Reliability & Sensitivity¶
Central dispersion¶
Evaluate the mean of a random vector by simulations
Analyse the central tendency of a cantilever beam
Estimate moments from Taylor expansions
Reliability¶
Estimate a probability with Monte Carlo
Use a randomized QMC algorithm
Use the Adaptive Directional Stratification Algorithm
Use the post-analytical importance sampling algorithm
Use the Directional Sampling Algorithm
Specify a simulation algorithm
Estimate a flooding probability
Use the Importance Sampling algorithm
Estimate a probability with Monte-Carlo on axial stressed beam: a quick start guide to reliability
Exploitation of simulation algorithm results
Use the FORM algorithm in case of several design points
Non parametric Adaptive Importance Sampling (NAIS)
Use the FORM - SORM algorithms
Test the design point with the Strong Maximum Test
Time variant system reliability problem
Create unions or intersections of events
Axial stressed beam : comparing different methods to estimate a probability
An illustrated example of a FORM probability estimate
Cross Entropy Importance Sampling
Using the FORM - SORM algorithms on a nonlinear function
Reliability processes¶
Create an event based on a process
Estimate a process-based event probability
Estimate Sobol indices on a field to point function
Sensitivity analysis¶
Parallel coordinates graph as sensitivity tool
Estimate Sobol’ indices for a function with multivariate output
Sobol’ sensitivity indices from chaos
The HSIC sensitivity indices: the Ishigami model
Example of sensitivity analyses on the wing weight model
Design of experiments¶
Create a composite design of experiments
Create a Monte Carlo design of experiments
Probabilistic design of experiments
Create a random design of experiments
Create mixed deterministic and probabilistic designs of experiments
Create a design of experiments with discrete and continuous variables
Deterministic design of experiments
Create a deterministic design of experiments
Various design of experiments in OpenTURNS
Generate low discrepancy sequences
Optimize an LHS design of experiments
Merge nodes in Smolyak quadrature