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A review and assessment of importance sampling methods for reliability analysis
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 …
discusses two general classes of methods to construct the importance sampling density (or …
Survey of multifidelity methods in uncertainty propagation, inference, and optimization
In many situations across computational science and engineering, multiple computational
models are available that describe a system of interest. These different models have varying …
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
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 …
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 …
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 …
of computational mechanics by using deep learning, which is one of the machine learning …
Issues in deciding whether to use multifidelity surrogates
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 …
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 …
uncertainties that result from stochastic variations and a lack of knowledge or data in the …
Optimal model management for multifidelity Monte Carlo estimation
This work presents an optimal model management strategy that exploits multifidelity
surrogate models to accelerate the estimation of statistics of outputs of computationally …
surrogate models to accelerate the estimation of statistics of outputs of computationally …
Modeling, analysis, and optimization under uncertainties: a review
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 …
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 …
simulation models in multiple scientific and engineering disciplines. Successful use of …