Influence Research of Correlation of Random Variables on Structural Reliability
In this paper, the influence of correlation of variables on structural reliability is discussed. Using importance, condition and duality sampling techniques of Monte Carlo method, accepted accuracy can be obtained. For the limit state function, the correlation of random variables will influence structural reliability, and the influence can be described. For the case of positive correlation, reliability will increase as the the correlation coefficient raise. For the case of negative correlation, reliability will drop as the correlation coefficient raise. The level of influence depends on the slope of limit state equation in standardized coordinate. When k=1, the influence attains maximum intensity for both cases.
Chaohe Chen, Yong Huang and Guangfan Li
Y. F. Fang et al., "Influence Research of Correlation of Random Variables on Structural Reliability", Advanced Materials Research, Vols. 243-249, pp. 245-250, 2011