NEA-0574 COVAL.

COVAL, Compound Probability Distribution for Function of Probability Distribution

NAME OR DESIGNATION OF PROGRAM, COMPUTER, NATURE OF PHYSICAL PROBLEM SOLVED, METHOD OF SOLUTION, RESTRICTIONS, TYPICAL RUNNING TIME, FEATURES, AUXILIARIES, STATUS, REFERENCES, MACHINE REQUIREMENTS, LANGUAGE, OPERATING SYSTEM OR MONITOR UNDER WHICH PROGRAM IS EXECUTED, OTHER RESTRICTIONS, NAME AND ESTABLISHMENT OF AUTHOR, MATERIAL, CATEGORIES

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1. NAME OR DESIGNATION OF PROGRAM: COVAL.

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2. COMPUTERS

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Program name	Package id	Status	Status date
COVAL	NEA-0574/01	Tested	01-NOV-1979

Machines used:

Package ID	Orig. computer	Test computer
NEA-0574/01	IBM 3033	IBM 3033

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3. NATURE OF PHYSICAL PROBLEM SOLVED

Computation of the probability distribution of a function of variables, given the probability distribution of the variables themselves. 'COVAL' has been applied to reliability analysis of a structure subject to random loads.

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4. METHOD OF SOLUTION: Numerical transformation of probability distributions.

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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM

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6. TYPICAL RUNNING TIME

2 seconds of CPU time was used for the sample problem on IBM3033.

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7. UNUSUAL FEATURES: UNUSUAL FEATURES OF THE PROGRAM

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8. RELATED OR AUXILIARY PROGRAMS: RELATED AND AUXILIARY PROGRAMS

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9. STATUS

Package ID	Status date	Status
NEA-0574/01	01-NOV-1979	Tested at NEADB

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10. REFERENCES

NEA-0574/01, included references:

- M. Astolfi and J. Elbaz:
  COVAL - A Computer Code for Random Variables Combination and
  Reliability Evaluation - How to Use
  EUR 5804 EN (1977)

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11. MACHINE REQUIREMENTS

COVAL needs 232k bytes for compilation and 192k bytes for execution.

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12. PROGRAMMING LANGUAGE(S) USED

Package ID	Computer language
NEA-0574/01	FORTRAN-IV

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13. OPERATING SYSTEM OR MONITOR UNDER WHICH PROGRAM IS EXECUTED: OS/MVS2

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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS

ANY OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS

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15. NAME AND ESTABLISHMENT OF AUTHOR

     M. Astolfi and J. Elbaz,
     Joint Research Center,
     Ispra Establishment
     Italy

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16. MATERIAL AVAILABLE

NEA-0574/01

File name	File description	Records
NEA0574_01.001	SOURCE (F4,EBCDIC)	1220
NEA0574_01.002	SAMPLE PROBLEM INPUT	47
NEA0574_01.003	SAMPLE PROBLEM OUTPUT	4738
NEA0574_01.004	JCL AND INFORMATIONS	27

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17. CATEGORIES

P. General Mathematical and Computing System Routines

Keywords: distribution, numerical solution, probability.