Surrogate Based Method for Evaluation of Failure Probability under Multiple Constraints

DOI10.1137/120877192zbMath1306.65012OpenAlexW1977133516MaRDI QIDQ2875007

Jing Li, Dongbin Xiu

Publication date: 13 August 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120877192

zbMATH Keywords

algorithmconvergencenumerical examplestochastic systemMonte Carlo samplingreliability analysisfailure probabilityuncertainty quantificationsurrogate modelresponse surfaces

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (4)

Multilevel Estimation of Rare Events ⋮ Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation ⋮ Multifidelity probability estimation via fusion of estimators ⋮ Failure Probability Estimation of Linear Time Varying Systems by Progressive Refinement of Reduced Order Models

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