Article | REF: BM5004 V2

Probabilistic design approach. Uncertainty quantification and approximation methods

Author: Maurice LEMAIRE

Publication date: April 10, 2014

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2. Approximation methods and mechano-fiabilistic coupling

This paragraph now deals with any limit state of any random variables. {X } is the vector of random variables and G ({X }) is the performance function.

2.1 Isoprobabilistic transformations

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2.1.1 Rosenblatt transformation

  • Independent variables

    When the variables are independent, the general form of the isoprobabilistic transformation

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Approximation methods and mechano-fiabilistic coupling