Surrogate based method for evaluation of failure probability under multiple constraints (Q2875007)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Surrogate based method for evaluation of failure probability under multiple constraints |
scientific article; zbMATH DE number 6329832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Surrogate based method for evaluation of failure probability under multiple constraints |
scientific article; zbMATH DE number 6329832 |
Statements
13 August 2014
0 references
failure probability
0 references
reliability analysis
0 references
uncertainty quantification
0 references
surrogate model
0 references
response surfaces
0 references
algorithm
0 references
Monte Carlo sampling
0 references
stochastic system
0 references
convergence
0 references
numerical example
0 references
Surrogate based method for evaluation of failure probability under multiple constraints (English)
0 references
The authors study the problem of computing the failure probability subject to multiple constraints. In particular, the case of surrogate models, also known as response surfaces, is considered for the available constraints. An efficient numerical algorithm based on Monte Carlo sampling is presented, where a large portion of the samples is evaluated using the surrogates and only a small portion using the underlying stochastic system. Convergence analysis of the algorithm for multiple constraints is presented and its efficiency is demonstrated through numerical examples.
0 references
