Critical probability estimation is of major interest in safety and reliability applications. In this article, we focus on a black-box model with multidimensional random input X and one random output Y. We consider the estimation of probability P that Y exceeds a threshold S. We assume that the random input X follows a multidimensional parametric density with parameters d and thus the probabilit...

Resumo: In this study, we present the basic-concepts of ground-water hydraulic on stochastic media, whose the Theis equation is used in the transient movement of groundwater as result of pumping in a confined aquifer in saturated porous media under random parameters. A special importance is given on circumstances which requires a high-dimension stochastic to obtain a certain precision in probab...

t, m, s)−nets were defined by Niederreiter [6], based on earlier work by Sobol’ [7], in the context of quasi-Monte Carlo methods of numerical integration. Formulated in combinatorial/coding theoretic terms a binary linear (m − k,m, s)2-net is a family of ks vectors in F2 satisfying certain linear independence conditions (s is the length, m the dimension and k the strength: certain subsets of k ...

Differential Evolution (DE) is a novel evolutionary approach capable of handling non-differentiable, non-linear and multi-modal objective functions. DE has been consistently ranked as one of the best search algorithm for solving global optimization problems in several case studies. This paper presents a simple and modified hybridized Differential Evolution algorithm for solving global optimizat...