy
- 1-s2.0-S0950423010000859-mainUploaded byResa Henry
- validación_escala de empatiaUploaded byNidia Montoya
- Effect of Motivation, Fatigue, Health and Work Stress when Night Overtime on PerformanceUploaded byInternational Journal of Innovative Science and Research Technology
- Channel Selection and EffectiveUploaded byGoutham Srinivasan
- Module 37 Subscores II Item Removal Guidelines (FeUploaded byJim Bob
- AJC JC 2 H2 Maths 2011 Mid Year Exam Question Paper 2Uploaded byjimmytanlimlong
- Cm i DownloadUploaded bypsm1963
- Normal Distribution:SamplingUploaded byrogerrabbit12
- 3 17 08 WhitehillUploaded byAfifah Solehah Hamdan
- 93 JeongUploaded byNarender Bodige
- Job DesignUploaded bydragon2good
- Bayesian Inference Data Evaluation and Decisions Second EditionUploaded byCavallo Codardo
- -A Starting Point for Analyzing Basketball Statistics.pdfUploaded byNoah Zucker
- Altruism Adapted Self-Report Scale (Rushton) (All Youth)_0Uploaded byNazara Aulia
- Do Older Programmers Perform as Well as Young Ones? Exploring the Intermediate e Ects of Stress and Programming ExperienceUploaded byJexia
- The Development of a Test to Measure the Intensity of ValuesUploaded byCarlos Rivera
- A New Antecedent of Career Commitment- Work to Family Positive EnhancementUploaded byabduh889
- CHAPTER IVeeeUploaded byapi-19634465
- Assessment- An Employers Guide to Good PracticesUploaded byNinoy C Carranza
- Part 2 Basics of Statistical Physics1Uploaded byOmegaUser
- Revision ExercisesUploaded byনীল জোছনা
- Com 170 NotesUploaded byBenjamin Fassett
- The Nature, Description, And Classification of SedimentsUploaded byMatsurika Nee Chan
- Analysis of a Phone Bill Using StatisticsUploaded byJuan
- OUT PUT.docx Uji ValidUploaded bymutia

- hari 9Uploaded byNabil Muhammad
- hari 5Uploaded byNabil Muhammad
- victusUploaded byNabil Muhammad
- Method of Victus 2Uploaded byNabil Muhammad
- hari 4Uploaded byNabil Muhammad
- Victus VIIUploaded byNabil Muhammad
- Requirements AUploaded byNabil Muhammad
- VICTUS IUploaded byNabil Muhammad
- 123Uploaded byNabil Muhammad
- Method of VictusUploaded byNabil Muhammad
- hari 7Uploaded byNabil Muhammad
- rimldaUploaded byNabil Muhammad
- tesesUploaded byNabil Muhammad
- RequirementsUploaded byNabil Muhammad
- hari 6Uploaded byNabil Muhammad
- Trans Miss IbilityUploaded byNabil Muhammad
- hari 2Uploaded byNabil Muhammad
- Chronic StressUploaded byNabil Muhammad
- Vrouwenvelder 2014 ReliabilityUploaded byNabil Muhammad
- Column bucklingUploaded byCinitha A
- SI 3213 Dinamika Struktur Tugas 12 OkUploaded byNabil Muhammad
- PDF (Published Version)Uploaded byNabil Muhammad
- SI 2201 Metode NumerikUploaded byNabil Muhammad
- ResonansiUploaded byNabil Muhammad
- MVFOSMUploaded byNabil Muhammad
- hari 1Uploaded byNabil Muhammad
- Resistance vs. Load Reliability AnalysisUploaded byNabil Muhammad
- HariUploaded byNabil Muhammad
- hari 3Uploaded byNabil Muhammad
- Topic07-ConceptsofEarthquakeEngineeringNotesUploaded byNabil Muhammad

- NEET AIPMT Gravitation Sample Paper 02Uploaded byramchandra
- analqs_ch2Uploaded byJuan Torre Miguel
- Computational Modeling of Genetic and Biochemical NetworksUploaded byMarcus Braga
- Assignment MpUploaded byraja
- ch1-chap1v2pres-mj3mUploaded byDanOtah
- 4Uploaded bymifcom
- Solution Manual Digital Control and State Variable MethodsUploaded byAkshat Gupta
- APV.pdfUploaded bySam Sep A Sixtyone
- Probabilistic ExpectationUploaded byJoseMiguelLeon
- Analog Dialog Vol40n1[1]Uploaded bysambala4444
- Brain Fuck - Programming LanguageUploaded byRodrigo González
- eportfolio entry for unit3Uploaded byapi-256724840
- S. R Filonovich-The greatest speed (Science for everyone) -Mir Publishers (1986).pdfUploaded byMLalli5340
- Project Quality ManagementUploaded byalmogammar
- Forex Report - Predicting Price MovementUploaded bymohora
- Equation of MotionUploaded byPatiwat Atayagul
- Exercise4.pdfUploaded bySelva Ganapathy
- fallaciesUploaded byVanshaj Maini
- Revathy Et Al._3D Neuron Nagumo ModelUploaded byVarun Ravikumar
- chap4_01.pdfUploaded byRob-Joke
- unit-1.pptUploaded byAbhishek Bose
- The Frenkel-Kontorova Model_ IntroductionUploaded byreal thinker
- Final Project t CadUploaded byChaitanya Nitta
- Ejemplo Modelacion AermodUploaded byrapinceles
- 9700_s12_gtUploaded byBilal Ayub
- UnfoldingUploaded byhshhe
- Efficient Seed and K Value Selection in K-Means Clustering Using Relative Weight and New Distance MetricUploaded byInternational Journal of Innovative Science and Research Technology
- Creating a Hull Lines Plan With RhinoUploaded byNadia Ordoñez
- mechsyllabus karunyaUploaded bybalakalees
- Experiment 5 Center of PressureUploaded bysakura9999