Extreme Value Distribution Based Method with Quasi-symmetric Point Strategy for Dynamic Reliability Assessment

摘要

The probability density evolution method (PDEM) is proved to be an effective method for dynamic reliability assessment. However, the accuracy and computational efficiency of the evaluation depend on strategy of selecting discrete representative points in random variables space. No strategies that can achieve fair balance between accuracy and efficiency in very high dimension have been developed as yet. The quasi-symmetric point strategy which has been employed successfully in high-dimensional integration is proposed as the strategy of selecting representative points. Construction of the points and corresponding assigned probabilities are outlined. The results from numerical example indicate that the proposed strategy is effective for dynamic reliability assessment involving high-dimensional normally distributed random variables.