Journal ArticleDOI
A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models
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TLDR
An original and easily implementable method called AK-IS for active learning and Kriging-based Importance Sampling, based on the AK-MCS algorithm, that enables the correction or validation of the FORM approximation with only a very few mechanical model computations.About:
This article is published in Reliability Engineering & System Safety.The article was published on 2013-03-01. It has received 458 citations till now. The article focuses on the topics: Importance sampling & Surrogate model.read more
Citations
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Journal ArticleDOI
LIF: A new Kriging based learning function and its application to structural reliability analysis
TL;DR: Results show that LIF and the new method proposed in this research are very efficient when dealing with nonlinear performance function, small probability, complicated limit state and engineering problems with high dimension.
Journal ArticleDOI
Assessing small failure probabilities by AK–SS: An active learning method combining Kriging and Subset Simulation
TL;DR: AK–SS: an active learning method combining Kriging model and SS can provide accurate solutions more efficiently, making it a promising approach for structural reliability analyses involving small failure probabilities, high-dimensional performance functions, and time-consuming simulation codes in practical engineering.
Journal ArticleDOI
Polynomial-Chaos-based Kriging
TL;DR: PC-Kriging is derived as a new non-intrusive meta-modeling approach combining PCE and Kriging, which approximates the global behavior of the computational model whereas Kriged manages the local variability of the model output.
Journal ArticleDOI
A new learning function for Kriging and its applications to solve reliability problems in engineering
Zhaoyan Lv,Zhenzhou Lu,Pan Wang +2 more
TL;DR: A new learning function based on information entropy is proposed that can help select the next point effectively and add it to the design of experiments to update the metamodel in a more efficient way.
Journal ArticleDOI
An improved adaptive kriging-based importance technique for sampling multiple failure regions of low probability
TL;DR: The modification allows overcoming an important limitation of the original AK-IS in that it provides the algorithm with the flexibility to deal with multiple failure regions characterized by complex, non-linear limit states.
References
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Efficient Global Optimization of Expensive Black-Box Functions
TL;DR: This paper introduces the reader to a response surface methodology that is especially good at modeling the nonlinear, multimodal functions that often occur in engineering and shows how these approximating functions can be used to construct an efficient global optimization algorithm with a credible stopping rule.
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Stochastic Finite Elements: A Spectral Approach
Roger Ghanem,Pol D. Spanos +1 more
TL;DR: In this article, a representation of stochastic processes and response statistics are represented by finite element method and response representation, respectively, and numerical examples are provided for each of them.
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An Automatic Method for Solving Discrete Programming Problems
Ailsa H. Land,Alison G. Doig +1 more
TL;DR: In the late 1950s there was a group of teachers and research assistants at the London School of Economics interested in linear programming and its extensions, in particular Helen Makower, George Morton, Ailsa Land and Alison Doig.
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Lipschitzian optimization without the Lipschitz constant
TL;DR: In this article, the Lipschitz constant is viewed as a weighting parameter that indicates how much emphasis to place on global versus local search, which accounts for the fast convergence of the new algorithm on the test functions.
Journal ArticleDOI
Structural reliability under combined random load sequences
Rüdiger Rackwitz,Bernd Flessler +1 more
TL;DR: In this paper, an algorithm for the calculation of structural reliability under combined loading is formulated, in which loads or any other actions upon structures are modelled as independent random sequences and the relevant limit state criterion is pointwise approximated by a tangent hyperplane.