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Dakota
Version 6.2
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Base class for POF Dart methods within DAKOTA/UQ. More...
Public Member Functions | |
NonDPOFDarts (ProblemDescDB &problem_db, Model &model) | |
constructor | |
~NonDPOFDarts () | |
destructor | |
void | quantify_uncertainty () |
perform POFDart analysis and return probability of failure | |
Protected Member Functions | |
void | initiate_random_number_generator (unsigned long x) |
POF Darts Methods ///////////////////////////////////////////////////////////////////////////////////////. | |
double | generate_a_random_number () |
void | init_pof_darts () |
void | exit_pof_darts () |
void | execute (size_t kd) |
void | print_results (std::ostream &s) |
print the final statistics | |
void | classical_dart_throwing_games (size_t game_index) |
void | line_dart_throwing_games (size_t game_index) |
bool | valid_dart (double *x) |
bool | valid_line_flat (size_t flat_dim, double *flat_dart) |
void | add_point (double *x) |
void | compute_response (double *x) |
void | retrieve_neighbors (size_t ipoint, bool update_point_neighbors) |
void | update_global_L () |
void | assign_sphere_radius_POF (size_t isample) |
void | shrink_big_spheres () |
double | area_triangle (double x1, double y1, double x2, double y2, double x3, double y3) |
void | initialize_surrogates () |
void | add_surrogate_data (const Variables &vars, const Response &resp) |
void | build_surrogate () |
double | eval_surrogate (size_t fn_index, double *vin) |
void | estimate_pof_surrogate () |
bool | trim_line_using_Hyperplane (size_t num_dim, double *st, double *end, double *qH, double *nH) |
double | f_true (double *x) |
void | plot_vertices_2d (bool plot_true_function, bool plot_suurogate) |
void | plot_neighbors () |
Protected Attributes | |
int | samples |
int | seed |
int | emulatorSamples |
String | lipschitzType |
double | Q [1220] |
int | indx |
double | cc |
double | c |
double | zc |
double | zx |
double | zy |
size_t | qlen |
bool | _eval_error |
size_t | _n_dim |
double * | _xmin |
double * | _xmax |
double | _diag |
double | _failure_threshold |
double | _num_darts |
double | _num_successive_misses_p |
double | _num_successive_misses_m |
double | _max_num_successive_misses |
double | _accepted_void_ratio |
size_t | _num_inserted_points |
size_t | _total_budget |
double ** | _sample_points |
size_t ** | _sample_neighbors |
double * | _sample_vsize |
double | _max_vsize |
double * | _dart |
size_t | _flat_dim |
size_t * | _line_flat |
size_t | _num_flat_segments |
double * | _line_flat_start |
double * | _line_flat_end |
double * | _line_flat_length |
double * | _Lip |
double ** | _fval |
size_t | _active_response_function |
bool | _use_local_L |
Base class for POF Dart methods within DAKOTA/UQ.
The NonDPOFDart class implements the calculation of a failure probability for a specified threshold for a specified response function using the concepts developed by Mohamed Ebeida. The approach works by throwing down a number of Poisson disk samples of varying radii, and identifying each disk as either in the failure or safe region. The center of each disk represents a "true" function evaluation. kd-darts are used to place additional points, in such a way to target the failure region. When the disks cover the space sufficiently, Monte Carlo methods or a box volume approach is used to calculate both the lower and upper bounds on the failure probability.