Estimating probability of failure. Probability of failure. The reliability index. Monte Carlo simulation. Uncertainty in Monte Carlo simulations. The uncertainty in the number of rare occurrence is the square root of the observed number. Limit state function.
Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.
a limit state function g(X):
sample X: [x1,x2,…,xn];
Calculate [g(x1),g(x2),…,g(xn)]; use to approximate statistics ofg.
x=rand(10); y=x.^2; %generates 10x10 random matrix
sumy =0.4017 0.5279 0.1367 0.3501 0.3072 0.3362 0.3855 0.3646 0.5033 0.2666
sum(sumy)/10 ans =0.3580
x=randn(1,1000); x1=0.5*(sign(x-1)+1); pf=sum(x1)/1000.; pf =0.1550