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High-dimensional complex multi-parameter problems are prevalent in engineering, exceeding the capabilities of traditional surrogate models designed for low/medium-dimensional problems. These models face the curse of dimensionality,…

Methodology · Statistics 2023-07-06 Yili Zhang , Hanyan Huang , Mei Xiong , Zengquan Yao

In the field of reliability engineering, the Active learning reliability method combining Kriging and Monte Carlo Simulation (AK-MCS) has been developed and demonstrated to be effective in reliability analysis. However, the performance of…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Wenxiong Li , Rong Geng , Suiyin Chen

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

Multi-fidelity Kriging model is a promising technique in surrogate-based design as it can balance the model accuracy and cost of sample preparation by fusing low- and high-fidelity data. However, the cost for building a multi-fidelity…

Machine Learning · Computer Science 2023-01-03 Youwei He , Jinliang Luo

Performing reliability analysis on complex systems is often computationally expensive. In particular, when dealing with systems having high input dimensionality, reliability estimation becomes a daunting task. A popular approach to overcome…

Machine Learning · Statistics 2021-12-22 Navaneeth N. , Souvik Chakraborty

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

Surrogate models are extensively employed for forward and inverse uncertainty quantification in complex, computation-intensive engineering problems. Nonetheless, constructing high-accuracy surrogate models for complex dynamical systems with…

Dynamical Systems · Mathematics 2025-03-20 Zhouzhou Song , Weiyun Xu , Marcos A. Valdebenito , Matthias G. R. Faes

Kriging-based surrogate models have become very popular during the last decades to approximate a computer code output from few simulations. In practical applications, it is very common to sequentially add new simulations to obtain more…

Statistics Theory · Mathematics 2012-10-31 Loic Le Gratiet , Claire Cannamela

In the present work, we consider multi-fidelity surrogate modelling to fuse the output of multiple aero-servo-elastic computer simulators of varying complexity. In many instances, predictions from multiple simulators for the same quantity…

Computation · Statistics 2017-09-25 I. Abdallah , C. Lataniotis , B. Sudret

Engineering design involves demanding models encompassing many decision variables and uncontrollable parameters. In addition, unavoidable aleatoric and epistemic uncertainties can be very impactful and add further complexity. The…

Systems and Control · Electrical Eng. & Systems 2026-02-27 Enrico Ampellio , Blazhe Gjorgiev , Giovanni Sansavini

To address the challenges of reliability analysis in high-dimensional probability spaces, this paper proposes a new metamodeling method that couples active subspace, heteroscedastic Gaussian process, and active learning. The active subspace…

Applications · Statistics 2024-04-11 Jungho Kim , Ziqi Wang , Junho Song

Designing an inexpensive approximate surrogate model that captures the salient features of an expensive high-fidelity behavior is a prevalent approach in design optimization. In recent times, Deep Learning (DL) models are being used as a…

Machine Learning · Computer Science 2022-07-12 Harsh Vardhan , Janos Sztipanovits

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

Several methods have been proposed in the literature to solve reliability-based optimization problems, where failure probabilities are design constraints. However, few methods address the problem of life-cycle cost or risk optimization,…

Computation · Statistics 2020-07-09 H. M. Kroetz , M. Moustapha , A. T. Beck , B. 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

Sample efficiency in the face of computationally expensive simulations is a common concern in surrogate modeling. Current strategies to minimize the number of samples needed are not as effective in simulated environments with wide state…

Machine Learning · Computer Science 2025-09-03 Julen Cestero , Marco Quartulli , Marcello Restelli

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

Optimal design under uncertainty 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 the analyst…

Methodology · Statistics 2017-04-13 V. Dubourg , J. -M. Bourinet , B. Sudret

Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of RBDO, a complex problem that combines optimization and…

Methodology · Statistics 2019-01-11 M. Moustapha , B. Sudret

Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate…

Methodology · Statistics 2011-05-10 V. Dubourg , F. Deheeger , B. Sudret
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