XXI ICTAM, 15-21 August 2004, Warsaw, Poland EXTREME VALUE DISTRIBUTION AND RELIABILITY OF STOCHASTIC STRUCTURES

An original method to compute the extreme value distribution and dynamic reliability of stochastic structures is presented. A virtual stochastic process, related to the extreme value of the dynamic responses of stochastic structures, is constructed firstly, such that the extreme value is the sectioned random variable. A joint probability density equation is then deduced with the probability density evolution method (PDEM), which has been developed in the recent years and can give the instantaneous probability density function (PDF) of the dynamic responses, and numerically solved to give the PDF of the extreme value. The dynamic reliability is then easily computed by a simple integration over the safe domain. The comparison with the Monte Carlo simulation shows that the proposed method is of accuracy and efficiency.