Probability Distribution Function Mapping Method
First Claim
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1. A method comprising:
- receiving a plurality of values of an input variable representative of a physical characteristic of a component or system;
using a physics model to produce an estimate of an output for each of the input values;
mapping the output estimates to the input values to produce an output probability density or cumulative distribution function for the physical characteristic at a future time; and
outputting the probability density or cumulative distribution function.
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Abstract
A method includes: receiving a plurality of values of an input variable representative of a physical characteristic of a component or system, using a physics model to produce an estimate of an output for each of the input values, mapping the output estimates to the input values to produce an output probability density or cumulative distribution function for the physical characteristic at a future time, and outputting the probability density or cumulative distribution function. An apparatus that implements the method is also provided.
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20 Claims
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1. A method comprising:
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receiving a plurality of values of an input variable representative of a physical characteristic of a component or system; using a physics model to produce an estimate of an output for each of the input values; mapping the output estimates to the input values to produce an output probability density or cumulative distribution function for the physical characteristic at a future time; and outputting the probability density or cumulative distribution function. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10)
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11. An apparatus comprising:
a processor having an input for receiving an input probability distribution of a variable for a stochastic process, wherein the processor uses a mapping function, which relates outputs to inputs, to produce an exact representation of an output distribution for the stochastic process. - View Dependent Claims (12, 13, 14, 15, 16, 17, 18, 19, 20)
Specification