Failure probability estimation of functions with binary outcomes via adaptive sequential sampling

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F22%3APU147455" target="_blank" >RIV/00216305:26110/22:PU147455 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Failure probability estimation of functions with binary outcomes via adaptive sequential sampling

Popis výsledku v původním jazyce

A novel method for estimation of rare event probability is proposed, which works also for computational models returning categorical information only: success or failure. It combines the robustness of simulation methods (counting failure events) with the strength of approximation methods which refine the boundary between the failure and safe sets. Two basic tasks are identified: (i) extension of the experimental design (ED) and (ii) estimation of probabilities. The new extension algorithm adds points for limit state evaluation to the ED by balancing the global exploration and local exploitation, and the estimation uses the pointwise information to build a simple surrogate and perform a novel optimized importance sampling. No connection is presumed between the limit function value at point and its proximity to the failure surface. A new global sensitivity measure of the failure probability to individual variables is proposed and obtained as a by-product of the proposed methods.

Název v anglickém jazyce

Failure probability estimation of functions with binary outcomes via adaptive sequential sampling

Popis výsledku anglicky

A novel method for estimation of rare event probability is proposed, which works also for computational models returning categorical information only: success or failure. It combines the robustness of simulation methods (counting failure events) with the strength of approximation methods which refine the boundary between the failure and safe sets. Two basic tasks are identified: (i) extension of the experimental design (ED) and (ii) estimation of probabilities. The new extension algorithm adds points for limit state evaluation to the ED by balancing the global exploration and local exploitation, and the estimation uses the pointwise information to build a simple surrogate and perform a novel optimized importance sampling. No connection is presumed between the limit function value at point and its proximity to the failure surface. A new global sensitivity measure of the failure probability to individual variables is proposed and obtained as a by-product of the proposed methods.

Druh

O - Ostatní výsledky

CEP obor

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OECD FORD obor

20101 - Civil engineering

Projekt

<a href="/cs/project/GF22-06684K" target="_blank" >GF22-06684K: Stochastická únava betonu řešená přístupy založenými na disipaci energie s ohledem na vzájemné působení časových a teplotních účinků</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2022

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů