AK_ISAlgorithm

class otak.AK_ISAlgorithm(event, n_IS, n_DoE, sim_budget, basis, cov_model, FORM_solver, u_criterion=2, verbose=False)

Class implementing AK IS algorithm

Event

ThresholdEvent based on composite vector of input variables on limit state function

N_IS

integer, number of IS samples at the MPP found by FORM

N_DoE

integer, number of samples in initial Kriging DoE

Sim_budget

integer, total simulation budget available

Basis

basis of kriging model

Cov_model

covariance model of kriging

FORM_solver

FORM solver

U_criterion

float, threshold value for u criterion

Verbose

verbosity parameter

Methods

compute_FORM()	Function performing FORM to get design point
compute_U(my_krig, list_id_evaluated)	Function computing the infill criterion
compute_proba()	Function computing failure probability using AK-IS
getDoE()	Accessor to Design of Experiments, openturns.Sample
getFailureProbability()	Accessor to computed failure probability
getIS_Samples()	Accessor to Importance Sampling samples, openturns.Sample
getKrigingModel()	Accessor to Kriging model, openturns.KrigingResult
getSimBudget()	Accessor to simulation budget

__init__(event, n_IS, n_DoE, sim_budget, basis, cov_model, FORM_solver, u_criterion=2, verbose=False)

compute_FORM()

Function performing FORM to get design point

compute_U(my_krig, list_id_evaluated)

Function computing the infill criterion

My_krig

Kriging model openturns.KrigingResult

List_id_evaluated

list of evaluated openturns.Sample

compute_proba()

Function computing failure probability using AK-IS

getDoE()

Accessor to Design of Experiments, openturns.Sample

getFailureProbability()

Accessor to computed failure probability

getIS_Samples()

Accessor to Importance Sampling samples, openturns.Sample

getKrigingModel()

Accessor to Kriging model, openturns.KrigingResult

getSimBudget()

Accessor to simulation budget