Application of Complex Variable Method for Sensitivity Analysis in RBDO Using First Order Methods

2005-01-0345

04/11/2005

Event
SAE 2005 World Congress & Exhibition
Authors Abstract
Content
The approximate reliability analysis methods require accurate sensitivity information. In spite of being exact, the analytical sensitivity analysis is not always feasible. The popular finite difference (FD) method for sensitivity analysis is step-size dependent. Moreover, the calculation of optimal step-size in FD increases computation cost. The complex variable method (CVM) for sensitivity analysis is virtually independent of step-size. Moreover, due to increased computing power, the ease with which calculations can be handled in complex domain makes this method more desirable. Here, CVM is coupled with the first order approximation methods, viz, Saddlepoint and Mean-Value Methods. Examples are presented to demonstrate the application of CVM in RBDO.
Meta TagsDetails
DOI
https://doi.org/10.4271/2005-01-0345
Pages
8
Citation
Wang, B., and Du, X., "Application of Complex Variable Method for Sensitivity Analysis in RBDO Using First Order Methods," SAE Technical Paper 2005-01-0345, 2005, https://doi.org/10.4271/2005-01-0345.
Additional Details
Publisher
Published
Apr 11, 2005
Product Code
2005-01-0345
Content Type
Technical Paper
Language
English