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 …

The present work reviews the implementation of adaptive metamodeling for reliability
analysis with emphasis in four main types of metamodels: response surfaces, polynomial …

Computer simulation experiments are essential to modern scientific discovery, whether that
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …

In simulation-based realization of complex systems, we are forced to address the issue of
computational complexity. One critical issue that must be addressed is the approximation of …

The main task of structural reliability analysis is to estimate failure probability of a studied
structure taking randomness of input variables into account. To consider structural behavior …

Structural reliability methods aim at computing the probability of failure of systems with
respect to some prescribed performance functions. In modern engineering such functions …

When setting up a computer experiment, it has become a standard practice to select the
inputs spread out uniformly across the available space. These so-called space-filling …

The aim of the present paper is to develop a strategy for solving reliability-based design
optimization (RBDO) problems that remains applicable when the performance models are …

Surrogate assisted global optimization is gaining popularity. Similarly, modern advances in
computing power increasingly rely on parallelization rather than faster processors. This …

Engineering computer codes are often computationally expensive. To lighten this load, we
exploit new covariance kernels to replace computationally expensive codes with surrogate …