RP25 analysis and 2D graphics

The objective of this example is to present problem 25 of the BBRC. We also present graphic elements for the visualization of the limit state surface in 2 dimensions.

import openturns as ot
import openturns.viewer as otv
import otbenchmark as otb
problem = otb.ReliabilityProblem25()
print(problem)
name = RP25
event = class=ThresholdEventImplementation antecedent=class=CompositeRandomVector function=class=Function name=Unnamed implementation=class=FunctionImplementation name=Unnamed description=[x1,x2,gsys] evaluationImplementation=class=SymbolicEvaluation name=Unnamed inputVariablesNames=[x1,x2] outputVariablesNames=[gsys] formulas=[var g1 := x1^2 -8 * x2 + 16;var g2 := -16 * x1 + x2 + 32;gsys := max(g1, g2)] gradientImplementation=class=SymbolicGradient name=Unnamed evaluation=class=SymbolicEvaluation name=Unnamed inputVariablesNames=[x1,x2] outputVariablesNames=[gsys] formulas=[var g1 := x1^2 -8 * x2 + 16;var g2 := -16 * x1 + x2 + 32;gsys := max(g1, g2)] hessianImplementation=class=SymbolicHessian name=Unnamed evaluation=class=SymbolicEvaluation name=Unnamed inputVariablesNames=[x1,x2] outputVariablesNames=[gsys] formulas=[var g1 := x1^2 -8 * x2 + 16;var g2 := -16 * x1 + x2 + 32;gsys := max(g1, g2)] antecedent=class=UsualRandomVector distribution=class=JointDistribution name=JointDistribution dimension=2 copula=class=IndependentCopula name=IndependentCopula dimension=2 marginal[0]=class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[0] sigma=class=Point name=Unnamed dimension=1 values=[1] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] marginal[1]=class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[0] sigma=class=Point name=Unnamed dimension=1 values=[1] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] operator=class=Less name=Unnamed threshold=0
probability = 4.148566293759747e-05
event = problem.getEvent()
g = event.getFunction()
problem.getProbability()
4.148566293759747e-05

Create the Monte-Carlo algorithm

algoProb = ot.ProbabilitySimulationAlgorithm(event)
algoProb.setMaximumOuterSampling(100000)
algoProb.setMaximumCoefficientOfVariation(0.01)
algoProb.run()

Get the results

resultAlgo = algoProb.getResult()
neval = g.getEvaluationCallsNumber()
print("Number of function calls = %d" % (neval))
pf = resultAlgo.getProbabilityEstimate()
print("Failure Probability = %.4f" % (pf))
level = 0.95
c95 = resultAlgo.getConfidenceLength(level)
pmin = pf - 0.5 * c95
pmax = pf + 0.5 * c95
print("%.1f %% confidence interval :[%.4f,%.4f] " % (level * 100, pmin, pmax))
Number of function calls = 100000
Failure Probability = 0.0001
95.0 % confidence interval :[0.0001,0.0002]

Compute the bounds of the domain

inputVector = event.getAntecedent()
distribution = inputVector.getDistribution()
X1 = distribution.getMarginal(0)
X2 = distribution.getMarginal(1)
alphaMin = 0.00001
alphaMax = 1 - alphaMin
lowerBound = ot.Point(
    [X1.computeQuantile(alphaMin)[0], X2.computeQuantile(alphaMin)[0]]
)
upperBound = ot.Point(
    [X1.computeQuantile(alphaMax)[0], X2.computeQuantile(alphaMax)[0]]
)
nbPoints = [100, 100]
figure = g.draw(lowerBound, upperBound, nbPoints)
figure.setTitle(" Iso-values of limit state function")
_ = otv.View(figure)
Iso-values of limit state function

Print the iso-values of the distribution

_ = otv.View(distribution.drawPDF())
X1 iso-PDF
sampleSize = 1000000
drawEvent = otb.DrawEvent(event)
cloud = drawEvent.drawSampleCrossCut(sampleSize)
_ = otv.View(cloud)
Points X s.t. g(X) < 0.0

Draw the limit state surface

bounds = ot.Interval(lowerBound, upperBound)
graph = drawEvent.drawLimitStateCrossCut(bounds)
graph.add(cloud)
_ = otv.View(graph)
Limit state surface
domain = drawEvent.fillEventCrossCut(bounds)
_ = otv.View(domain)
Domain where g(x) < 0.0
domain.add(cloud)
_ = otv.View(domain)
Domain where g(x) < 0.0
otv.View.ShowAll()

Total running time of the script: (0 minutes 29.541 seconds)