Evaluating the probability that the output of a computer code with random inputs will meet a set of evaluation criteria

摘要

The subject paper discusses three model problems in connection with evaluation criteria mentioned in the title of Ref.. Its object is a code, running with a random input vector x = (x_1, x_2,...,x_h) and producing output vectors y = (y_1,y_2,...,y_P), to be subjected to a set of given evaluation criteria on each y_i elements of the output vector y. The probability density function of the input vector x is assumed to be known, and we wish to see if the given evaluation criteria are satisfied for every element of the output vector y. To this end, usually a number of calculations (P) are carried out and the output vectors are checked against the given evaluation criteria. In context of selected models, the author estimates P and discusses the addressed problem in the following three models.