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The new algorithm requires precomputation of some real coefficients that are combinations of multivariate integrals with special weights.
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By using the multivariate integral, we can also consider the multiple Genocchi numbers and polynomials.
involving Stieltjes integrals with positive measures ;, and.
The system failure probability in structural reliability analysis involves the computation of multivariate normal integrals.
This paper presents a new method developed for evaluating multivariate normal integrals defined for general system events including series, parallel, cut-set and link-set systems.
The accuracy and efficiency of the proposed method, and its applicability to various types and sizes of multivariate normal integrals are demonstrated by numerical examples.
In the context of first-order reliability analysis, the computation of multivariate normal integrals is a key step in the analysis of the system probability of failure.
The civil and structural engineering literature has seen the development of several approximation methods for the computation of multivariate normal integrals.
System reliability analysis often requires efficient and accurate evaluation of a multivariate normal integral.
The definition of the new index is based on the multivariate probability integral transformation (PIT), which can take into account both of the uncertainties and the correlations among multivariate output.
Since there are five crop choices involved, it will therefore mean that evaluation of the five-dimensional multivariate normal integral will be a difficult exercise.
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