SORM¶
The Second Order Reliability Method is used in the same context as the
First Order Reliability: refer to for further details. The objective of
SORM is to evaluate the probability content of the event
:
(1)¶
(2)¶
where
is the density function of the distribution in the standard space : that distribution is spherical (invariant by rotation by definition). That property implies that
is a function of
only. Furthermore, we suppose that outside the sphere which tangents the limit state surface in the standard space,
is decreasing.
Breitung’s formula is an asymptotic results: the usual formula used in the normal standard space, has been generalized in [lebrun2009b] to standard spaces where the distribution is spherical, with
the marginal cumulative density function of the spherical distributions in the standard space:
(3)¶
where is the cumulative distribution function of the
standard 1D normal distribution.
Hohenbichler’s formula is an approximation of (3):
(4)¶
This formula is valid only in the normal standard space and if
.
- Tvedt’s formula (Tvedt, 1988):
(5)¶
where
is the real part of the complex number
and
the complex number such that
and
the cumulative distribution function of the standard 1D normal distribution. This formula is valid only in the normal standard space and if
and
.