Dear All,
I am solving a simple problem in UQLab Reliability, but I am getting incorrect sign of the reliability Index Beta while the Pf is correct, when using FORM, SORM, MCS. But correct results when using IS, and AK-MCS. I am attaching the Problem (From Ang and Tang) and the UqLab file. Any comments appreciated.
Thanks
ModelOpts.mString = '144./(2.*X(:,1))+X(:,2)-12.*X(:,3)-144./(2.*X(:,4))';
ModelOpts.isVectorized = true;
myModel = uq_createModel(ModelOpts);
InputOpts.Marginals(1).Name = 'X1'; % resistance variable
InputOpts.Marginals(1).Type = 'Gaussian';
InputOpts.Marginals(1).Moments = [2 0.1*2];
InputOpts.Marginals(2).Name = 'X2'; % resistance variable
InputOpts.Marginals(2).Type = 'Gamma';
InputOpts.Marginals(2).Moments = [60 0.8*60];
InputOpts.Marginals(3).Name = 'X3'; % stress variable
InputOpts.Marginals(3).Type = 'Gaussian';
InputOpts.Marginals(3).Moments = [0.9 0.3];
InputOpts.Marginals(4).Name = 'X4'; % stress variable
InputOpts.Marginals(4).Type = 'Gaussian';
InputOpts.Marginals(4).Moments = [0.5 0.05*0.5];
myInput = uq_createInput(InputOpts);
FORMOpts.Type = 'Reliability';
FORMOpts.Method = 'FORM';
FORMAnalysis = uq_createAnalysis(FORMOpts);
uq_print(FORMAnalysis)
uq_display(FORMAnalysis)
Pf 8.8590e-01
BetaHL 1.2050
ModelEvaluations 18
Variables X1 X2 X3 X4
Ustar -0.090505 1.185504 -0.088913 0.174698
Xstar 1.98e+00 1.17e+02 8.73e-01 5.04e-01
Importance 0.005641 0.967896 0.005444 0.021018
AK-MCS
Pf 8.8667e-01
Beta -1.2090
CoV 0.0011
ModelEvaluations 151
PfCI [8.8471e-01 8.8863e-01]
BetaCI [-1.2193e+00 -1.1988e+00]
PfMinus/Plus [8.8667e-01 8.8667e-01]