Hristov, PO, DiazDelaO, FA, Kubiak, KJ et al. (1 more author) (2017) Adaptive emulation-based reliability analysis. In: Proceedings of the 2nd International Conference on Uncertainty Quantification in Computational Sciences and Engineering. UNCECOMP 2017: 2nd International Conference on Uncertainty Quantification in Computational Sciences and Engineering, 15-17 Jun 2017, Rhodes Island, Greece. Eccomas Proceedia , pp. 198-211. ISBN 978-618-82844-4-9
Abstract
This paper presents an approximation method for performing reliability analysis with high fidelity computer codes at a reasonable computational cost. Complex models are common in science and engineering due to their ability to substitute costly and some times infeasible practical experiments. These models, however, suffer from high computational cost. This causes problems when performing sampling - based reliability analysis, since the failure modes of the system typically occupy a small region of the input space and thus relatively large sample sizes are required for the accurate estimation of their characteristics. The sequential sampling method proposed in this article, combines Gaussian process-based optimisation and Subset Simulation. Gaussian process emulators construct a statistical approximation to the output of the original code, which is both affordable to use and has its own measure of predictive uncertainty. Subset Simulation is used to efficiently populate those regions of the initial approximation which are likely to lead to the performance function exceeding a predefined critical threshold. Among all samples, the ones that are likely to contribute most to increasing the quality of the surrogate in the vicinity of the failure regions are selected, using Bayesian optimisation methods. The iterative nature of the method ensures that an arbitrarily accurate approximation of the failure region in performance space is developed at a reasonable computational cost. The presented method is applied to a number of benchmark problems.
Metadata
Item Type: | Proceedings Paper |
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Authors/Creators: |
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Keywords: | Efficient reliability analysis; Gaussian process emulation; Subset simulation |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mechanical Engineering (Leeds) > Institute of Engineering Thermofluids, Surfaces & Interfaces (iETSI) (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 31 Aug 2018 10:01 |
Last Modified: | 31 Aug 2018 10:01 |
Status: | Published |
Publisher: | Eccomas Proceedia |
Identification Number: | 10.7712/120217.5363.16925 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:135113 |