Maximum-entropy Monte Carlo method for the evaluation of dam overtopping probability

This study presents a combined method of estimating the dam overtopping probability based on maximum entropy method and Monte Carlo simulation. The key idea is to implement the maximum entropy principle in estimating the probability density function. The procedure is divided into two phases, both of which are based on the maximum entropy principle and Monte Carlo simulation. First we obtain the moments of the overtopping performance function from random sample sets by Monte Carlo simulation. Next we use the maximum-entropy method to estimate the probability density function (PDF) of the performance function subject to the moment constraints. The method is applied to the Wohushan Reservoir in Jinan and to evaluate its overtopping risk. The risk value is calculated and compared to the Monte Carlo simulation (MCS) and the Advanced First Order Second Moment Method (AFOSM). The results show the accuracy and efficiency of the proposed method. The proposed method should be valuable for performing probabilistic analyses.