POINT-ESTIMATE METHOD AS NUMERICAL QUADRATURE | Semantic Scholar (2024)

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@article{Christian2001POINTESTIMATEMA, title={POINT-ESTIMATE METHOD AS NUMERICAL QUADRATURE}, author={J. T. Christian and Gregory B. Baecher}, journal={Journal of Geotechnical and Geoenvironmental Engineering}, year={2001}, volume={125}, pages={779-786}, url={https://api.semanticscholar.org/CorpusID:123521485}}
  • J. Christian, G. Baecher
  • Published 2001
  • Engineering, Mathematics
  • Journal of Geotechnical and Geoenvironmental Engineering

Rosenblueth's (1975) point-estimate method for approximating the low-order moments of functions of random variables is widely used in geotechnical reliability analyses. It is a special case of numerical quadrature based on orthogonal polynomials. For normal variables, it corresponds to Gauss-Hermite quadrature, but Rosenblueth's procedure automatically generates the weights and abscissas of Gauss-Legendre and Gauss-Laguerre quadrature as well. Despite beliefs to the contrary, the method is not…

107 Citations

Highly Influential Citations

7

Background Citations

17

Methods Citations

26

Results Citations

3

107 Citations

Point estimate methods based on Taylor Series Expansion – The perturbance moments method – A more coherent derivation of the second order statistical moment
    S. FranceschiniChristina W. TsaiM. Marani

    Engineering, Geology

  • 2012
  • 16
  • PDF
The point‐estimate method with large numbers of variables
    J. ChristianG. Baecher

    Engineering, Geology

  • 2002

Rosenbleuth's point‐estimate method has become widely used in geotechnical practice for reliability calculations. Although the point‐estimate method is a powerful and simple method for evaluating the

  • 80
  • Highly Influenced
Evaluation of Probabilistic Point Estimate Methods in Uncertainty Analysis for Environmental Engineering Applications
    Christina W. TsaiS. Franceschini

    Environmental Science, Engineering

  • 2005

It is concluded in this study that the modified RosenbLUeth method has a comparable performance to the Rosenblueth method and yet resolves the nonuniqueness problem in solutions.

  • 52
Quadratic Point Estimate Method for Probabilistic Moments Computation
    Minhyeok KoKonstantinos G. Papakonstantinou

    Mathematics, Computer Science

    ArXiv

  • 2024

This paper presents in detail the originally developed Quadratic Point Estimate Method (QPEM), aimed at efficiently and accurately computing the first four output moments of probabilistic

Reliability analyses of underground openings with the point estimate method
    G. F. Napa-GarcíaA. BeckT. Celestino

    Engineering, Geology

  • 2017
  • 26
Uncertainty Analysis of a Two-Dimensional Hydraulic Model
    Khalid OubennaceurK. ChokmaniM. NastevM. TanguyS. Raymond

    Engineering, Environmental Science

  • 2018

A reliability approach referred to as the point estimate method (PEM) is presented to assess the uncertainty of a two-dimensional hydraulic model. PEM is a special case of numerical quadrature based

Application of a Point Estimate Method for incorporating the epistemic uncertainty in the seismic assessment of a masonry building
    F. VaninK. Beyer

    Engineering

  • 2018

A simple logic tree approach, where a moment-matchin g technique is proposed to define the optimal sampling points a d combination weights to apply to its branches, and a novel application to structural e ngineering of a recently proposed Point Estimate Me thod (PEM), which aims at reducing the required number of simul ations further, is tested.

  • 1
  • PDF
An Advanced Point Estimate Method for Uncertainty and Sensitivity Analysis Using Nataf Transformation and Dimension-Reduction Integration
    Xiaohui YuD. Lu

    Engineering, Mathematics

  • 2015

This article presents an advanced point estimate method (APEM) with the purposes of estimating the moments of model outputs and identifying the sensitivities of inputs variables. The APEM consists of

  • 4
Probabilistic Critical Slip Surface for Earth Slopes Based on the First Order Reliability Method
    S. MetyaG. Bhattacharya

    Engineering, Environmental Science

    Indian Geotechnical Journal

  • 2013

The paper presents a computational procedure for reliability analysis of earth slopes in which the probabilistic critical slip surface is located using a mathematical programming formulation similar

  • 1
Probabilistic Critical Slip Surface for Earth Slopes Based on the First Order Reliability Method
    S. MetyaG. Bhattacharya

    Engineering, Environmental Science

  • 2014

The paper presents a computational procedure for reliability analysis of earth slopes in which the probabilistic critical slip surface is located using a mathematical programming formulation similar

  • 19

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22 References

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A number of approximate methods exist in the literature for estimating the statistical moments of a random function. The usual approach is based on Taylor series expansion about the mean values of

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Suppose one wants numerical estimates for the moments of the distribution of a response X which is a function of the statistically independent random variables yk , k = 1, 2, …, n, when the yk are

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The chief use of this table of the zeros and weight factors of the Hermite polynomials is in the calculation of integrals over the interval [— °°, °° ], when the integrand is either the product of

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Abstract In moment-based reliability analysis, the probability of failure is calculated from a probability distribution fitted to the first few calculated moments of a limit state function. The

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