Modified Bayesian Kriging for Noisy Response Problems for Reliability Analysis

An adaptive sequential sampling method based on ANN_MCD and RF: Application in geotechnical problems

Surrogate modeling of high-dimensional problems via data-driven polynomial chaos expansions and sparse partial least square

Surrogate model for 3D ground and structural deformations in tunneling by the sequential excavation method

Metamodel has been widely used to solve computationally expensive engineering problems, and there have been many studies on how to efficiently and accurately generate metamodels with limited number of samples. However, applications of these methods could be limited in high-dimensional problems since it is still challenging due to curse of dimensionality to generate accurate metamodels in high-dimensional design space. In this paper, recursive decomposition coupled with a sequential sampling method is proposed to identify latent decomposability and efficiently generate high-dimensional metamodels. Whenever a new sample is inserted, variable decomposition is repeatedly performed using interaction estimation from a full-dimension Kriging metamodel. The sampling strategy of the proposed method consists of two units: decomposition unit and accuracy improvement unit. Using the proposed method, latent decomposability of a function can be identified using reasonable number of samples, and a high-dimensional metamodel can be generated very efficiently and accurately using the identified decomposability. Numerical examples using both decomposable and indecomposable problems show that the proposed method shows reasonable decomposition results, and thus improves metamodel accuracy using similar number of samples compared with conventional methods.

Reliability analysis of complex geotechnical engineering is time-consuming since its performance function is highly nonlinear and implicit. In this paper, an adaptive sequential sampling metamodeling-based method is proposed to deal with such problems. Gaussian process regression (GPR), utilized to approximate the real performance function, is constructed by the initial design of experiments (DOEs). Based on the geometric meaning of the most probable point (MPP) in the first-order reliability method (FORM), the potential MPP, which is a point infinitely close to the limit-state surface and with the minimum distance to the origin while considering a distance constraint, is searched and added to the DOE to refine the GPR. Then, the Monte Carlo simulation (MCS) is adopted to evaluate the failure probability by the refined GPR. The above two procedures are repeated until the stopping criterion is reached. Three examples, including one mathematical example and two geotechnical engineering problems, are analyzed. The results show the proposed method requires fewer performance function calls and is an efficient, accurate, and robust reliability analysis method.

The nested case-control design is a relatively new type of observational study whereby a case-control approach is employed within an established cohort. In this design, we observe cases and controls longitudinally by sampling all cases whenever they occur but controls at certain time points. Controls can be obtained at time points randomly scheduled or prefixed for operational convenience. This design with longitudinal observations is efficient in terms of cost and duration, especially when the disease is rare and the assessment of exposure levels is difficult. In our design, we propose sequential sampling methods and study both (group) sequential testing and estimation methods so that the study can be stopped as soon as the stopping rule is satisfied. To make such a longitudinal sampling more efficient in terms of both numbers of subjects and replications, we propose applying sequential sampling methods to subjects and replications, simultaneously, until the information criterion is fulfilled. This simultaneous sequential sampling on subjects and replicates is more flexible for practitioners designing their sampling schemes, and is different from the classical approaches used in longitudinal studies. We newly define the σ-field to accommodate our proposed sampling scheme, which contains mixtures of independent and correlated observations, and prove the asymptotic optimality of sequential estimation based on the martingale theories. We also prove that the independent increment structure is retained so that the group sequential method is applicable. Finally, we present results by employing sequential estimation and group sequential testing on both simulated data and real data on children's diarrhea.

Renewable energies are increasingly contributing to the overall volume of the electricity grid and demand besides high efficiency, greater flexibility of the conventional fossil power plants. To optimize these objectives, extensive CFD calculations are required in most cases. For example, transient CFD calculations are only rarely combined with an optimizer because of their high demand on computational resources and time. Surrogate models, which are mathematical methods to learn and approximate the relationship between input and output parameters, are a common way to solve these problems. Once they are trained, they can perform the evaluations within seconds and replace the expensive simulation. Of course, real calculations are still needed to generate the training data. Therefore, it is useful to apply efficient and sequentially extensible design plans. This paper presents a new surrogate model method, based on a deep neural network learning the non-stationary hyperparameters of combined Gaussian process covariance matrices. It is used to approximate the complex and time consuming transient CFD simulation of a combined high-intermediate pressure steam turbine double shell outer casing. To minimize the exergy loss, the exhaust geometry is optimized in a single and multi-objective optimization on the surrogate models. The multi-objective optimization also includes the uniform velocity distribution of the steam in different areas of the casing, to predict the thermal loading of the steam turbine inner casing and to avoid an imbalanced thermal loading. A sequential sampling approach combined with a sensitivity analysis is used to find the minimum number of samples needed to train the surrogate models in order to gain sufficient prediction quality. Additionally, the paper describes the initial geometry, its numerical setup and the required control mechanisms to avoid noisy designs, which might complicate the surrogate model training. There is also a comparison of the initial and chosen optimal designs.

Surrogate modeling of phase equilibrium calculations using adaptive sampling

In this article we develop an estimation method based on the augmented data scheme and EM/SEM (Stochastic EM) algorithms for fitting one-parameter probit (Rasch) IRT (Item Response Theory) models. Instead of using the S steps of the SEM algorithm, that is, instead of simulating values for the unobserved variables (augmented data and the latent traits), we consider the conditional expectations of a set of unobserved variables on the other set of unobserved variables, the current estimates of the parameters and the observed data, based on the full conditional distributions from the Gibbs sampling algorithm. Our method, named the CADEM algorithm (conditional augmented data EM), presents straightforward E steps, which avoid the need to evaluate the usual integrals, also facilitating the M steps, without the need to use numerical methods of optimization. We use the CADEM algorithm to obtain both maximum likelihood estimates and maximum a posteriori estimates of the difficulty parameters for the one-parameter probit (Rasch) model. Also, we obtain estimates for the latent traits, based on conditional expectations. In addition, we show how to calculate the associated standard errors. Some directions are provided to extend our approach to other IRT models. In this respect, we perform a simulation study to compare the estimation methods. The results indicated that our approach is quite comparable to the usual marginal maximum likelihood (MML) and Gibbs sampling methods (GS) in terms of parameter recovery. However, CADEM is as fast as MML and as flexible as GS.

An evaluation of adaptive surrogate modeling based optimization with two benchmark problems

Structural optimization design of metal rubber isolator based on an ensemble surrogate model

A surrogate model based aerodynamic shape optimization method applied to the wind deflector of a tractor-trailer in crosswind is presented in this paper. The aerodynamic drag coefficient and handling stability of the tractor-trailer subjected to crosswinds is analyzed. The numerical results show that the wind deflector can influence drag coefficient and the lateral displacement of the tractor-trailer in crosswinds in great degree. Four parameters are used to describe the wind deflector geometry: Width, Length, Height and Angle. A 30-level design of experiments (DOE) study using the optimal Latin hypercube method is conducted to analyze the sensitivity of the design variables and build a database to set up the surrogate model. The surrogate model is constructed based on the Kriging interpolation technique. The fitting precision of the surrogate model is examined using a computational fluid dynamics (CFD) and multi-body dynamics and certified using a surrogate model simulation. Finally, multi-island genetic algorithm is used to optimize the shape of the wind deflector based on the surrogate model. The maximum tolerance between the results of the CFD and multi-body dynamics simulation and the surrogate model is only 2.02 %. When using the optimal design variables, the aerodynamics drag coefficient decreases maximum by 6.23 % and the lateral displacement decreases maximum by 4.67 %.KeywordsMultidisciplinary optimizationVehicle aerodynamicsMulti-body dynamicsCrosswind

The aim of this article is to study the reliability analysis, parametric reliability sensitivity analysis and global reliability sensitivity analysis of structures with extremely rare failure events. First, the global reliability sensitivity indices are restudied, and we show that the total effect index can also be interpreted as the effect of randomly copying each individual input variable on the failure surface. Second, a new method, denoted as Active learning Kriging Markov Chain Monte Carlo (AK-MCMC), is developed for adaptively approximating the failure surface with active learning Kriging surrogate model as well as dynamically updated Monte Carlo or Markov chain Monte Carlo populations. Third, the AK-MCMC procedure combined with the quasi-optimal importance sampling procedure is extended for estimating the failure probability and the parametric reliability sensitivity and global reliability sensitivity indices. For estimating the global reliability sensitivity indices, two new importance sampling estimators are derived. The AK-MCMC procedure can be regarded as a combination of the classical Monte Carlo Simulation (AK-MCS) and subset simulation procedures, but it is much more effective when applied to extremely rare failure events. Results of test examples show that the proposed method can accurately and robustly estimate the extremely small failure probability (e.g. 1e–9) as well as the related parametric reliability sensitivity and global reliability sensitivity indices with several dozens of function calls.

Reliability analysis techniques combining with various surrogate models have attracted increasing attention because of their accuracy and great efficiency. However, they primarily focus on the structures with continuous response, while very rare researches on the reliability analysis for structures with discontinuous response are carried out. Furthermore, existing adaptive reliability analysis methods based on importance sampling (IS) still have some intractable defects when dealing with small failure probability, and there is no related research on reliability analysis for structures involving discontinuous response and small failure probability. Therefore, this paper proposes a novel reliability analysis method called AGPC-IS for such structures, which combines adaptive Gaussian process classification (GPC) and adaptive-kernel-density-estimation-based IS. In AGPC-IS, an efficient adaptive strategy for design of experiments (DoE), taking into consideration the classification uncertainty, the sampling uniformity and the regional classification accuracy improvement, is developed with the purpose of improving the accuracy of Gaussian process classifier. The adaptive kernel density estimation is introduced for constructing the quasi-optimal density function of IS. In addition, a novel and more precise stopping criterion is also developed from the perspective of the stability of failure probability estimation.The efficiency, superiority and practicability of AGPC-IS are verified by three examples

Application of surrogate models in estimation of storm surge:A comparative assessment