Variance-based reliability sensitivity analysis and the FORM α-factors

Iason Papaioannou and Daniel Straub

Reliability Engineering and System Safety, 2021, vol. 210, issue C

Abstract: In reliability assessments, it is useful to compute importance measures that provide information on the influence of the input random variables on the probability of failure. Classical importance measures are the α-factors, which are obtained as a by-product of the first-order reliability method (FORM). These factors are the directional cosines of the most probable failure point in an underlying independent standard normal space. Alternatively, one might assess sensitivity by a variance decomposition of the indicator function, i.e., the function that indicates membership of the random variables to the failure domain. This paper discusses the relation of the latter variance-based sensitivity measures to the FORM α-factors and analytically shows that there exist one-to-one relationships between them for linear limit-state functions of normal random variables. We also demonstrate that these relationships enable a good approximation of variance-based sensitivities for general reliability problems. The derived relationships shed light on the behavior of first-order and total-effect indices of the failure event in engineering reliability problems.

Keywords: Reliability analysis; Sensitivity analysis; α-factors; FORM (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:210:y:2021:i:c:s0951832021000612

DOI: 10.1016/j.ress.2021.107496

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