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First-order reliability method (FORM) for Matlab?
Tue, 2010-04-27 08:52 - edub
Hello,
I am wondering if there is a source code for first-order reliability method (FORM) or second-order (SORM) available out there, ideally for Matlab but others would be interesting as well.
If not, has anyone programmed this themself? What literature source did you base it upon?
Thanks in advance for any help!
Forums:
FERUM
These methods are implemented in the FERUM open-source Matlab toolbox. A version of this code (version 4.0) is available at http://www.ifma.fr/FERUM/. An old version can be downloaded at http://www.ce.berkeley.edu/FERUM/.
Other stochastic methods than FORM and SORM are also available in this code: Crude Monte Carlo, Importance Sampling, Subset Simulation, etc.
The user's guide of FERUM 4.0 includes the main references about these methods.