Reliability computation via a transformed mixed-degree cubature rule and maximum entropy

DOI10.1016/J.APM.2021.11.016MaRDI QIDQ2109771zbMATH OpenOpenAlexFDO

Authors Shuang He, Jun Xu, Yu Zhang

Publication date 21 December 2022

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2021.11.016

zbMATH Keywords

fractional exponential momentsKullback-Leibler divergencemaximum entropy methodmixed-degree cubature rulereliability analysisrotational transformation

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Reliability and life testing (62N05) Numerical quadrature and cubature formulas (65D32) Reliability, availability, maintenance, inspection in operations research (90B25) Measures of information, entropy (94A17)

Cites work

• A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
• A hybrid self-adaptive conjugate first order reliability method for robust structural reliability analysis
• A seventh-degree cubature Kalman filter
• An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments
• Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
• Hausdorff moment problem and fractional moments: a simplified procedure
• High-degree cubature Kalman filter
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• scientific article; zbMATH DE number 3716139 (Why is no real title available?)
• Improving point selection in cubature by a new discrepancy
• Maximum Entropy Density Estimation from Fractional Moments
• Moment information and entropy evaluation for probability densities
• Optimal predictive densities and fractional moments
• Square-root cubature-quadrature Kalman filter
• Two-dimensional distribution of streamwise velocity in open channel flow using maximum entropy principle: incorporation of additional constraints based on conservation laws

Cited in

(3)

• An advanced mixed-degree cubature formula for reliability analysis
• Optimal maximum entropy quantile function for fractional probability weighted moments and its applications in reliability analysis
• Output probability distribution estimation of stochastic static and dynamic systems using Laplace transform and maximum entropy

Describes a project that uses

Uses Software

• UQLab

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