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Dakota Reference Manual
Version 6.2
Large-Scale Engineering Optimization and Uncertainty Analysis
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Dakota Reference Manual
Version 6.2
Large-Scale Engineering Optimization and Uncertainty Analysis
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Probability-of-Failure (POF) darts is a novel method for estimating the probability of failure based on random sphere-packing.
This keyword is related to the topics:
Alias: nond_pof_darts
Argument(s): none
| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description | |
|---|---|---|---|---|
| Optional | lipschitz | Select the type of Lipschitz estimation (global or local) | ||
| Optional | emulator_samples | Specify the number of samples taken on the emulator to estimate the Probability of Failure in POF Darts | ||
| Optional | response_levels | Values at which to estimate desired statistics for each response | ||
| Optional | distribution | Selection of cumulative or complementary cumulative functions | ||
| Optional | probability_levels | Specify probability levels at which to estimate the corresponding response value | ||
| Optional | gen_reliability_levels | Specify generalized relability levels at which to estimate the corresponding response value | ||
| Optional | rng | Selection of a random number generator | ||
| Optional | samples | Number of samples for sampling-based methods | ||
| Optional | seed | Seed of the random number generator | ||
| Optional | model_pointer | Identifier for model block to be used by a method | ||
pof_darts is a novel method for estimating the probability of failure based on random sphere-packing. Random spheres are sampled from the domain with the constraint that each new sphere center has to be outside prior disks. The radius of each sphere is chosen such that the entire sphere lie either in the failure or the non-failure region. This radius depends of the function evaluation at the disk center, the failure threshold and an estimate of the function gradient at the disk center.
We utilize a global surrogate for evaluating the gradient and hence only one function evaluation is required for each sphere.
After exhausting the sampling budget specified by samples, which is the number of spheres per failure threshold, the domain is decomposed into two regions. These regions correspond to failure and non-failure, each represented by the union of the spheres of each type. The volume of the union of failure spheres gives a lower bound on the required estimate of the probability of failure, while the volume of the union of the non-failure spheres subtracted from the volume of the domain gives an upper estimate. We currently report the average of both estimates.
pof_darts handles multiple response functions and allows each to have multiple failure thresholds. For each failure threshold, pof_darts will insert a number of spheres specified by the user-input parameter samples.
However, estimating the probability of failure for each failure threshold would utilize the total number of disks sampled for all failure thresholds. For each failure threshold, the sphere radii changes to generate the right spatial decomposition.
1.8.4 
