Metamodel-based importance sampling for the simulation of rare events - Université Clermont Auvergne Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2011

Metamodel-based importance sampling for the simulation of rare events

Résumé

In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In order to reduce the number of computer experiments, many other approaches known as reliability methods have been proposed. A certain approach consists in replacing the original experiment by a surrogate which is much faster to evaluate. Nevertheless, it is often difficult (or even impossible) to quantify the error made by this substitution. In this paper an alternative approach is developed. It takes advantage of the kriging meta-modeling and importance sampling techniques. The proposed alternative estimator is finally applied to a finite element based structural reliability analysis.

Dates et versions

hal-00587029 , version 1 (19-04-2011)

Identifiants

Citer

Vincent Dubourg, François Deheeger, Bruno Sudret. Metamodel-based importance sampling for the simulation of rare events. 2011. ⟨hal-00587029⟩
49 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More