Surrogate based method for evaluation of failure probability under multiple constraints
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Publication:2875007
DOI10.1137/120877192zbMATH Open1306.65012OpenAlexW1977133516MaRDI QIDQ2875007FDOQ2875007
Authors: Jing Li, Dongbin Xiu 
Publication date: 13 August 2014
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/120877192
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Monte Carlo samplingconvergenceuncertainty quantificationalgorithmnumerical examplesurrogate modelfailure probabilitystochastic systemreliability analysisresponse surfaces
Cited In (10)
- Adaptive reduced order modeling for nonlinear dynamical systems through a new a posteriori error estimator: application to uncertainty quantification
- Multifidelity probability estimation via fusion of estimators
- Failure probability estimation of linear time varying systems by progressive refinement of reduced order models
- An efficient surrogate-based method for computing rare failure probability
- Evaluation of failure probability via surrogate models
- Multilevel estimation of rare events
- Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation
- Sequential design of computer experiments for the estimation of a probability of failure
- Towards error bounds of the failure probability of elastic structures using reduced basis models
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