Implementation of the Recursive Formula for Evaluation of the Strength of Daniels’ Model

The paper deals with the classical fiber bundle model of equal load sharing, sometimes referred to as the Daniels’ bundle or the democratic bundle. Daniels formulated a multidimensional integral and also a recursive formula for evaluation of the strength cumulative distribution function. This paper describes three algorithms for evaluation of the recursive formula and also their implementations with source codes in the Python high-level programming language. A comparison of the algorithms are provided with respect to execution time. Analysis of orders of magnitudes of addends in the recursion is also provided.




References:
[1] H.E. Daniels, The Statistical Theory of the Strength of Bundles of
Threads, Proc. Royal Soc. (London), 183A, 405–435, 1945.
[2] H.E. Daniels, The Maximum of a Gaussian Process Whose Mean Path
Has a Maximum, with an Application to the Strength of Bundles of
fibers, Advances in Applied Probability, 21 (2), 315–333, 1989.
[3] R.L. Smith, S.L. Phoenix, Asymptotic Distributions for the Failure
of Fibrous Materials Under Series-Parallel Structure and Equal
Load-Sharing, Journal of Applied Mechanics, 48, 75–82, 1981.
[4] D. Sornette, Elasticity and failure of a set of elements loaded in parallel.,
J. Phys. A: Math. Gen., 22, L243–L250, 1989. (Letter to the Editor).
[5] G. Rossum, et al., The Python Programming Language, http://python.
org, 1991.
[6] F. Johansson, et al., mpmath: a Python library for arbitrary-precision
floating-point arithmetic (version 0.18), http://mpmath.org, 2014.
[7] T. Oliphant, et al., NumPy: Open source scientific package for scientific
computing with Python, http://numpy.scipy.org, 2006.