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PROB_LIB is
freely available for teaching, academic research, and other
non-commercial personal use. The source code and documentation are
copyrighted by the developer, and may not be redistributed or
placed on public Web servers without permission. The software is
provided "as is" with no warranty. |
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Documentation given in Chapter 1,
Reliability-Based Design in Geotechnical Engineering: Computations
and Applications, Taylor & Francis, 2008 |
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Chapter 1 Errata |
Chapter_1_Errata.pdf |
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Random dimension reduction using
spectral decomposition |
eigendecomp.m |
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First-order reliability method |
FORM.m |
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Calculation of Hermite coefficients
using stochastic collocation method |
herm_coeffs.m |
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Calculation of Hermite roots using
polynomial fit |
herm_roots.m |
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Simulation of Johnson distributions |
johnson.m |
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Reliability analysis of Load &
Resistance Factor Design (LRFD) |
LRFD.m |
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Objective function for FORM |
objfun.m |
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Definition of performance function, P |
Pfun.m |
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Simulation of normal random process
using the two-sided power spectral density function, S(f) |
ranprocess.m |
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Second-order reliability method |
SORM.m |
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Subset Markov Chain Monte Carlo method |
subset.m |
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Simulation of correlated non-normal
random variables using translation method |
translation.m |
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EXCEL add-in for collocation-based
stochastic response surface method
Documentation in Huang, SP, B Liang &
Phoon, KK, "Geotechnical probabilistic analysis by collocation-based
stochastic response surface method- An EXCEL add-in implementation",
Georisk (in press). |
CSRSM.exe |
