Eldred et al. (2007) Lognormal Ratio Function
Description:
Dimensions: 2This test example is a limit state function, defining the boundary between safe and failed regions of the input domain (Eldred et al., 2070).
Input Distributions:
The distributions of the input random variables are: xi ~ Lognormal(1, 0.5), for all i = 1, 2. There is a correlation coefficient of 0.3 between the two variables.Code:
References:
Eldred, M. S., Agarwal, H., Perez, V. M., Wojtkiewicz Jr, S. F., & Renaud, J. E. (2007). Investigation of reliability method formulations in DAKOTA/UQ. Structure and Infrastructure Engineering, 3(3), 199-213.
Eldred, M. S., & Burkardt, J. (2009, January). Comparison of non-intrusive polynomial chaos and stochastic collocation methods for uncertainty quantification. In Proceedings of the 47th AIAA Aerospace Sciences Meeting and Exhibit, number AIAA-2009-0976, Orlando, FL (Vol. 123, p. 124).
Eldred, M. S., Webster, C. G., & Constantine, P. (2008, April). Evaluation of non-intrusive approaches for Wiener-Askey generalized polynomial chaos. In Proceedings of the 10th AIAA Non-Deterministic Approaches Conference, number AIAA-2008-1892, Schaumburg, IL (Vol. 117, p. 189).
For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.