Evaluation of failure probability via surrogate models
DOI10.1016/J.JCP.2010.08.022zbMATH Open1204.65010OpenAlexW2044283475MaRDI QIDQ613407FDOQ613407
Publication date: 20 December 2010
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2010.08.022
Monte Carlo samplingconvergencenumerical examplesalgorithmsurrogate modelfailure probabilitypolynomial chaosresponse surface methodstochastic computation
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cited In (38)
- Adaptive reduced order modeling for nonlinear dynamical systems through a new a posteriori error estimator: application to uncertainty quantification
- Reduced order modeling of random linear dynamical systems based on a new a posteriori error bound
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
- \texttt{CAMERA}: a method for cost-aware, adaptive, multifidelity, efficient reliability analysis
- Multifidelity importance sampling
- Online Adaptive Model Reduction for Nonlinear Systems via Low-Rank Updates
- Sequential Active Learning of Low-Dimensional Model Representations for Reliability Analysis
- An efficient surrogate-based method for computing rare failure probability
- A Multifidelity Quantile-Based Approach for Confidence Sets of Random Excursion Sets with Application to Ice-Sheet Dynamics
- Hybrid topology/shape optimization under uncertainty for actively-cooled nature-inspired microvascular composites
- Accurate and efficient evaluation of failure probability for partial different equations with random input data
- Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
- Reduced Basis Methods for Uncertainty Quantification
- Convergence analysis of multifidelity Monte Carlo estimation
- Multifidelity approaches for optimization under uncertainty
- Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models
- A subset multicanonical Monte Carlo method for simulating rare failure events
- A Measure-Theoretic Interpretation of Sample Based Numerical Integration with Applications to Inverse and Prediction Problems under Uncertainty
- Identification of input random field samples causing extreme responses
- Active-subspace analysis of exceedance probability for shallow-water waves
- Low-dimensional offshore wave input for extreme event quantification
- Data-based importance sampling estimates for extreme events
- Efficient Yield Optimization with Limited Gradient Information
- A moment quadrature method for uncertainty quantification of three-dimensional crack propagation via extremely few model runs
- Optimal model management for multifidelity Monte Carlo estimation
- Bayesian analysis of rare events
- Transfer learning based multi-fidelity physics informed deep neural network
- Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification
- Rare event simulation for large-scale structures with local nonlinearities
- Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems
- Failure Probability Estimation of Linear Time Varying Systems by Progressive Refinement of Reduced Order Models
- Multilevel Estimation of Rare Events
- 10 Model order reduction in uncertainty quantification
- Multifidelity Dimension Reduction via Active Subspaces
- A blackbox yield estimation workflow with Gaussian process regression applied to the design of electromagnetic devices
- Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection
- Title not available (Why is that?)
- Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation
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