Sensitivity Measures in Nested Reliability Analyses

Abstract

An introduction is given to the concept of nested reliability analyses in structural engineering. This concept is useful for the reliability assessment of structures subjected to time‐varying loading conditions. The application of the concept for fast integration of the failure probability for a structure during a reference period, such as the design lifetime of the structure, is demonstrated. A nested reliability analysis involves execution of conventional reliability analyses of components at two levels. A conditional short‐term analysis is carried out at an inner level, whereas an unconditional long‐term analysis is done at an outer level, dependent on the results of the inner‐level analysis. Based on the standard sensitivity measures that result from these two conventional reliability analyses of components, expressions for corresponding sensitivity measures in the nested reliability analysis are derived. Importance factors as well as parametric sensitivity factors are covered, and examples of applications are given.