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One Dimension with Multi MPP Problem

Table of Contents

  1. Description

  2. Limit State Function

  3. Random Variable

  4. Analysis

  5. Results


 

Description:

This is an a multi MPPs for a given value of g(x) which has only one random variable. The g(x) is bounded in the range of (0, 1). The result of one random variable problem by the First-Order Reliability Method (FORM) is exact solution. UNIPASS has capability to solve one random variable with multi MPP problem by FORM.  Users can use this capability to obtain the PDF/CDF of any desired variable  which is derived from a random variable with then given statistical information.

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Limit-State Function:

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Random Variable:

X: N(0,0.01)

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Analysis:

Perform PDF/CDF analysis with with the range of Pf = (0.001, 0.999) with minimum of 5 points on the curve by FORM and Monte Carlo Simulation Method

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Results:

FORM with Modified U Based X Linearized MPPL Method

***** SUMMARY OF CDF ANALYSIS *****

First-Order CDF of Limit-State Function 1 

Number of points in each CDF curve: 8

1st-order b

1st-order Pf

G-Value = g(x)-g_init

3.0902340E+00

9.9999419E-04

6.0683508E-02

1.0835546E+00

1.3928117E-01

1.3891935E-01

3.6821173E-01

3.5635768E-01

2.1715518E-01

-1.9670577E-02

5.0784692E-01

2.9539102E-01

-6.7027883E-01

7.4865997E-01

5.3009853E-01

-1.1119938E+00

8.6692960E-01

7.6480605E-01

-1.3722063E+00

9.1500039E-01

8.8215980E-01

-3.0902340E+00

9.9900001E-01

9.9951356E-01

CDF of g by FORM:

cdf.jpg (37391 bytes)

 ***** SUMMARY OF PDF ANALYSIS *****

First-Order PDF of Limit-State Function 1

1st-order b

1st-order Pf

G-Value = g(x)-g_init

-4.2937854E-05

1.4457447E-07

6.0683508E-02

-1.2604135E+01

2.7955831E+00

1.3891935E-01

-6.5560850E+00

2.4440711E+00

2.1715518E-01

-3.9136221E+00

1.5610073E+00

2.9539102E-01

-2.1482723E+00

6.8460610E-01

5.3009853E-01

-1.3504189E+00

2.9031485E-01

7.6480605E-01

-4.9578016E+00

7.7147441E-01

8.8215980E-01

-9.8489182E-07

3.3161930E-09

9.9951356E-01

PDF of g by FORM:

pdf.jpg (31596 bytes)


No. of g-functions called  = 240

No. of derivatives of g called  = 3


 

Monte Carlo Simulation

***** SUMMARY OF PDF/CDF RESULTS BY SIMULATION *****

Based on 50000 Monte Carlo simulations, Limit-State Function: 1 

Number of points in each curve: 31

g(x)-g_init

PDF of g(x)-g_init

CDF of g(x)-g_init

4.4624864E-02

2.5957870E-03

3.9999200E-05

6.7847510E-02

5.7366894E-01

8.9198216E-03

1.0075804E-01

2.3777409E+00

5.4398912E-02

1.3366857E-01

3.1772433E+00

1.3999720E-01

1.6657909E-01

3.0565392E+00

2.3605528E-01

1.9948962E-01

2.5938402E+00

3.2312354E-01

2.3240015E-01

2.3238784E+00

3.9890202E-01

2.6531068E-01

1.9961602E+00

4.6547069E-01

2.9822121E-01

1.6450800E+00

5.2157957E-01

3.3113173E-01

1.3757671E+00

5.6812864E-01

3.6404226E-01

1.2271583E+00

6.0823784E-01

3.9695279E-01

1.0525916E+00

6.4336713E-01

4.2986332E-01

9.0073810E-01

6.7346653E-01

4.6277385E-01

8.3194975E-01

7.0016600E-01

4.9568437E-01

7.7029981E-01

7.2485550E-01

5.2859490E-01

6.8983041E-01

7.4735505E-01

5.6150543E-01

6.1649942E-01

7.6748465E-01

5.9441596E-01

5.8080735E-01

7.8593428E-01

6.2732649E-01

5.2824266E-01

8.0302394E-01

6.6023701E-01

5.2370004E-01

8.1923362E-01

6.9314754E-01

4.7697587E-01

8.3465331E-01

7.2605807E-01

4.5945431E-01

8.4908302E-01

7.5896860E-01

4.3414538E-01

8.6285274E-01

7.9187913E-01

4.4128380E-01

8.7634247E-01

8.2478966E-01

4.2700697E-01

8.8972221E-01

8.5770018E-01

4.4063485E-01

9.0309194E-01

8.9061071E-01

4.7178430E-01

1715166E-01

9.2352124E-01

5.7237104E-01

9.3324134E-01

9.5643177E-01

6.6062780E-01

9.5224096E-01

9.8934230E-01

1.2193710E+00

9.8121038E-01

1.0000000E+00

1.2193710E+00

1.0000000E+00

CDF of g by Monte Carlo Simulation:

cdf_monte.jpg (38047 bytes)

PDF of g by Monte Carlo Simulation:

pdf_monte.jpg (33137 bytes)


No. of g-functions called  = 50000 

No. of derivatives of g called  = 0


Note: The results from Monte Carlo simulation method verify the result from FORM.

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Last Updated 02/08/10

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