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Meta-models for structural reliability and uncertainty quantification

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arxiv 1203.2062 v1 pith:L62YCUXT submitted 2012-03-09 stat.ME stat.AP

classification stat.MEstat.AP
keywords modelmeta-modelspolynomialreliabilityresponsestructuraladaptivityaddressed
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A meta-model (or a surrogate model) is the modern name for what was traditionally called a response surface. It is intended to mimic the behaviour of a computational model M (e.g. a finite element model in mechanics) while being inexpensive to evaluate, in contrast to the original model which may take hours or even days of computer processing time. In this paper various types of meta-models that have been used in the last decade in the context of structural reliability are reviewed. More specifically classical polynomial response surfaces, polynomial chaos expansions and kriging are addressed. It is shown how the need for error estimates and adaptivity in their construction has brought this type of approaches to a high level of efficiency. A new technique that solves the problem of the potential biasedness in the estimation of a probability of failure through the use of meta-models is finally presented.

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  1. The tail wags the distribution: Only sample the tails for efficient reliability analysis

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    TSS stratifies the input distribution into nested tail sets with geometrically decreasing probabilities, yielding failure-probability estimates with exponentially decaying bias and variance that does not grow as the f...

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