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E ( g ( x1,..., xn )) g ( E ( X1),..., E ( X n ))
Standard deviation of g
g 2 2 g g
g2 ( ) 2 Xi X j
i 1,...,n xi i 1,..., n j i 1,..., n xi x j
X i
Reliability=1-failure probability
E( g)
safety index
g
Generic procedure for solving reliability
design problem
• Develop equation for performance function
• Develop method for calculating the reliability as a function
of the design variable(s). Since many iterations are
required in design we need an approximate method (e.g.
MVFOSM) for calculating reliability at this stage
• Find the optimum values of the design variable(s) so that
the requirement for acceptable reliability as well as other
requirements are satisfied
• Validate the final design, i.e. compute the reliability of the
final design using an accurate method (for example Monte-
Carlo simulation)
• Redesign the system if needed.
Example 1
• Tension element
• Given probability distribution of axial load,
ultimate strength and coefficient of
variation of diameter, find mean diameter of
element that has reliability 0.9999.
P
P d
Example 2: Design of I-beam
• Find web height of I-beam to meet given
reliability target
Example 3: Design-oriented analysis
of torsion bar of a truck
Suggested reading
• Frangopol, D, M., and Maute, K., “Reliability-
based Optimization of Civil and Aerospace
Structural Systems,” Engineering Design
Reliability Handbook, CRC press, 2004, p. 24-1.
• Mourelatos, Z., P., et al., “Probabilistic Analysis
and Design in Automotive Industry,” Engineering
Design Reliability Handbook, CRC press, 2004, p.
38-1.