Efficient algorithms for use in probabilistic finite element analysis

This paper investigates the use of Fast Probability Integration (FPI) algorithms in a Finite Element environment. A method allowing the representation of correlated fields in terms of a vector of uncorrelated transformed variables, based on the spectral decomposition of the variance-covariance matrix is developed. The response of the deterministic model corresponding to selected perturbations of these uncorrelated variables is then obtained via a Newton-type iterative scheme. The results of the perturbed problems are used to construct a local representation of the model's behavior in the neighborhood of the deterministic state, which the FPI algorithm will use to estimate the reliability of the system. Although the proposed strategy has thus far only been applied to linear elastostatics, the extension of the method to a broader class of problems appears to be feasible.