A review and assessment of importance sampling methods for reliability analysis

A Tabandeh, G Jia, P Gardoni - Structural Safety, 2022 - Elsevier
This paper reviews the mathematical foundation of the importance sampling technique and
discusses two general classes of methods to construct the importance sampling density (or …

Survey of multifidelity methods in uncertainty propagation, inference, and optimization

B Peherstorfer, K Willcox, M Gunzburger - Siam Review, 2018 - SIAM
In many situations across computational science and engineering, multiple computational
models are available that describe a system of interest. These different models have varying …

A review on design of experiments and surrogate models in aircraft real-time and many-query aerodynamic analyses

R Yondo, E Andrés, E Valero - Progress in aerospace sciences, 2018 - Elsevier
Full scale aerodynamic wind tunnel testing, numerical simulation of high dimensional (full-
order) aerodynamic models or flight testing are some of the fundamental but complex steps …

Review of multi-fidelity models

MG Fernández-Godino - arxiv preprint arxiv:1609.07196, 2016 - arxiv.org
This article provides an overview of multi-fidelity modeling trends. Fidelity in modeling refers
to the level of detail and accuracy provided by a predictive model or simulation. Generally …

Computational mechanics enhanced by deep learning

A Oishi, G Yagawa - Computer Methods in Applied Mechanics and …, 2017 - Elsevier
The present paper describes a method to enhance the capability of, or to broaden the scope
of computational mechanics by using deep learning, which is one of the machine learning …

Issues in deciding whether to use multifidelity surrogates

M Giselle Fernández-Godino, C Park, NH Kim… - Aiaa Journal, 2019 - arc.aiaa.org
Multifidelity surrogates are essential in cases where it is not affordable to have more than a
few high-fidelity samples, but it is affordable to have as many low-fidelity samples as …

Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey

J Zhang - Wiley Interdisciplinary Reviews: Computational …, 2021 - Wiley Online Library
Uncertainty quantification (UQ) includes the characterization, integration, and propagation of
uncertainties that result from stochastic variations and a lack of knowledge or data in the …

Optimal model management for multifidelity Monte Carlo estimation

B Peherstorfer, K Willcox, M Gunzburger - SIAM Journal on Scientific …, 2016 - SIAM
This work presents an optimal model management strategy that exploits multifidelity
surrogate models to accelerate the estimation of statistics of outputs of computationally …

Modeling, analysis, and optimization under uncertainties: a review

E Acar, G Bayrak, Y Jung, I Lee, P Ramu… - Structural and …, 2021 - Springer
Abstract Design optimization of structural and multidisciplinary systems under uncertainty
has been an active area of research due to its evident advantages over deterministic design …

Surrogate-assisted global sensitivity analysis: an overview

K Cheng, Z Lu, C Ling, S Zhou - Structural and Multidisciplinary …, 2020 - Springer
Surrogate models are popular tool to approximate the functional relationship of expensive
simulation models in multiple scientific and engineering disciplines. Successful use of …