کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
520008 867692 2010 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Evaluation of failure probability via surrogate models
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نرم افزارهای علوم کامپیوتر
پیش نمایش صفحه اول مقاله
Evaluation of failure probability via surrogate models
چکیده انگلیسی

Evaluation of failure probability of a given system requires sampling of the system response and can be computationally expensive. Therefore it is desirable to construct an accurate surrogate model for the system response and subsequently to sample the surrogate model. In this paper we discuss the properties of this approach. We demonstrate that the straightforward sampling of a surrogate model can lead to erroneous results, no matter how accurate the surrogate model is. We then propose a hybrid approach by sampling both the surrogate model in a “large” portion of the probability space and the original system in a “small” portion. The resulting algorithm is significantly more efficient than the traditional sampling method, and is more accurate and robust than the straightforward surrogate model approach. Rigorous convergence proof is established for the hybrid approach, and practical implementation is discussed. Numerical examples are provided to verify the theoretical findings and demonstrate the efficiency gain of the approach.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational Physics - Volume 229, Issue 23, 20 November 2010, Pages 8966–8980
نویسندگان
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