NESSUS Capabilities for Ill-Behaved Performance

Functions
David S. Riha
1
and Ben H. Thacker
2
Reliability & Materials Integrity Section , Southwest Research Institute, San Antonio, Texas, 78238
Simeon H. K. Fitch
3
Mustard Seed Sotware, San Antonio, Texas, 782!"
Numerical simulation is now routinely used to predict the behavior and response of
comple systems! especially when consideration of nonlinear effects! multiple physics! or
comple "eometry is re#uired$ Better predictions of system performance re#uire the use of
probabilistic methods to account for uncertainty in model parameters$ %ost efficient
probabilistic analysis methods utili&e an optimi&ation al"orithm to locate the most probable
point$ 'he performance model defined by a computational model may be ill-behaved in the
sense of discontinuous! noisy or hi"hly non-linear responses$ 'his type of behavior can cause
difficulty in locatin" the %PP based on an optimi&ation approach$ In addition! difficulties
arise durin" "radient computations$ In many cases analytical derivatives are not possible
and finite difference approimations must be used$ (n %PP search failure al"orithm has
been developed and is demonstrated for a sample problem$ (pproaches for derivative
computations are outlined and demonstrated throu"h an application problem$ 'his paper
addresses these two issues throu"h a description of enhancements to the NESSUS
probabilistic analysis software and eample problems$
Nomenclature
b # safety index
CDF c!m!"ative distri#!tion f!nction
g "imit state f!nction
$%% most &ro#a#"y &oint
$ &ro#a#i"ity of fai"!re
! standard norma" variate
u vector of standard norma" variates
x random varia#"e
X vector of random varia#"es
% &erformance meas!re
I$ Introduction
'!merica" sim!"ation is no( ro!tine"y !sed to &redict the #ehavior and res&onse of com&"ex systems) es&ecia""y
(hen consideration of non"inear effects) m!"ti&"e &hysics) or com&"ex *eometry is re+!ired. The !se of
com&!tationa" sim!"ation is re"ied !&on increasin*"y more as &erformance re+!irements for en*ineered str!ct!res
increase and as a means of red!cin* testin*. Since str!ct!ra" &erformance is direct"y affected #y !ncertainties
associated (ith mode"s or in &hysica" &arameters and "oadin*s) the deve"o&ment and a&&"ication of &ro#a#i"istic
ana"ysis methods s!ita#"e for !se (ith com&"ex n!merica" mode"s is needed.
So!th(est Research ,nstit!te -S(R,. has #een addressin* the need for efficient &ro#a#i"istic ana"ysis methods
and interfacin* to commercia" finite e"ement ana"ysis &acka*es for over ei*hteen years) #e*innin* (ith the
1
%rinci&a" /n*ineer) Re"ia#i"ity 0 $ateria"s ,nte*rity) %.1. Dra(er 22314) So!th(est Research ,nstit!te) San
5ntonio) T6 72222) $em#er 5,55.
2
$ana*er R0D) Re"ia#i"ity 0 $ateria"s ,nte*rity) %.1. Dra(er 22314) So!th(est Research ,nstit!te) San 5ntonio)
T6 72222) Senior $em#er 5,55.
3
1(ner) $!stard Seed Soft(are) 18731 /ncino 9ay) San 5ntonio) Texas 72238.
5merican ,nstit!te of 5erona!tics and 5strona!tics
1
deve"o&ment of the '/SS:S
1
&ro#a#i"istic ana"ysis com&!ter &ro*ram. '/SS:S can #e !sed to sim!"ate
!ncertainties in "oads) *eometry) materia" #ehavior) and other !ser;defined !ncertainty in&!ts to com&!te &ro#a#i"ity
of fai"!re and &ro#a#i"istic sensitivity meas!res. '/SS:S has a #!i"t;in finite e"ement str!ct!ra" mode"in* ca&a#i"ity
as (e"" as interfaces to many commercia""y avai"a#"e finite e"ement &ro*rams. '/SS:S (as initia""y deve"o&ed #y a
team "ed #y S(R, for the 'ationa" 5erona!tics and S&ace 5dministration -'5S5. to assess !ncertainties in critica"
s&ace sh!tt"e main en*ine com&onents.
2
C!rrent ca&a#i"ities of '/SS:S are sho(n in Fi*. 1. Severa" efficient fast
&ro#a#i"ity inte*ration -F%,. methods have #een im&"emented in '/SS:S inc"!din* the advanced mean va"!e
method and have #een sho(n to #e many times more efficient than $onte Car"o sim!"ation.
3

$any efficient &ro#a#i"istic ana"ysis methods have #een devised to a""eviate the need for $onte Car"o
sim!"ation) (hich is im&ractica" for "ar*e;sca"e hi*h;fide"ity &ro#"ems. These methods inc"!de) for exam&"e) the first
and second;order re"ia#i"ity method
<
-F1R$ and S1R$.) the advanced mean va"!e fami"y of methods
3
-5$=.) and
the res&onse s!rface method
3
-RS$.. These methods a"" re&"ace the exact res&onse mode" (ith a com&!tationa""y
efficient ana"ytica" a&&roximation to s&eed !& the ana"ysis. ,n many cases the error associated (ith this
a&&roximation is not +!antified #y the method) (hich "eaves the acc!racy of the res!"t in +!estion. $ore efficient
sam&"in* techni+!es) s!ch as ada&tive im&ortance sam&"in*
>
-5,S.) sho( *reat &romise for so"vin* com&"ex
&ro#"ems in an efficient manner. Ho(ever) most im&ortance sam&"in* methods re"y on the +!a"ity of the ana"ytica"
a&&roximation to the ori*ina" mode". F!rthermore) in a"" cases) since n!merica" iterations are re+!ired) conver*ence
error (i"" a"so exist.
The cornerstone of many efficient &ro#a#i"istic ana"ysis methods is "ocatin* the most &ro#a#"e &oint -$%%. (ith
a minim!m n!m#er of mode" -f!nction. eva"!ations. This is !s!a""y accom&"ished !sin* an o&timi?ation a"*orithm
that "ocates the minim!m distance) ) from the fai"!re s!rface to the ori*in in a transformed &ro#a#i"ity -!. s&ace.
5merican ,nstit!te of 5erona!tics and 5strona!tics
2
Inputs
-Java-based graphical user interface
-Free format keyword interface
-Ten probability density functions
-Correlated random variables
-Users/Theory/Eamples manual
Outputs
-Cumulative distribution function
-!rob" of failure given performance
-!erformance given prob" of failure
-!robabilistic sensitivity factors wrt and
-Confidence #ounds
-Empirical C$F and histogram
Results Visualization
-%&' bar' pie charts
-Comparison of multiple solutions
-($ model visuali)ation
Deterministic Analysis
-!arameter variation analysis
Probabilistic Analysis Methods
-First-order reliability method *F+,-.
-/econd-order reliability method */+,-.
-Fast probability integration *F!0.
-1dvanced mean value *1-23.
-,esponse surface method *,/-.
-1utomatic -onte Carlo simulation *-C.
-0mportance sampling *0/1-.
-4atin hypercube simulation *45/.
-1daptive importance sampling *10/.
-!robabilistic fault-tree *!FT1.
Applications
-Component/system reliability
-,eliability-based optimi)ation
-,eliability test planning
-0nspection scheduling
-$esign certification
-,isk-based cost analysis
--2F+ probability contouring
Performance Functions
-1nalytical *Fortran.
-1nalytical *direct.
-6umerical *FE-' CF$' other.
-Failure -odels *Fortran' et" models.
-5ierarchical failure models
Interfaces
-1#17U///tandard/Eplicit
--/C"61/T,16
-16/&/
-61/1/8,C-FE-
-!,+6T+
-$&61/!1,1$&6
-4/-$&61
--1$&-+
-61/1 analysis modules
-User-defined
Other
-1utomated restart
-#atch processing
Hardware
-!C *6T9' :;<<<' %!.
-Uni workstations *5!' /un' /80.
-+ther systems to include 4inu
NESSUS 8.1 Capabilities
Further Information
;=</>;;-?>?? nessus@swri"org www"nessus"swri"org
Fi"ure )* NESSUS +$) Capabilities
$any standard o&timi?ation a"*orithms are avai"a#"e to &erform this task s!ch as the modified method of feasi#"e
directions -$$FD.) se+!entia" "inear &ro*rammin* -S@%.) and se+!entia" +!adratic &ro*rammin* -SA%..
7
Some
have a"so #een deve"o&ed s&ecifica""y for &ro#a#i"istic ana"ysis s!ch as the Rack(it?;Feiss"er method -RF.
<
) (hich
is (ide"y !sed in str!ct!ra" re"ia#i"ity ana"ysis. Ho(ever) "ocatin* the $%% may #e diffic!"t or im&ossi#"e (hen
hi*h"y non"inear or discontin!o!s res&onse f!nctions) m!"ti&"e $%%Bs) or &ro#"ems containin* random varia#"es
(ith #o!nded distri#!tions -e.*.) !niform. are &resent. $any of these iss!es have #een &revio!s"y addressed in Ref.
2.
1ne so!rce of n!merica" a"*orithm error in the &ro#a#i"istic so"!tion is the ina#i"ity of the a"*orithm to "ocate the
correct $%%. This can res!"t for a variety of reasons s!ch as "ocatin* a "oca" minim!m (hen a *"o#a" minim!m
exists) the &resence of m!"ti&"e minim!ms) and vio"ations of the ass!m&tions of a smooth and contin!o!s res&onse
s!rface. The cha""en*in* as&ect of this error is that the &ro#"em may arise after transformation to the standard
norma" s&ace. ,f the ma&&in* from ori*ina" to standard norma" s&ace is hi*h"y non"inear) i"";#ehaved fai"!re s!rfaces
can #e *enerated !n#ekno(nst to the ana"yst. 5"tho!*h diffic!"t to detect and treat in *enera") this form of error is
c"assified as red!ci#"e thro!*h the deve"o&ment of more ro#!st n!merica" methods) error checkin*) and ada&tive
ana"ysis strate*ies.
$ost o&timi?ation a"*orithms !sed to "ocate the $%% are *radient #ased. 5na"ytica" derivatives are *enera""y not
avai"a#"e es&ecia""y for "ar*e;sca"e non"inear n!merica" res&onse f!nctions. For these cases one a&&roach is to !se
finite difference to a&&roximate the derivatives. 5 n!m#er of iss!es arise (hen !sin* finite difference s!ch as
determinin* the a&&ro&riate ste& si?e to ca&t!re the "oca" sensitivity. Too sma"" a ste& si?e can "ead to s&!rio!s
sensitivity va"!es as the com&!tations are "ost in the n!merica" &recision of the com&!ter or ana"ysis &acka*e. 5
"ar*e ste& si?e mi*ht ca&t!re the *"o#a" res&onse #!t may not &rovide "oca" information s!fficient for conver*ence of
the o&timi?ation a"*orithm. ,n many transient ana"yses s!ch as im&act dynamics) #"ast "oadin*s and com&!tationa"
f"!id dynamics) the res&onse may #e CnoisyD #eca!se of the chosen finite e"ement mode" mesh si?e or time
inte*ration ste&s. The noise may #e red!ced #y refinin* the mode" and so"!tion &arameters. Ho(ever) these
&arameters are *enera""y chosen as a trade;off #et(een so"!tion acc!racy and com&!tation time. ,n some cases the
CnoisyD so"!tion is &hysics #ased s!ch as s"idin* friction or im&act. Historica""y) the res&onse s!rface method -RS$.
has #een !sed for re"ia#i"ity ana"ysis to a""eviate &ro#"em (ith noisy so"!tions in im&act dynamics.
8)14
The RS$
tends to smooth o!t the res&onse f!nction &rovidin* a (e"";#ehaved f!nction for *radient com&!tations. Ho(ever)
the RS$ may a"so miss im&ortant feat!res of the res&onse #eca!se of its smoothin* characteristics. Fina""y) the
n!m#er of f!nction eva"!ations re+!ired to create the res&onse s!rface may #ecome &rohi#itive for "ar*er n!m#ers
of varia#"es.
C!rrent research activities are !nder(ay to address these concerns #y im&"ementin* more ro#!st most &ro#a#"e
&oint -$%%. search a"*orithms) deve"o&in* so"!tion strate*ies for identifyin* and so"vin* &ro#"ems that have
m!"ti&"e $%%Bs) and im&"ementin* ada&tive a"*orithms that can detect n!merica" diffic!"ties and a!tomatica""y
s(itch to a"ternative so"!tion strate*ies. This &a&er addresses a&&roaches im&"ement in the '/SS:S soft(are for
im&roved $%% search a&&roaches thro!*h an $%% search fai"!re detection a"*orithm and ca&a#i"ities for o#tainin*
&ro#a#i"istic so"!tions for CnoisyD res&onse f!nctions.
II$ ,verview of NESSUS
'/SS:S is a *enera";&!r&ose too" for com&!tin* the &ro#a#i"istic res&onse or re"ia#i"ity of en*ineerin* systems.
,t (as initia""y deve"o&ed #y a team "ed #y S(R, for the 'ationa" 5erona!tics and S&ace 5dministration -'5S5. to
assess !ncertainties in critica" s&ace sh!tt"e main en*ine com&onents.
2
The frame(ork of '/SS:S a""o(s the !ser to
"ink advanced &ro#a#i"istic a"*orithms (ith ana"ytica" e+!ations) or stand;a"one com&!ter &ro*rams inc"!din*
commercia" finite e"ement codes. '/SS:S a"so &rovides the ca&a#i"ity to define an ana"ysis as a se+!entia"
exec!tion of severa" com&!ter codes or ana"ytica" ex&ressions. This ca&a#i"ity is idea""y s!ited for m!"ti;&hysics
#ased &ro#"ems.
/"even &ro#a#i"istic a"*orithms are avai"a#"e inc"!din* $onte Car"o sim!"ation) the first and second order
re"ia#i"ity method) the advanced mean va"!e method and ada&tive im&ortance sam&"in*. The fo""o(in* sections
descri#e the maEor com&onents and ca&a#i"ities of the '/SS:S soft(are.
Component -eliability (nalysis
,n '/SS:S) com&onent re"ia#i"ity ana"ysis denotes the re"ia#i"ity of a com&onent considerin* a sin*"e fai"!re
mode) (here re"ia#i"ity is sim&"y one min!s the &ro#a#i"ity of fai"!re) $. '/SS:S can com&!te a sin*"e fai"!re
5merican ,nstit!te of 5erona!tics and 5strona!tics
3
&ro#a#i"ity corres&ondin* to a s&ecific &erformance va"!e) or m!"ti&"e fai"!re &ro#a#i"ities s!ch that the com&"ete
c!m!"ative distri#!tion f!nction -CDF. can #e constr!cted. 5"ternative"y) '/SS:S can com&!te a sin*"e
&erformance va"!e corres&ondin* to a s&ecific fai"!re &ro#a#i"ity. The choice of ana"ysis ty&e de&ends on the
&ro#"em #ein* so"ved.
Traditiona" re"ia#i"ity ana"ysis invo"ves com&!tin* the &ro#a#i"ity of stress) S, exceedin* stren*th) R, %rFRGSH or
%rFgG4H) (here g#R&S is referred to as the "imit state f!nction. ,n *enera") g (i"" #e more com&"ex than g#R&S and
(i"" #e *iven #y g#g'X() (here X are the in&!t random varia#"es. ,n addition to the fai"!re &ro#a#i"ity) '/SS:S
com&!tes &ro#a#i"istic im&ortance factors) Iu) (here is inverse"y re"ated to $ and u are the in&!t random
varia#"es transformed into standard norma" s&ace) and &ro#a#i"istic sensitivity factors) I) (here are the
&arameters of the in&!t random varia#"es) e.*.) mean va"!e and standard deviation.
System -eliability (nalysis
$ost en*ineerin* str!ct!res can fai" in more than one (ay. System re"ia#i"ity considers the &ossi#"e fai"!re of
m!"ti&"e com&onents of a system) or m!"ti&"e fai"!re modes of a com&onent. ,n '/SS:S) system re"ia#i"ity
&ro#"ems are form!"ated and so"ved !sin* a &ro#a#i"istic fa!"t tree ana"ysis -%FT5. method.
11
5 fa!"t tree is constr!cted in '/SS:S #y connectin* C#ottom eventsD (ith C5'DD and C1RD *ates. /ach
#ottom event mode"s a se&arate fai"!re event) (hich can #e a com&"ex m!"ti;&hysics sim!"ation. The to&o"o*y of the
fa!"t tree is defined #y the fai"!re modes #ein* sim!"ated. 1nce defined) severa" o&tions are avai"a#"e for so"vin* the
system re"ia#i"ity &ro#"em. First) direct $onte Car"o sim!"ation is avai"a#"e #!t may #e cost &rohi#itive if the "imit
state f!nctions of the #ottom events are com&!tationa""y ex&ensive. 5"ternative"y) '/SS:S can com&!te the
&ro#a#i"ity of system fai"!re !sin* the 5dvanced $ean =a"!e -5$=J. method or 5da&tive ,m&ortance Sam&"in*
-5,S.. Beca!se the '/SS:S %FT5 !ses a "imit state f!nction to re&resent each #ottom event) corre"ations d!e to
common random varia#"es #et(een the #ottom events is f!""y acco!nted for re*ard"ess of the &ro#a#i"istic method
!sed.
,n addition to +!antifyin* the system re"ia#i"ity) '/SS:S a"so com&!tes &ro#a#i"istic sensitivities of the system
&ro#a#i"ity of fai"!re (ith res&ect to the each random varia#"eBs mean va"!e and standard deviation.
>
These res!"ts
&rovide a rankin* #ased on the re"ative contri#!tion of each varia#"e to the tota" &ro#a#i"ity of fai"!re. The
sensitivities are a"so !sef!" in desi*n o&timi?ation) test &"annin* and reso!rce a""ocation.
%ro#a#i"istic fa!"t trees for system &ro#"ems are defined in '/SS:S !sin* a *ra&hica" editor. 1nce the system is
defined in the K:,) the corres&ondin* Boo"ean a"*e#raic statement is transferred to the &ro#"em statement (indo()
(here the !ser then defines each event.
-eliability %odelin" Process
'/SS:S !ses an o!t"ine str!ct!re to define the &ro#"em) as sho(n in the "eft hand side of Fi* 3. The !ser
navi*ates thro!*h the nodes of the o!t"ine from to& to #ottom to define the &ro#"em and &erform the ana"ysis. /ach
of these nodes is descri#ed in more detai" in the fo""o(in* sections. The ste&s needed to so"ve a re"ia#i"ity &ro#"em
in '/SS:S inc"!deL
1. Deve"o& the f!nctiona" re"ationshi&s that define the mode")
2. Define the random varia#"e in&!ts)
3. Define the n!merica" mode"s needed in the f!nctiona" re"ationshi&)
<. %erform &arameter variation st!dies to check and !nderstand the deterministic #ehavior of the mode"
3. %erform the &ro#a#i"istic ana"ysis) and
>. =is!a"i?e the res!"ts.
i) *roble+ State+ent ,einition
The &ro#"em statement (indo( in '/SS:S is !sed to enter the f!nctiona" re"ationshi&s that define the mode". ,n
the &ro#"em statement (indo() each mode" is defined on"y in terms of in&!t and o!t&!t varia#"es and mathematica"
o&erators. This im&roves reada#i"ity) conveys the essentia" f"o( of the ana"ysis) and a""o(s com&"ex re"ia#i"ity
assessments to #e defined (hen more than one mode" is re+!ired to define the system &erformance.
5n exam&"e &ro#"em statement is sho(n in the !&&er ri*ht hand &ortion of Fi*. 2. 5 &o(erf!" feat!re of
'/SS:S is the a#i"ity to create com&"ex &ro#a#i"istic sim!"ations #y "inkin* mode"s to*ether in a se+!entia"
fashion. ,n this exam&"e) the &erformance meas!re is "ife -*iven #y n!m#er of cyc"es to fai"!re.) (hich re+!ires
in&!t from other mode"s. T(o stress +!antities from an 5B5A:S -5B5A:S) ,nc.. finite e"ement ana"ysis are !sed
in the ana"ytica" "ife mode". $any other finite e"ement codes are interfaced (ith '/SS:S and (i"" #e descri#ed in a
s!#se+!ent section. Fina""y) the 5B5A:S mode" re+!ires in&!t from severa" inde&endent varia#"es. The &ro#"em
5merican ,nstit!te of 5erona!tics and 5strona!tics
<
statement &arser in '/SS:S identifies a"" of the inde&endent varia#"es in the &ro#"em statement (indo( and
transfers these varia#"es to the random varia#"e in&!t (indo( for f!rther definition.
ii) Rando+ -ariable In$ut and *robabilistic ,atabase
The random varia#"e in&!ts are defined in the random varia#"e definition (indo(. 5 *ra&hica" in&!t editor is
&rovided for distri#!tions re+!irin* &arameters other than the mean and standard deviation) s!ch as !&&er and "o(er
#o!nds for tr!ncated distri#!tions. The &ro#a#i"ity density f!nction -%DF. and c!m!"ative distri#!tion f!nction
-CDF. &"ottin* ca&a#i"ity in '/SS:S &rovides a vis!a" ins&ection of the random varia#"es. Random varia#"es
a""o(ed in '/SS:S inc"!de norma") "o*norma") 9ei#!"") extreme va"!e ty&e ,) chi;s+!are) maxim!m entro&y)
c!rve;fit) Frechet) tr!ncated norma" and tr!ncated 9ei#!"". The maxim!m entro&y and c!rve;fit distri#!tions can #e
!sed to mode" distri#!tions not direct"y s!&&orted.
'/SS:S maintains a "i#rary of re"evant %DFs in a &ro#a#i"istic data#ase. Random varia#"es can #e defined and
stored !sin* a distri#!tion ty&e and associated &arameters. Distri#!tion fittin* f!nctions are &rovided to determine
the #est fit from ra( data. The entries can #e *ro!&ed and m!"ti&"e data#ases are s!&&orted. This a""o(s !sers to
deve"o& their o(n) &ossi#"y &ro&rietary) data#ases for !se in '/SS:S. Random varia#"e definitions from the
data#ase contents can #e inserted direct"y in the random definition ta#"e in '/SS:S !sin* a ri*ht mo!se c"ick.
iii) Res$onse Model ,einition
F!nctions defined in the &ro#"em statement (indo( are assi*ned in the res&onse mode" definition. The avai"a#"e
f!nction ty&es are se"ected from the mode" ty&e dro& do(n men! and inc"!de ana"ytica") re*ression) n!merica") and
&redefined as sho(n in Fi*. 3. The ana"ytica" f!nction ty&e a""o(s mode"s to #e defined (ith standard mathematica"
o&erators) !sin* a format identica" to definitions in the &ro#"em statement (indo(. The n!merica" mode" ty&e a""o(s
the !se of interfaced codes or a !ser;defined code. Codes c!rrent"y interfaced to '/SS:S inc"!de 5B5A:S)
5merican ,nstit!te of 5erona!tics and 5strona!tics
3

Fi"ure .* NESSUS outline structure "uides the probabilistic problem setup and analysis$
5'SMS -5'SMS) ,nc..) DM'53D -@a(rence @ivermore 'ationa" @a#oratory.) @S;DM'5 -@STC) ,nc..)
'5S5NKRCNF/$ -'5S5 K"enn Research Center.) $5DM$1 -T'1 5!tomotive.) $SC.'5STR5'
-$SC.Soft(are.) %R1'T1 -Sandia 'ationa" @a#oratories.) and :S/RND/F,'/D. The !ser;defined n!merica"
mode" a""o(s the !ser to "ink the '/SS:S &ro#a#i"istic en*ine (ith any stand;a"one ana"ysis code. The re*ression
mode" ty&e a""o(s the !ser to in&!t f!nction coefficients or ra( &ert!r#ation data that can #e fit to "inear or +!adratic
f!nctions !sin* "inear re*ression. Fina""y) the &redefined mode" ty&e a""o(s "inkin* !ser;(ritten Fortran s!#ro!tines
(ith '/SS:S.
Fi*!re 3 sho(s an exam&"e !sin* the 5B5A:S finite e"ement &ro*ram. The exec!tion command (indo(
&rovides the command or commands re+!ired to exec!te 5B5A:S. The in&!t and o!t&!t fi"es are a"so defined on
this in&!t screen. Defa!"t exec!tion o&tions for the s!&&orted codes are inserted a!tomatica""y #y '/SS:S from a
confi*!ra#"e tem&"ate fi"e) and can #e modified #y the !ser as needed. 5 #atch &rocessin* o&tion is &rovided to
a""o( &rocessin* on different com&!ters. This a""o(s '/SS:S to r!n on a "oca" (orkstation (hi"e the ana"ysis
codes r!n on a different (orkstation) c"!ster) s!&ercom&!ter) etc. Re"ated to the #atch &rocessin* feat!re) '/SS:S
a"so &rovides an a!tomatic restart o&tion. The restart ca&a#i"ity &rovides &ro#a#i"istic so"!tion refinement)
recoverin* from a#norma" so"ver termination) and eva"!atin* additiona" &erformance meas!res (itho!t rer!nnin*
&revio!s ste&s of the so"ver ana"yses.
$a&&in* Random =aria#"es to '!merica" $ode"s
5 rea"i?ation of a random varia#"e m!st #e ref"ected in the n!merica" mode"Bs in&!t (hen &erformin*
&ro#a#i"istic ana"ysis !sin* a n!merica" mode". The varia#"e may #e a random varia#"e or a com&!ted varia#"e from
another code or ana"ytica" e+!ation. ,n *enera") the varia#"e can ma& to a sin*"e va"!e in the codeBs in&!t or to a
vector of va"!es s!ch as noda" coordinates in a finite e"ement mode". Ty&ica" exam&"es of sin*"e va"!e ma&&in*s
inc"!de Mo!n*Os mod!"!s or a concentrated &oint "oad. /xam&"es of vector ma&&in*s are a &ress!re fie"d actin* on a
set of e"ements or a *eometric &arameter that effects m!"ti&"e node "ocations.
$a&&in* varia#"es to the n!merica" mode" in&!t in '/SS:S is achieved #y *ra&hica""y identifyin* the "ines and
co"!mns that are chan*ed (hen the varia#"e chan*es as sho(n in Fi*. <. The ma&&in* ca&a#i"ity in '/SS:S has
#een o&timi?ed to s!&&ort mode" in&!t fi"es in excess of severa" mi""ion "ines in "en*th.
5merican ,nstit!te of 5erona!tics and 5strona!tics
>

Fi"ure /* 'he numerical model definition screen in NESSUS defines the eecution command and re#uired
input0output files for eecutin" the numerical model$
=ector ma&&in*s re+!ire a f!nctiona" re"ationshi& #et(een the in&!t random varia#"e and the ana"ysis &ro*ram
in&!t. Beca!se different rea"i?ations of these varia#"es are re+!ired) a *enera" a&&roach is !sed in '/SS:S to re"ate
a chan*e in the in&!t random varia#"e va"!e to the codeBs in&!t. For exam&"e) if the random varia#"e is the radi!s of
a ho"e) chan*es to a set of noda" coordinate va"!es (i"" #e re+!ired each time the radi!s is chan*ed. 5 de"ta vector is
defined that re"ates ho( the coordinates chan*e (ith a chan*e in the varia#"e. Severa" other a&&roaches are avai"a#"e
for definin* vector varia#"es. Some ana"ysis codes a""o( the finite e"ement mode" to #e &arametrica""y defined. ,n
this case) the varia#"es can #e ma&&ed direct"y (itho!t definin* the de"ta vector. 5nother o&tion is to inc"!de a finite
e"ement &re&rocessor !sin* the "inked mode" ca&a#i"ity. The varia#"es can #e ma&&ed to the &re&rocessor in&!t and
the res!"tin* mode" !sed for the ana"ysis.
Se"ectin* Res&onses for '!merica" $ode"s
The fina" ste& in definin* the n!merica" mode" is to identify the res&onse +!antity or +!antities that are to #e
ret!rned to '/SS:S. The a&&roach !sed in '/SS:S is to read the ana"ysis res!"ts for a *iven set of node) e"ement
and time ste&s direct"y from the ana"ysis codeBs res!"ts fi"e. '/SS:S s!&&orts a!tomated extraction for most
en*ineerin* +!antities of interest inc"!din* dis&"acements) ve"ocities) acce"erations) stresses) strains) etc. 9hen
m!"ti&"e +!antities are re+!ested) '/SS:S &rovides f!rther o&tions to red!ce the res!"ts do(n to a sin*"e va"!e
!sin* f!nctions s!ch as maxim!m) minim!m) avera*e) etc. For dynamic codes) se"ection of the res&onse from a
res!"t time series is &rovided across m!"ti&"e times s!ch as maxim!m) "ast) and !ser s&ecified. ,n some cases) the
res&onse time series can #e fi"tered to smooth the res&onse #efore !se in the &ro#a#i"istic ana"ysis.
i.) *ara+eter -ariation Analysis
%arameter variation ana"ysis is another !sef!" too" to !nderstand ho( the &erformance varies (ith chan*es in the
random varia#"es. '/SS:S &rovides severa" methods for definin* varia#"e &ert!r#ations inc"!din* #ack(ard)
centra") and for(ard differences as (e"" as varia#"e s(ee&s. ,n addition) s&ecific &ert!r#ation va"!es can #e in&!t
direct"y to define ex&erimenta" desi*ns. =is!a"i?ation of the res&onse variation is &rovided in &redefined 6M scatter
&"ots.
5merican ,nstit!te of 5erona!tics and 5strona!tics
7

Fi"ure 1* NESSUS provides a "raphical mappin" tool to identify the portions of the code2s input that chan"e
when the random variable chan"es$ 'he mappin" can include multiple lines and columns in the code2s input$
.) *robabilistic Analysis ,einitions
$any efficient &ro#a#i"istic ana"ysis methods have #een devised to a""eviate the need for $onte Car"o
sim!"ation) (hich is im&ractica" for "ar*e;sca"e hi*h;fide"ity &ro#"ems. The traditiona" methods inc"!de) for
exam&"e) the first and second;order re"ia#i"ity methods
<
-F1R$ and S1R$.) the res&onse s!rface method
3
-RS$.)
and @atin hy&erc!#e sim!"ation
12
-@HS.. $ethods tai"ored for com&"ex &ro#a#i"istic finite e"ement ana"ysis inc"!de)
for exam&"e) the advanced mean va"!e fami"y of methods
3
-5$=J. and ada&tive im&ortance sam&"in*
>
-5,S..
'/SS:S has a s!ite of &ro#a#i"istic ana"ysis methods for #oth com&onent and system &ro#a#i"istic ana"ysis. The
ran*e of methods a""o(s the ana"yst to o#tain &ro#a#i"istic so"!tions (ith different "eve"s of fide"ity #ased on the
re+!irements of the ana"ysis. '/SS:S &rovides com&"ete contro" of each of the avai"a#"e &ro#a#i"istic methods.
Defa!"t &arameters for the different methods are s!&&"ied #ased on ex&erience (ith the method on &revio!s
&ro#"ems.
,n addition to definin* the &ro#a#i"istic method) severa" other o&tions can #e se"ectedL &arameter corre"ations)
confidence #o!nds) and ana"ysis ty&e. @inear corre"ation #et(een any t(o in&!t varia#"es is defined #y enterin* the
corre"ation coefficient. By defa!"t the in&!t varia#"es are ass!med to #e statistica""y inde&endent) i.e.) ?ero
corre"ation. ,f any non;?ero corre"ations are entered) '/SS:S (i"" &erform a n!merica" transformation d!rin* the
&ro#a#i"ity inte*ration to acco!nt for the corre"ation. '/SS:S com&!tes confidence #o!nds on the com&!ted
&ro#a#i"ities from statistica" !ncertainty on the mean or standard deviation of each in&!t random varia#"e. To define
statistica" !ncertainty) the !ser enters a coefficient of variation -C1=. on the mean and standard deviation for each
of the in&!t random varia#"es. 5"" C1= va"!es are ?ero #y defa!"t. The ana"ysis ty&e definition indicates that the
&ro#a#i"istic method (i"" com&!te 1. the f!"" CDF of the res&onse) 2. the &ro#a#i"ity associated (ith a s&ecified
&erformance or "ist of &erformance va"!es) or 3. the &erformance *iven a s&ecified &ro#a#i"ity or set of &ro#a#i"ity
va"!es.
.i) Results -isuali/ation
'/SS:S inc"!des a &o(erf!" &ost &rocessin* ca&a#i"ity. 5fter com&"etin* the &ro#a#i"istic ana"ysis) the !ser can
vis!a"i?e the CDF in severa" formats -Fi*. 3.. ,n addition) the vario!s &ro#a#i"istic sensitivity meas!res com&!ted #y
'/SS:S can #e vie(ed as sho(n in Fi*. 3. $!"ti&"e ana"yses can #e com&ared on a sin*"e &"ot to com&are different
ana"ysis methods -e.*.) $onte Car"o and 5$=J. or random varia#"e chan*es -desi*n C(hat;ifD ana"yses.. Fina""y)
the !ser has contro" over a"" &"ot formats s!ch as "ine sty"es) tit"es) and n!m#er format. 5"" &"ots are easi"y ex&orted
for inc"!sion in re&orts or &resentations.
III$ %ethods
($ %ost Probable Point Search Failure 3etection (l"orithm
5merican ,nstit!te of 5erona!tics and 5strona!tics
2

Fi"ure 4* NESSUS computed cumulative distribution function 5left6 and probabilistic importance factors
5ri"ht6$
The most &ro#a#"y &oint search is ty&ica""y &erformed !sin* an o&timi?ation a"*orithm that "ocates the minim!m
distance) ) from the fai"!re s!rface to the ori*in in a transformed &ro#a#i"ity -!. s&ace -Fi*. >.. $any standard
o&timi?ation a"*orithms are avai"a#"e to &erform this task s!ch as the modified method of feasi#"e directions
-$$FD.) se+!entia" "inear &ro*rammin* -S@%.) and se+!entia" +!adratic &ro*rammin* -SA%..
3
For "ocatin* the
$%%) '/SS:S !ses a modified version of the standard Rack(it?;Feiss"er -RF. method. The modified RF method
&rovides conver*ence checks in addition to the standard check for conver*ence of the safety index) ) that is)
1
1
4.41
i i
i

-1.
'/SS:S a"so checks for conver*ence on the res&onse) P) and that the an*"e #et(een s!ccessive $%%Bs is (ithin
a !ser;s&ecified to"erance) i.e.)
1
1
4.41
i i
i
% %
%

-2.
and
1
1
cos - 34 .
o
i i

= = -3.
The RF method is a 'e(ton #ased method and is not *!aranteed to conver*e. Ho(ever) (hen the RF method
conver*es it *enera""y conver*es in far fe(er f!nction eva"!ations than other o&timi?ation a"*orithms s!ch as SA%.
Therefore an a&&roach is needed to identify (hen the RF method is fai"in* and idea""y as ear"y in the search
&rocess as &ossi#"e. 5 second *oa" is to !se a"" information from the search as a startin* &oint for a more ro#!st yet
com&!tationa""y intensive search a"*orithm. The a!thorsB ex&erience has fo!nd that most fai"!res of the RF method
&rovide a characteristic cyc"ic $%% search &attern. This ty&e of search #ehavior is sho(n in Fi*. 7. 5n a"*orithm has
#een deve"o&ed #ased on a!tocorre"ation of the minim!m distance) ) for ste&s in the search.
The cyc"ic #ehavior is identified #y ca"c!"atin* the a!tocorre"ation #et(een each ' iterations. The ' is the "a*
#et(een search &oints and indicates if the search a"*orithm is contin!a""y "ocatin* the same &oints. ,f the
a!tocorre"ation is s!fficient"y "ar*e -e.*.) *reater than 4.3. then fai"!re is detected and an a"ternate so"!tion a&&roach
can #e !sed. 5n a&&"ication &ro#"em sho(in* the detai"s of this a&&roach is &rovided #e"o(.
,n '/SS:S) the modified RF method is em&"oyed first since it is the most efficient. ,f conver*ence diffic!"ties
are enco!ntered) the method is s(itched to SA%.
5merican ,nstit!te of 5erona!tics and 5strona!tics
8
u
=
u
;
f *u.
u

-ost !robable
!oint *-!!.
1pproimate 4imit-/tate
Eact 4imit-/tate
g(x) = 0

Fi"ure 7* 8oint probability density function 59pdf6! eact and approimate limit-state! and most probable
point 5%PP6 for two random variables in transformed 5u6 space$
(pproaches for Noisy -esponse Functions
5na"ytica" derivatives are *enera""y not avai"a#"e for non"inear n!merica" ana"yses or third &arty soft(are (hen
so!rce code is not avai"a#"e. Therefore finite difference a&&roximations to the derivatives are ty&ica""y !sed. The
finite difference can take the form of for(ard) #ack(ard and centra" differences (ith an a&&ro&riate se"ection of the
ste& si?e. Derivatives can a"so #e a&&roximated from m!"ti&"e &oints !sin* "inear re*ression. For noisy res&onse
f!nctions) the ste& si?e se"ection is critica" to o#tainin* acce&ta#"e derivative a&&roximations. ,n a &ro#a#i"istic
ana"ysis context) ste& si?es for derivative a&&roximation are sometimes s&ecified in terms of standard deviation. ,n
addition for &ro#a#i"istic ana"ysis) varia#"e ran*es (i"" ty&ica""y fa"" (ithin Q> standard deviations from the mean at
most. Therefore for this disc!ssion) the varia#"e x is mode"ed as a norma" random varia#"e (ith a mean of 3 and
standard deviation of 4.3.
5 sim!"ated noisy res&onse f!nction is sho(n in Fi*. 2. The mode"ed f!nction is ?x
2
(ith a noise term of
S,'-144Rx.. This ty&e of #ehavior is common"y seen in transient dynamic ana"yses s!ch as im&act and #"ast
ana"ysis. The overa"" res&onse) ?) a&&ears fair"y (e"" #ehaved #!t "ar*e errors in derivative a&&roximations can
occ!r. The exact derivative for the f!nction exc"!din* the noise is 2x. The derivative a&&roximations for the ran*e of
interest are sho(n in Fi*. 8 for t(o ste& si?es !sin* for(ard difference. 5 ste& si?e of 4.1 *enerates "ar*e errors in
the derivative) even res!"tin* in an o&&osite *radient direction. By examinin* ho( the res&onse chan*es (ith x) the
noise can #e some(hat e"iminated #y se"ectin* a "ar*er ste& si?e. By examination) a ste& si?e 4.3 sho!"d &rovide
reasona#"y acc!rate derivatives (hi"e sti"" ca&t!rin* the "oca" sensitivity.
'/SS:S &rovides a &arameter variation ca&a#i"ity to *ain a #etter !nderstandin* ho( the res&onse chan*es (ith
chan*es in the random varia#"es. This vis!a"i?ation too" &rovides #etter ste& si?e se"ection for derivative
a&&roximations (hen ana"ytica" derivatives are not &ossi#"e. 5n a&&"ication &ro#"em is &resented #e"o( to
demonstrate this a&&roach.
5merican ,nstit!te of 5erona!tics and 5strona!tics
14
<
;
9
?
A
=<
=;
< ;< 9< ?< A< =<<
iteration

e
t
a
Fi"ure :* Characteristic cyclic behavior of the %PP search failure usin" -F$
I;$ (pplications
($ %PP Search Failure 3etection
This exam&"e demonstrates the $%% fai"!re detection a"*orithm. The &ro#"em is an ana"ytica" f!nction *iven #y
34 144
2
3 . 3
1
+ = x x /
-<.
The random varia#"e x1 fo""o(s a !niform distri#!tion (ith "o(er #o!nd 4 and !&&er #o!nd 144. x2 fo""o(s a #eta
distri#!tion (ith 4.3. The &ro#"em is defined in '/SS:S and so"ved !sin* the modified RF method to "ocate the
$%%.
The modified RF method in '/SS:S fai"s to conver*e for a "imit state va"!e of ?4<.32. The history of for the
search is sho(n in Fi*. 14 and c"ear"y indicates the cyc"ic search #ehavior. The a!tocorre"ation for different "a*
5merican ,nstit!te of 5erona!tics and 5strona!tics
11
<
;
9
?
A
=<
=;
=9
=?
=A
-? -9 -; < ; 9 ?
! "standard de#iations$
d
z
%
d
!
1nalytical $erivative
Finite $iff erence *<">Bsigma.
-;<
-=<
<
=<
;<
(<
9<
-? -9 -; < ; 9 ?
! "standard de#iations$
d
z
%
d
!
1nalytical $erivative
Finite $if f erence *<"=Bsigma.
Fi"ure <* Finite difference approimation to the derivative for a noisy response function$ ( step si&e of
=$) produces lar"e errors in the derivative 5left6$ (n understandin" of how the response behaves
provides information for step si&e selection for more accurate derivative approimations 5ri"ht6$
<
=<
;<
(<
9<
><
?<
C<
-? -9 -; < ; 9 ?
! "standard de#iations$
z
Eact Function
D6oisyD Function
Fi"ure +* Noisy response functions can be caused by approimations in the problem definition or solution
options$ (n apparent noisy solution may also be the actual physics of the problem such as slidin" between
two parts or blast0impact type loadin"s$
va"!es -n!m#er #et(een iteration ste&s. is a"so &"otted in Fi*. 14. The corre"ation is near 1 for a "a* of 11 indicatin*
that the $%% search a"*orithm is "ocatin* the same &oints d!rin* the search (hi"e not conver*in*.
The $%% search a"*orithm !s!a""y does not start into the cyc"ic #ehavior immediate"y #!t after a fe( ste&s. The
detection a"*orithm com&!tes the a!tocorre"ation from increasin* startin* iteration n!m#ers. Fai"!re is indicated
once the a!tocorre"ation reaches a s!stained va"!e a#ove 4.3 for this exam&"e. The a!tocorre"ation is &"otted for
incrementa""y increasin* startin* iteration n!m#er in Fi*. 11. This fi*!re sho(s the a!tocorre"ation for severa"
maxim!m iterations. The detection a"*orithm identifies fai"!re after <4 ste&s in this &ro#"em for a critica"
a!tocorre"ation va"!e of 4.3. 1nce fai"!re is detected) the SA% o&timi?ation a"*orithm (as !sed to "ocate the $%%.
The "imit states in the transformed s&ace for different &erformance "eve"s are sho(n in Fi*. 12. The "imit states
corres&ondin* to the "eft tai" of the distri#!tion of ? are "ocated in the !&&er "eft +!adrant of the "eft fi*!re. The stee&
*radient #et(een "imits states is evident in this re*ion and is the most "ike"y ca!se of fai"!re of the RF method.
5merican ,nstit!te of 5erona!tics and 5strona!tics
12
-<"9
-<";
<
<";
<"9
<"?
<"A
=
< > =< => ;< ;> (<
la&
A
u
t
o
c
o
r
r
e
l
a
t
i
o
n
<
;
9
?
A
=<
=;
< ;< 9< ?< A< =<<
iteration

e
t
a
Fi"ure )=* 'he cyclic behavior is identified for in this problem 5left6$ 'he autocorrelation identifies the la"
or repeat of points durin" the search 5ri"ht6$ 'he cycle repeats every )) steps$
-<"(
-<"=
<"=
<"(
<">
<"C
<"E
< =< ;< (< 9< ><
'tartin& Iteration
A
u
t
o
c
o
r
r
e
l
a
t
i
o
n(<
((
9<
><
=<<
Fi"ure ))* (utocorrelation as a function of startin" iteration in the %PP search$ 'he detection al"orithm
identifies failure of the search after 1= iterations with autocorrelation criteria of =$4$

Noisy -esponse Function
The &ro#"em is a stain"ess stee" marine f"oat that is cr!shed #et(een t(o &"atens as sho(n in Fi*. 13. The
res&onse of interest is the tota" ener*y re+!ired to cr!sh the f"oat and is eva"!ated !sin* @S;DM'5. The &ro#"em
set!& is sho(n in Fi*. 13. The '/SS:S &ro#"em statement is sho(n in Fi*. 1<.
'/SS:S is !sed to com&!te the $= and 5$= so"!tions of the tota" ener*y to cr!sh the f"oat. For many (e"";
#ehaved &erformance f!nctions a &ert!r#ation si?e for derivative com&!tation of 4.1 ty&ica""y (orks (e"". :sin*
this defa!"t &ert!r#ation si?e yie"ds the c!m!"ative distri#!tion f!nction sho(n in 13.
The 5$= so"!tion is re+!ired to #e tan*ent to the $= so"!tion at the median va"!e. This ty&e of #ehavior
ty&ica""y indicates inacc!rate sensitivities. :sin* the &arameter variation ana"ysis ca&a#i"ity in '/SS:S) the chan*e
in res&onse as a f!nction of the yie"d stren*th is com&!ted and dis&"ayed -Fi*. 1>.. From the fi*!re it is c"ear that a
&ert!r#ation si?e of 4.1 standard deviations (i"" *ive a derivate that is not indicative of the *enera" trend of the
res&onse. This information "ed to a se"ection of a &ert!r#ation si?e of 1.4 standard deviation. Simi"ar &arameter
st!dies (ere &erformed for each varia#"e and a s!ita#"e &ert!r#ation si?e (ere determined. The res!"tin* 5$=J
so"!tion is sho(n in Fi*. 17 and com&ared to @atin hy&erc!#e sim!"ation in Fi*. 12.
The &arameter variation ca&a#i"ity &rovides a too" to aid in se"ection of the ste& si?e for finite difference
a&&roximations to the derivative for noisy res&onse f!nctions. The 5$=J so"!tion !ses *radient information to
"ocate the $%% and conver*ed (ithin a 3S error on the &ro#a#i"ity. The so"!tion com&ares (e"" to the @atin
hy&erc!#e res!"ts.
5merican ,nstit!te of 5erona!tics and 5strona!tics
13
-4 -2 2 4
u1
-4
-2
2
4
u2
-4 -2 2 4
u1
-4
-2
2
4
u2
Fi"ure ).* >imit states functions in the transformed space indicate a steep "radient 5left6$ 'he %PP is
identified usin" simulation to compare to an %PP based method$

Fi"ure )/* Float crush eample problem definition
5merican ,nstit!te of 5erona!tics and 5strona!tics
1<

Fi"ure )1* NESSUS problem statement and random variable definitions for the float crush eample$
())))
*))))
+))))
,))))
-))))
.))))
/))))
0)))))
Total Energy
1,
1*
12
)
2
*
,
C
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u
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o
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d
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.
MV
AMV
Fi"ure )4* %; and (%; Cumulative distribution functions usin" a step si&e of =$)$
5merican ,nstit!te of 5erona!tics and 5strona!tics
13
*)))) +)))) ,)))) -)))) .)))) /))))
Energy
1,
1*
12
)
2
*
,
C
u
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u
l
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d

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MV
AMV
AMV3
Fi"ure ):* Cumulative distribution function usin" improved perturbations si&es$

Fi"ure )7* Parameter variation study for the yield stren"th provides information for derivative
computation step si&e selection$
;$ Conclusions
'/SS:S has #een enhanced to s!&&ort &ro#a#i"istic ana"ysis for &erformance mode"s re+!irin* "ar*e;sca"e
com&!tationa" mode"s. The $%% fai"!re detection a"*orithm can identify fai"!re of the $%% search ear"y in the
modified RF so"!tion a&&roach th!s red!cin* the n!m#er of &otentia" ex&ensive f!nction eva"!ations. ,n addition)
the f!nction eva"!ations d!rin* the fai"ed search can &rovide a startin* &oint for a more ro#!st o&timi?ation
a"*orithm. Research contin!es in this area to #est !ti"i?e this information from &revio!s fai"ed so"!tion &oints and to
identify the critica" corre"ation va"!es to identify fai"!re.
Rea" a&&"ication &ro#"ems rare"y a""o( ana"ytica" derivative com&!tation. Derivative so"!tions are *enera""y not
avai"a#"e for com&"ex m!"ti;&hysics a&&"ication and so!rce code is not avai"a#"e for many n!merica" ana"ysis
&ro*rams. These "imitations re+!ire the !se of finite difference to a&&roximate the derivatives re+!ired for efficient
&ro#a#i"istic ana"ysis &ro*rams. The &arameter variation ana"ysis ca&a#i"ity &rovides a too" to identify im&roved
ste&s si?es for finite difference a&&roximations to the derivatives.
(c?nowled"ments
The a!thors (ish to ackno("ed*e the s!&&ort of the '5S5 K"enn Research Center and the @os 5"amos 'ationa"
@a#oratory for their si*nificant s!&&ort of the '/SS:S soft(are.
-eferences
1
'/SS:S :serBs man!a") =ersion 2) So!th(est Research ,nstit!te) 244<.
2
So!th(est Research ,nstit!te) C%ro#a#i"istic Str!ct!ra" 5na"ysis $ethods -%S5$. for Se"ect S&ace %ro&!"sion
System Com&onents)D 0inal Re$ort 1ASA 2ontract 1AS3&2338") '5S5 @e(is Research Center) C"eve"and) 1hio)
1883.
3
9!) M.;T.) H. R. $i""(ater) and T. 5. Cr!se) C5dvanced %ro#a#i"istic Str!ct!ra" 5na"ysis $ethods for ,m&"icit
%erformance F!nctions)D 5,55 To!rna") 22-8.) 1884.
<
$adsen) H. 1.) Krenk) S.) and @ind) '. C.) $ethods of Str!ct!ra" Safety) %rentice;Ha"") ,nc.) 'e( Tersey) 182>
3
Farave""i) @.) CRes&onse S!rface 5&&roach for Re"ia#i"ity 5na"ysis)D T. of /n*. $ech.) 113-12.) 1828.
5merican ,nstit!te of 5erona!tics and 5strona!tics
1>
*)))) +)))) ,)))) -)))) .)))) /))))
Energy
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AMV
4H'
Fi"ure )+* (%;@ solution compare to >atin hypercube simulation$
>
9!) M.;T.) CCom&!tationa" $ethod for /fficient Str!ct!ra" Re"ia#i"ity and Re"ia#i"ity Sensitivity 5na"ysis)D 5,55
To!rna") =o". 32) 188<.
7
=ander&"aats) K.'.) '!merica" 1&timi?ation Techni+!es for /n*ineerin* Desi*n) $cKra(;Hi"") ,nc.) 182<
2
Thacker) B.H.) Riha) D.S.) $i""(ater) H.R.) /nri*ht) $.%.) C/rrors and :ncertainties in %ro#a#i"istic /n*ineerin*
5na"ysis)D %roceedin*s 5,55I5S$/I5SC/I5HSI5SC <2nd Str!ct!res) Str!ct!ra" Dynamics) and $ateria"s -SD$.
Conference) 5,55 2441;1238) Seatt"e) 95) 1>;18 5&ri" 2441.
8
Riha) D.S.) Hassan) T./.) Forrest) $.D.) Din*) K.) CStochastic 5&&roach for =ehic"e Crash $ode"s)D %roc. S5/
244< 9or"d Con*ress 0 /xhi#ition) 2443;41;4<>4) Detroit) $,.) $arch 244<.
14
Stander) '. and Crai*) K.T.) CRes&onse S!rface and Sensitivity;Based 1&timi?ation in @S;1%TL 5 Benchmark
St!dy)D %roc. 7
th
,nternationa" @S;DM'5 :sers Conference) 2442.
11
Torn*) T.M.) 9!) M.;T.) and $i""(ater) H.R.) UStr!ct!ra" System Re"ia#i"ity Ca"c!"ation :sin* a %ro#a#i"istic Fa!"t
Tree 5na"ysis $ethod)U %roc. 33rd 5,55I5S$/I5SC/I5HSI5SC Str!ct!res) Str!ct!ra" Dynamics) and $ateria"s
Conf.) %a&er 'o. 5,55;82;2<14) Da""as) T6) 5&ri" 13;13) 1882.
12
$cKay) $.D. and R.T. Beckman) 1878) C5 Com&arison of Three $ethods for Se"ectin* =a"!es of ,n&!t =aria#"es
in the 5na"ysis of 1!t&!t From a Com&!ter Code.D Technometrics) =o". 21) 'o. 2) &&. 238;2<3.
5merican ,nstit!te of 5erona!tics and 5strona!tics
17