A SIMPLE APPROACH TO MULTINORMAL INTEGRATION WITH APPLICATIONS TO THESYSTEM RELIABILITY COMPUTATION

The paper presents an effective approximation for evalutating multinor mal integrals commonly encountered in system reliability computations. Conceptually, the method attempts to approximate a multinormal integr al by a product of one-dimensional normal integrals, which are easy to evaluate. Examples considered in the paper illustrate a remarkable ac curacy of the approximation in comparison with exact integration and s imulation solutions. Unlike other approximations, this method does not involve any iterative linearization, minimization or integration. Com putational simplicity with high accuracy is the major advantage of the proposed method, which also highlights its potential for estimating r eliability of structural systems.