:orphan: .. _Reliability & Sensitivity: Reliability & Sensitivity ========================= .. raw:: html
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Central dispersion ------------------ .. raw:: html
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.. only:: html .. image:: /auto_reliability_sensitivity/central_dispersion/images/thumb/sphx_glr_plot_expectation_simulation_algorithm_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_central_dispersion_plot_expectation_simulation_algorithm.py` .. raw:: html
Evaluate the mean of a random vector by simulations
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.. only:: html .. image:: /auto_reliability_sensitivity/central_dispersion/images/thumb/sphx_glr_plot_central_tendency_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_central_dispersion_plot_central_tendency.py` .. raw:: html
Analyse the central tendency of a cantilever beam
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.. only:: html .. image:: /auto_reliability_sensitivity/central_dispersion/images/thumb/sphx_glr_plot_estimate_moments_taylor_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_central_dispersion_plot_estimate_moments_taylor.py` .. raw:: html
Estimate moments from Taylor expansions
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Reliability ----------- .. raw:: html
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_event_manipulation_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_event_manipulation.py` .. raw:: html
Simulate an Event
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_estimate_probability_monte_carlo_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_estimate_probability_monte_carlo.py` .. raw:: html
Estimate a probability with Monte Carlo
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_estimate_probability_randomized_qmc_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_estimate_probability_randomized_qmc.py` .. raw:: html
Use a randomized QMC algorithm
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_estimate_probability_adaptive_directional_sampling_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_estimate_probability_adaptive_directional_sampling.py` .. raw:: html
Use the Adaptive Directional Stratification Algorithm
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_post_analytical_importance_sampling_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_post_analytical_importance_sampling.py` .. raw:: html
Use the post-analytical importance sampling algorithm
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_estimate_probability_directional_sampling_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_estimate_probability_directional_sampling.py` .. raw:: html
Use the Directional Sampling Algorithm
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_probability_simulation_parametrization_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_probability_simulation_parametrization.py` .. raw:: html
Specify a simulation algorithm
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_flood_model_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_flood_model.py` .. raw:: html
Estimate a flooding probability
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_estimate_probability_importance_sampling_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_estimate_probability_importance_sampling.py` .. raw:: html
Use the Importance Sampling algorithm
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_create_threshold_event_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_create_threshold_event.py` .. raw:: html
Create a threshold event
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_axial_stressed_beam_quickstart_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_axial_stressed_beam_quickstart.py` .. raw:: html
Estimate a probability with Monte-Carlo on axial stressed beam: a quick start guide to reliability
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_probability_simulation_results_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_probability_simulation_results.py` .. raw:: html
Exploitation of simulation algorithm results
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_multi_form_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_multi_form.py` .. raw:: html
Use the FORM algorithm in case of several design points
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_nais_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_nais.py` .. raw:: html
Non parametric Adaptive Importance Sampling (NAIS)
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_subset_sampling_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_subset_sampling.py` .. raw:: html
Subset Sampling
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_estimate_probability_form_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_estimate_probability_form.py` .. raw:: html
Use the FORM - SORM algorithms
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_create_domain_event_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_create_domain_event.py` .. raw:: html
Create a domain event
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_strong_maximum_test_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_strong_maximum_test.py` .. raw:: html
Test the design point with the Strong Maximum Test
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_proba_system_event_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_proba_system_event.py` .. raw:: html
Time variant system reliability problem
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_event_system_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_event_system.py` .. raw:: html
Create unions or intersections of events
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_axial_stressed_beam_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_axial_stressed_beam.py` .. raw:: html
Axial stressed beam : comparing different methods to estimate a probability
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_form_explained_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_form_explained.py` .. raw:: html
An illustrated example of a FORM probability estimate
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_crossentropy_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_crossentropy.py` .. raw:: html
Cross Entropy Importance Sampling
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability/images/thumb/sphx_glr_plot_estimate_probability_form_oscillator_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_plot_estimate_probability_form_oscillator.py` .. raw:: html
Using the FORM - SORM algorithms on a nonlinear function
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Reliability processes --------------------- .. raw:: html
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability_processes/images/thumb/sphx_glr_plot_event_process_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_processes_plot_event_process.py` .. raw:: html
Create an event based on a process
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability_processes/images/thumb/sphx_glr_plot_estimate_probability_monte_carlo_process_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_processes_plot_estimate_probability_monte_carlo_process.py` .. raw:: html
Estimate a process-based event probability
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.. only:: html .. image:: /auto_reliability_sensitivity/reliability_processes/images/thumb/sphx_glr_plot_field_fca_sobol_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_reliability_processes_plot_field_fca_sobol.py` .. raw:: html
Estimate Sobol indices on a field to point function
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Sensitivity analysis -------------------- .. raw:: html
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.. only:: html .. image:: /auto_reliability_sensitivity/sensitivity_analysis/images/thumb/sphx_glr_plot_sensitivity_fast_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_sensitivity_analysis_plot_sensitivity_fast.py` .. raw:: html
FAST sensitivity indices
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.. only:: html .. image:: /auto_reliability_sensitivity/sensitivity_analysis/images/thumb/sphx_glr_plot_sensitivity_par_coo_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_sensitivity_analysis_plot_sensitivity_par_coo.py` .. raw:: html
Parallel coordinates graph as sensitivity tool
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.. only:: html .. image:: /auto_reliability_sensitivity/sensitivity_analysis/images/thumb/sphx_glr_plot_sensitivity_sobol_multivariate_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_sensitivity_analysis_plot_sensitivity_sobol_multivariate.py` .. raw:: html
Estimate Sobol' indices for a function with multivariate output
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.. only:: html .. image:: /auto_reliability_sensitivity/sensitivity_analysis/images/thumb/sphx_glr_plot_functional_chaos_sensitivity_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_sensitivity_analysis_plot_functional_chaos_sensitivity.py` .. raw:: html
Sobol' sensitivity indices from chaos
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.. only:: html .. image:: /auto_reliability_sensitivity/sensitivity_analysis/images/thumb/sphx_glr_plot_sensitivity_ancova_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_sensitivity_analysis_plot_sensitivity_ancova.py` .. raw:: html
Use the ANCOVA indices
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.. only:: html .. image:: /auto_reliability_sensitivity/sensitivity_analysis/images/thumb/sphx_glr_plot_sensitivity_sobol_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_sensitivity_analysis_plot_sensitivity_sobol.py` .. raw:: html
Estimate Sobol' indices for the Ishigami function by a sampling method: a quick start guide to sensitivity analysis
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.. only:: html .. image:: /auto_reliability_sensitivity/sensitivity_analysis/images/thumb/sphx_glr_plot_hsic_estimators_ishigami_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_sensitivity_analysis_plot_hsic_estimators_ishigami.py` .. raw:: html
The HSIC sensitivity indices: the Ishigami model
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.. only:: html .. image:: /auto_reliability_sensitivity/sensitivity_analysis/images/thumb/sphx_glr_plot_sensitivity_wingweight_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_sensitivity_analysis_plot_sensitivity_wingweight.py` .. raw:: html
Example of sensitivity analyses on the wing weight model
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Design of experiments --------------------- .. raw:: html
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_composite_experiment_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_composite_experiment.py` .. raw:: html
Create a composite design of experiments
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_monte_carlo_experiment_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_monte_carlo_experiment.py` .. raw:: html
Create a Monte Carlo design of experiments
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_probabilistic_design_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_probabilistic_design.py` .. raw:: html
Probabilistic design of experiments
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_gauss_product_experiment_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_gauss_product_experiment.py` .. raw:: html
Create a Gauss product design
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_create_random_doe_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_create_random_doe.py` .. raw:: html
Create a random design of experiments
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_mixed_design_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_mixed_design.py` .. raw:: html
Create mixed deterministic and probabilistic designs of experiments
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_design_of_experiment_continuous_discrete_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_design_of_experiment_continuous_discrete.py` .. raw:: html
Create a design of experiments with discrete and continuous variables
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_plot_design_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_plot_design.py` .. raw:: html
The PlotDesign method
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_deterministic_design_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_deterministic_design.py` .. raw:: html
Deterministic design of experiments
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_create_deterministic_doe_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_create_deterministic_doe.py` .. raw:: html
Create a deterministic design of experiments
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_smolyak_indices_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_smolyak_indices.py` .. raw:: html
Plot Smolyak multi-indices
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_design_of_experiments_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_design_of_experiments.py` .. raw:: html
Various design of experiments in OpenTURNS
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_low_discrepancy_sequence_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_low_discrepancy_sequence.py` .. raw:: html
Generate low discrepancy sequences
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_optimal_lhs_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_optimal_lhs.py` .. raw:: html
Optimize an LHS design of experiments
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_smolyak_experiment_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_smolyak_experiment.py` .. raw:: html
Plot the Smolyak quadrature
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_smolyak_merge_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_smolyak_merge.py` .. raw:: html
Merge nodes in Smolyak quadrature
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.. only:: html .. image:: /auto_reliability_sensitivity/design_of_experiments/images/thumb/sphx_glr_plot_smolyak_quadrature_thumb.png :alt: :ref:`sphx_glr_auto_reliability_sensitivity_design_of_experiments_plot_smolyak_quadrature.py` .. raw:: html
Use the Smolyak quadrature
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.. toctree:: :hidden: :includehidden: /auto_reliability_sensitivity/central_dispersion/index.rst /auto_reliability_sensitivity/reliability/index.rst /auto_reliability_sensitivity/reliability_processes/index.rst /auto_reliability_sensitivity/sensitivity_analysis/index.rst /auto_reliability_sensitivity/design_of_experiments/index.rst .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-gallery .. container:: sphx-glr-download sphx-glr-download-python :download:`Download all examples in Python source code: auto_reliability_sensitivity_python.zip ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download all examples in Jupyter notebooks: auto_reliability_sensitivity_jupyter.zip `