Stochastic response surface method for reliability problems involving correlated multivariates with non-Gaussian dependence structure: Analysis under incomplete probability information

Abstract This paper aims to provide a stochastic response surface method (SRSM) that can consider non-Gaussian dependent random variables under incomplete probability information. The Rosenblatt transformation is adopted to map the random variables from the original space into the mutually independent standard normal space for the stochastic surrogate model development. The multivariate joint distribution is reconstructed by the pair-copula decomposition approach, in which the pair-copula parameters are retrieved from the incomplete probability information. The proposed method is illustrated in a tunnel excavation example. Three different dependence structures characterized by normal copulas, Frank copulas, and hybrid copulas are respectively investigated to demonstrate the effect of dependence structure on the reliability results. The results show that the widely used Nataf transformation is actually a special case of the proposed method if all pair-copulas are normal copulas. The effect of conditioning order is also examined. This study provides a new insight into the SRSM-based reliability analysis from the copula viewpoint and extends the application of SRSM under incomplete probability information.

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