Identify the distributions of your basic random variables X (typically marginal PDFs or CDFs, as well as correlations or joint distributions)
engineering
Description
An algorithm for the First Order Reliability Method (FORM)
1. Identify the distributions of your basic random variables X (typically marginal PDFs or CDFs, as well as correlations or joint distributions)
2. Decide which method is appropriate for transforming your basic random variables X into standard normal random variables U (using one of the four cases discussed).
3. Use the Hasofer-Lind Rackwitz-Feissler algorithm to find the design point u*
a. Choose an initial guess for the x associated with u*. This is x(0)
b. Find the u associated with the current value of x, using the transformation chosen in step 2.
c. Compute the gradient of g, evaluated at ( ) k x :
