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Metamodels for uncertainty quantification and reliability analysis
Multi angle
Authors : Marelli, Stefano (Author of the conference)
CIRM (Publisher )
62N05 - Reliability and life testing (survival analysis)
62P30 - Applications of statistics in engineering and industry
65C05 - Monte Carlo methods
90B25 - Reliability, availability, maintenance, inspection, etc. (optimization)
Additional resources :
http://smai.emath.fr/cemracs/cemracs17/Slides/marelli.pdf
CIRM (Publisher )
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Abstract :
Uncertainty quantification (UQ) in the context of engineering applications aims aims at quantifying the effects of uncertainty in the input parameters of complex models on their output responses. Due to the increased availability of computational power and advanced modelling techniques, current simulation tools can provide unprecedented insight in the behaviour of complex systems. However, the associated computational costs have also increased significantly, often hindering the applicability of standard UQ techniques based on Monte-Carlo sampling. To overcome this limitation, metamodels (also referred to as surrogate models) have become a staple tool in the Engineering UQ community. This lecture will introduce a general framework for dealing with uncertainty in the presence of expensive computational models, in particular for reliability analysis (also known as rare event estimation). Reliability analysis focuses on the tail behaviour of a stochastic model response, so as to compute the probability of exceedance of a given performance measure, that would result in a critical failure of the system under study. Classical approximation-based techniques, as well as their modern metamodel-based counter-parts will be introduced.
MSC Codes : 62N05 - Reliability and life testing (survival analysis)
62P30 - Applications of statistics in engineering and industry
65C05 - Monte Carlo methods
90B25 - Reliability, availability, maintenance, inspection, etc. (optimization)
Additional resources :
http://smai.emath.fr/cemracs/cemracs17/Slides/marelli.pdf
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Information on the Video
Film maker : Hennenfent, GuillaumeLanguage : English Available date : 01/08/17 Conference Date : 21/07/17 Subseries : Research School arXiv category : Statistics Theory ; Numerical Analysis ; Computer Science Mathematical Area(s) : Numerical Analysis & Scientific Computing ; Probability & Statistics Format : MP4 (.mp4) - HD Video Time : 01:07:59 Targeted Audience : Researchers ; Graduate Students Download : https://videos.cirm-math.fr/2017-07-21_Marelli.mp4 
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Information on the Event
Event Title : CEMRACS - Summer school: Numerical methods for stochastic models: control, uncertainty quantification, mean-field / CEMRACS - École d'été : Méthodes numériques pour équations stochastiques : contrôle, incertitude, champ moyenEvent Organizers : Bouchard, Bruno ; Chassagneux, Jean-François ; Delarue, François ; Gobet, Emmanuel ; Lelong, Jérôme Dates : 17/07/17 - 25/08/17 Event Year : 2017 Event URL : http://conferences.cirm-math.fr/1556.html
Citation Data
DOI : 10.24350/CIRM.V.19201603Cite this video as: Marelli, Stefano (2017). Metamodels for uncertainty quantification and reliability analysis. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19201603 URI : http://dx.doi.org/10.24350/CIRM.V.19201603 |
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