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 |
Detailed Description
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.
The documentation for this class was generated from the following files:
- NonDPOFDarts.hpp
- NonDPOFDarts.cpp
