Asymptotic Approximations for Multinormal Integrals
- 1 March 1984
- journal article
- Published by American Society of Civil Engineers (ASCE) in Journal of Engineering Mechanics
- Vol. 110 (3), 357-366
- https://doi.org/10.1061/(asce)0733-9399(1984)110:3(357)
Abstract
The problem of deriving approximations for multinormal integrals is examined using results of asymptotic analysis. The boundary of the integration domain given by is simplified by replacing by its Taylor expansion at the points on the boundary with minimal distance to the origin. Two approximations which are obtained by using a linear or quadratic Taylor expansion are compared. It is shown that, applying a quadratic Taylor expansion, an asymptotic approximation for multinormal integrals can be obtained, whereas using linear approximations large relative errors may occur.
Keywords
This publication has 6 references indexed in Scilit:
- First-order second-moment approximation in reliability of structural systems: Critical review and alternative approachStructural Safety, 1983
- Non-Normal Dependent Vectors in Structural SafetyJournal of the Engineering Mechanics Division, 1981
- Principle of Normal Tail ApproximationJournal of the Engineering Mechanics Division, 1981
- Quadratic Limit States in Structural ReliabilityJournal of the Engineering Mechanics Division, 1979
- Elementary Topics in Differential GeometryPublished by Springer Science and Business Media LLC ,1979
- Structural reliability under combined random load sequencesComputers & Structures, 1978