Chapter 4

STOCHASTIC FINITE
ELEMENT METHOD:
Response Statistics

4.1 Reliability Theory Background

An important objective of a stochastic finite element analysis of an
engineering system should be the determination of a set of design
criteria which can be implemented in a probabilistic context. In other
words, it is important that any method that is used for the numerical
treatment of stochastic systems be compatible with some rationale
that permits a reliability analysis. Traditionally, this problem has
been addressed by relying on the second order statistical moments
of the response process. These moments offer useful statistical in-
formation regarding the response of the system and equations will
be developed in an ensuing section for their determination. How-
ever, second order moments do not suffice for a complete reliability
analysis. For this, higher order moments and related information are
required. In this context, the response of any system to a certain
excitation may be viewed as a point in the space defined by the
parameters describing the system. In other words, for every set of
such parameters, the response is uniquely determined as a function
of the independent variables. When these parameters are regarded
as random variables, the response function may be described as a
point in the space spanned by these variables, defining a surface that

R. G. Ghanem et al., Stochastic Finite Elements: A Spectral Approach

© Springer-Verlag New York Inc. 1991
102 CHAPTER 4. SFEM: RESPONSE STATISTICS

corresponds to all the possible realizations of the random parameters.

The case where the parameters are modeled as random processes
may be reduced, as discussed in Chapter II, to the case of random
variables. For the safe operation of a given system, it is usually
required that the response, or some measure of it, be confined to a
certain region in this space, termed the safe region. Formally, this
condition can be expressed as

(4.1)

where
(4.2)

is the equation of the failure surface in the e-space. Of special

interest in reliability assessment is the failure probability, Pj. That
is, the probability that equation (4.1) is not satisfied. This equals
the volume, with respect to some probability measure, of the region
in the e-space over which (4.1) is not satisfied. That is,

(4.3)

where le(e) is the joint probability distribution of {6, ""~r}' The

difficulty in using equation (4.3) in engineering practice is obvious.
Specifically, the domain of integration is rarely available in an analyt-
ical form. Further, the dimension of the ~-space is usually quite large,
to the extent that the requisite integration can seldom be carried out
either analytically or numerically (Schueller and Stix, 1987). Finally,
realizations of the set {~i} are often scarce and do not permit infer-
ence about their joint distribution beyond their joint second order
moments. Grigoriu et.al (1979) have suggested treating the selection
of this joint distribution as a problem of decision theory and proposed
a number of optimality criteria to resolve this issue. The problem
remains, however, of efficiently implementing these distributions into
numerical algorithms. This is a matter that persistently poses severe
limitations on the amount of usable probabilistic information.
Given these computational and theoretical difficulties, it became
desirable to introduce a standard measure for reliability analysis.
Such a measure would be based on readily available second moment