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In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In…

Methodology · Statistics 2015-03-19 V. Dubourg , F. Deheeger , B. Sudret

A meta-model (or a surrogate model) is the modern name for what was traditionally called a response surface. It is intended to mimic the behaviour of a computational model M (e.g. a finite element model in mechanics) while being inexpensive…

Methodology · Statistics 2012-03-12 Bruno Sudret

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

The computational effort for the evaluation of numerical simulations based on e.g. the finite-element method is high. Metamodels can be utilized to create a low-cost alternative. However the number of required samples for the creation of a…

Machine Learning · Statistics 2019-05-15 Jan N. Fuhg

The optimal and robust design of structures has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows…

Applications · Statistics 2017-04-12 Vincent Dubourg , Jean-Marc Bourinet , Bruno Sudret

Active learning methods have recently surged in the literature due to their ability to solve complex structural reliability problems within an affordable computational cost. These methods are designed by adaptively building an inexpensive…

Computation · Statistics 2022-02-08 M. Moustapha , S. Marelli , B. Sudret

Existing active strategies for training surrogate models yield accurate structural reliability estimates by aiming at design space regions in the vicinity of a specified limit state function. In many practical engineering applications,…

Machine Learning · Computer Science 2024-05-02 J. Moran A. , P. G. Morato , P. Rigo

Surrogate models provide a low computational cost alternative to evaluating expensive functions. The construction of accurate surrogate models with large numbers of independent variables is currently prohibitive because it requires a large…

Machine Learning · Computer Science 2017-08-10 Mohamed Amine Bouhlel , Joaquim R. R. A. Martins

Stochastic kriging is a popular metamodeling technique for representing the unknown response surface of a simulation model. However, the simulation model may be inadequate in the sense that there may be a non-negligible discrepancy between…

Methodology · Statistics 2018-02-14 Lu Zou , Xiaowei Zhang

This paper proposes niching importance sampling, a framework that combines concepts from reliability analysis, e.g. Markov chains, importance sampling, and relative cross entropy minimisation, with niching techniques from evolutionary…

Computation · Statistics 2026-04-09 Hugh J. Kinnear , F. A. DiazDelaO

Accurate prediction of remaining useful life under creep conditions is essential for the structural reliability of high-temperature components in critical engineering systems. Traditional approaches based on deterministic parametric models…

Computational Engineering, Finance, and Science · Computer Science 2026-05-08 Victor Maudonet , Carlos Frederico Trotta Matt , Americo Cunha

In modern engineering, computer simulations are a popular tool to analyse, design, and optimize systems. Furthermore, concepts of uncertainty and the related reliability analysis and robust design are of increasing importance. Hence, an…

Computation · Statistics 2017-05-12 R. Schöbi , B. Sudret

This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer

In reliability engineering, conventional surrogate models encounter the "curse of dimensionality" as the number of random variables increases. While the active learning Kriging surrogate approaches with high-dimensional model representation…

Machine Learning · Computer Science 2025-09-10 Wenxiong Li , Hanyu Liao , Suiyin Chen

System reliability analysis aims at computing the probability of failure of an engineering system given a set of uncertain inputs and limit state functions. Active-learning solution schemes have been shown to be a viable tool but as of yet…

Methodology · Statistics 2024-05-10 Maliki Moustapha , Pietro Parisi , Stefano Marelli , Bruno Sudret

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

Computation · Statistics 2021-04-13 Christian Agrell , Kristina Rognlien Dahl

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…

Methodology · Statistics 2022-09-16 Liang Ding , Xiaowei Zhang

Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…

Computation · Statistics 2016-06-29 K. Konakli , B. Sudret

This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2022-12-06 J. C. García-Merino , C. Calvo-Jurado , E. Martínez-Pañeda , E. García-Macías

Surrogates in lieu of expensive-to-evaluate performance functions can accelerate the reliability analysis greatly. This paper proposes a new two-stage framework for surrogate-aided reliability analysis named Surrogates for Importance…

Other Statistics · Statistics 2020-01-29 Wang-Sheng Liu , Sai Hung Cheung , Wen-Jun Cao
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