ABSTRACT
In this paper, a new method-the cokriging method, which is an extension of kriging, is proposed to calculate the structural reliability. cokriging approximation incorporates secondary information such as the values of the gradients of the function being approximated. The authors describe two basic approaches to construct the cokriging model. The gradient information can be directly built into the cokriging formulation, which we called the direct cokriging method. Alternatively, the gradient information can be included in an augmented kriging model by adding new points to the sample database that are obtained using a linear Taylor series expansion about the points at which the gradients were computed, which we called the Database Augmentation or the indirect cokriging method. The authors use the indirect cokriging method, which can be divided mainly into three stages: First, a design of experiment method such as grid sample design can be selected to form the necessary experimental points. Secondly, the surrogate model of the limit state function has been constructed. And then, the structural reliability method-FORM has be chosen to find the design point corresponding to the reliability index, after the iterative process, the reliability results will be obtained.
