Q. Xiao et S. Mahadevan, 2ND-ORDER UPPER-BOUNDS ON PROBABILITY OF INTERSECTION OF FAILURE EVENTS, Journal of engineering mechanics, 120(3), 1994, pp. 670-674
The estimation of structural-system reliability often requires the com
putation of the intersection probability of multiple-failure events. B
ounds on this joint probability may be less time-consuming to compute
and have adequate accuracy for some practical problems compared with a
pproximate numerical solutions. This technical note compares the accur
acy among different second-order upper bounds on the probability of in
tersection of multiple-failure events. An upper bound has been derived
in the literature from the Ditlevsen lower bound on the probability o
f union of multiple-failure events; the equivalence of its different e
xpressions commonly used in literature is explained, and its accuracy
is numerically investigated and compared with other possible second-or
der upper bounds. The accuracy of this upper bound reduces to the join
t failure probability of the two least probable events for practical p
roblems. The different bounds are ranked in terms of computational eff
ort and accuracy.