Evaluation of failure probability via surrogate models

DOI10.1016/j.jcp.2010.08.022zbMath1204.65010OpenAlexW2044283475MaRDI QIDQ613407

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

zbMATH Keywords

algorithm convergence numerical examples Monte Carlo sampling failure probability surrogate model polynomial chaos response surface method stochastic computation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Transfer learning based multi-fidelity physics informed deep neural network ⋮ Bayesian analysis of rare events ⋮ Multilevel Estimation of Rare Events ⋮ Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation ⋮ Convergence analysis of multifidelity Monte Carlo estimation ⋮ Identification of input random field samples causing extreme responses ⋮ Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization ⋮ Multifidelity importance sampling ⋮ Online Adaptive Model Reduction for Nonlinear Systems via Low-Rank Updates ⋮ Rare event simulation for large-scale structures with local nonlinearities ⋮ Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models ⋮ Multifidelity approaches for optimization under uncertainty ⋮ Efficient Yield Optimization with Limited Gradient Information ⋮ A moment quadrature method for uncertainty quantification of three-dimensional crack propagation via extremely few model runs ⋮ Multifidelity Dimension Reduction via Active Subspaces ⋮ Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems ⋮ 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 ⋮ 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 ⋮ Accurate and efficient evaluation of failure probability for partial different equations with random input data ⋮ Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification ⋮ Reduced Basis Methods for Uncertainty Quantification ⋮ A blackbox yield estimation workflow with Gaussian process regression applied to the design of electromagnetic devices ⋮ A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness ⋮ Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection ⋮ Hybrid topology/shape optimization under uncertainty for actively-cooled nature-inspired microvascular composites ⋮ Active-subspace analysis of exceedance probability for shallow-water waves ⋮ Low-dimensional offshore wave input for extreme event quantification ⋮ Optimal Model Management for Multifidelity Monte Carlo Estimation ⋮ Failure Probability Estimation of Linear Time Varying Systems by Progressive Refinement of Reduced Order Models ⋮ 10 Model order reduction in uncertainty quantification ⋮ Data-based importance sampling estimates for extreme events ⋮ \texttt{CAMERA}: a method for cost-aware, adaptive, multifidelity, efficient reliability analysis ⋮ Sequential Active Learning of Low-Dimensional Model Representations for Reliability Analysis

Cites Work