Metamodel-based importance sampling for structural reliability analysis

Abstract : Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate computational model (e.g. a finite element model). In this respect simulation methods, which may require $10^{3-6}$ runs cannot be used directly. Surrogate models such as quadratic response surfaces, polynomial chaos expansions or kriging (which are built from a limited number of runs of the original model) are then introduced as a substitute of the original model to cope with the computational cost. In practice it is almost impossible to quantify the error made by this substitution though. In this paper we propose to use a kriging surrogate of the performance function as a means to build a quasi-optimal importance sampling density. The probability of failure is eventually obtained as the product of an augmented probability computed by substituting the meta-model for the original performance function and a correction term which ensures that there is no bias in the estimation even if the meta-model is not fully accurate. The approach is applied to analytical and finite element reliability problems and proves efficient up to 100 random variables.
Type de document :
Pré-publication, Document de travail
20 pages, 7 figures, 2 tables. Preprint submitted to Probabilistic Engineering Mechanics. 2011
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https://hal.archives-ouvertes.fr/hal-00590604
Contributeur : Vincent Dubourg <>
Soumis le : mercredi 4 mai 2011 - 08:25:26
Dernière modification le : jeudi 11 janvier 2018 - 06:22:26

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  • HAL Id : hal-00590604, version 1
  • ARXIV : 1105.0562

Citation

Vincent Dubourg, François Deheeger, Bruno Sudret. Metamodel-based importance sampling for structural reliability analysis. 20 pages, 7 figures, 2 tables. Preprint submitted to Probabilistic Engineering Mechanics. 2011. 〈hal-00590604〉

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