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.
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. - PowerPoint PPT Presentation
Citation preview
Slide 1
Estimating probability of failureProbability 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.
1Limit state functionSimulation to predict the behavior of a
physical system often try to answer what is the probability of a
catastrophic event.We will use the term probability of
failure.Following the textbook by Choi, Grandhi, and Canfield (CGC)
we will denote the behavioral quantity that defines system failure
by S(X), where X is a random vector of uncertainties in the
simulation.The limit on S, or the resistance of the system is
denoted as R(X). The limit state function is g=R-S.Failure occurs
when g=R-S
