Reliability & Sensitivity¶
Central dispersion¶
Evaluate the mean of a random vector by simulations
Reliability¶

Use the Adaptive Directional Stratification Algorithm

Use the post-analytical importance sampling algorithm
Estimate a probability with Monte-Carlo on axial stressed beam: a quick start guide to reliability
Use the FORM algorithm in case of several design points
Non parametric Adaptive Importance Sampling (NAIS)

Test the design point with the Strong Maximum Test
Axial stressed beam : comparing different methods to estimate a probability
An illustrated example of a FORM probability estimate
Using the FORM - SORM algorithms on a nonlinear function
Reliability processes¶
Estimate Sobol indices on a field to point function
Sensitivity analysis¶
Sobol’ sensitivity indices using rank-based algorithm
Estimate Sobol’ indices for the beam by simulation algorithm
Estimate Sobol’ indices for a function with multivariate output
Example of sensitivity analyses on the wing weight model
Design of experiments¶
Create mixed deterministic and probabilistic designs of experiments
Create a design of experiments with discrete and continuous variables