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Risk and Reliability Analysis: Theory and Applications pp 99–108Cite as

An Intuitive Basis of the Probability Density Evolution Method (PDEM) for Stochastic Dynamics

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Part of the book series: Springer Series in Reliability Engineering ((RELIABILITY))

Abstract

The recently developed Probability Density Evolution Method (PDEM) is described in intuitive terms in order to permit a better understanding and wider application of the PDEM in practical engineering problems, particularly for assessing the risk and reliability of large and complex engineering systems. In implementation, the PDEM is similar, in a limited sense, to the basic Monte Carlo simulation (MCS) in that it also requires deterministic response solutions of a system. However, in principle and in theory it is very different from the MCS. The practical effectiveness of the PDEM is emphasized and illustrated.

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References

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Acknowledgements

The assistance of Dr. Qingxia Yue and Dr. Wenliang Fan in the preparation of this paper are highly appreciated. Dr. Fan provided the details of Example 1 and various PDFs fitting the respective PDFs of the calculated Z max .

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Authors and Affiliations

  1. University of California, Irvine, USA

    Alfredo H.-S. Ang

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  1. Alfredo H.-S. Ang
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Correspondence to Alfredo H.-S. Ang .

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Editors and Affiliations

  1. Civil and Environmental Engineering, 3118 Newmark Civil Engineering Laboratory, University of Illinois at Urbana-Champaign, Urbana, Illinois, USA

    Paolo Gardoni

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Ang, A.HS. (2017). An Intuitive Basis of the Probability Density Evolution Method (PDEM) for Stochastic Dynamics. In: Gardoni, P. (eds) Risk and Reliability Analysis: Theory and Applications. Springer Series in Reliability Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-52425-2_5

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  • DOI: https://doi.org/10.1007/978-3-319-52425-2_5

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-52424-5

  • Online ISBN: 978-3-319-52425-2

  • eBook Packages: EngineeringEngineering (R0)

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