论文标题
环境轮廓的边际和总超出概率
Marginal and total exceedance probabilities of environmental contours
论文作者
论文摘要
已经提出了基于不同概率概念来定义环境轮廓的各种方法。在逆的一阶可靠性方法（IFORM）和直接采样（DS）方法中，轮廓是根据标准正常空间或原始参数空间中超平面界定的区域内定义的，对应于坐标系统旋转下的边际超出概率。相比之下，在标准正常空间或原始参数空间中定义了较新的反向二阶可靠性方法（ISORM）和最高密度（HD）轮廓，而关节密度函数的等值密度轮廓定义，其中定义超出等高线的位置。根据轮廓以外的总概率定义的轮廓比根据边缘超出概率定义的轮廓要保守得多。在这项工作中，我们研究了每个变量沿环境轮廓的最大值的边际超出概率与轮廓之外的总概率之间的关系。轮廓最大值的边缘超出概率可能是比轮廓的总超过概率低的数量级，随着变量的数量，差异增加。完整的摘要比Arxiv对1,920个字符的要求更长（请参阅PDF）。
Various methods have been proposed for defining an environmental contour, based on different concepts of exceedance probability. In the inverse first-order reliability method (IFORM) and the direct sampling (DS) method, contours are defined in terms of exceedances within a region bounded by a hyperplane in either standard normal space or the original parameter space, corresponding to marginal exceedance probabilities under rotations of the coordinate system. In contrast, the more recent inverse second-order reliability method (ISORM) and highest density (HD) contours are defined in terms of an isodensity contour of the joint density function in either standard normal space or the original parameter space, where an exceedance is defined to be anywhere outside the contour. Contours defined in terms of the total probability outside the contour are significantly more conservative than contours defined in terms of marginal exceedance probabilities. In this work we study the relationship between the marginal exceedance probability of the maximum value of each variable along an environmental contour and the total probability outside the contour. The marginal exceedance probability of the contour maximum can be orders of magnitude lower than the total exceedance probability of the contour, with the differences increasing with the number of variables. The full abstract is longer than arxiv's requirement of 1,920 characters (see PDF).
