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http://dx.doi.org/10.3795/KSME-A.2017.41.5.381

Failure Probability Calculation Method Using Kriging Metamodel-based Importance Sampling Method  

Lee, Seunggyu (Korea Aerospace Research Institue)
Kim, Jae Hoon (Dept. of Mechanical Engineering, Chungnam Nat'l Univ.)
Publication Information
Transactions of the Korean Society of Mechanical Engineers A / v.41, no.5, 2017 , pp. 381-389 More about this Journal
Abstract
The kernel density was determined based on sampling points obtained in a Markov chain simulation and was assumed to be an important sampling function. A Kriging metamodel was constructed in more detail in the vicinity of a limit state. The failure probability was calculated based on importance sampling, which was performed for the Kriging metamodel. A pre-existing method was modified to obtain more sampling points for a kernel density in the vicinity of a limit state. A stable numerical method was proposed to find a parameter of the kernel density. To assess the completeness of the Kriging metamodel, the possibility of changes in the calculated failure probability due to the uncertainty of the Kriging metamodel was calculated.
Keywords
Importance Sampling; Markov Chain Simulation; Kernel Density; Kriging Metamodel;
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