2016
DOI: 10.1002/nme.5305
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An efficient metamodeling approach for uncertainty quantification of complex systems with arbitrary parameter probability distributions

Abstract: SUMMARYThis paper proposes an efficient metamodeling approach for UQ of complex system based on Gaussian process model (GPM). The proposed GPM-based method is able to efficiently and accurately calculate the mean and variance of model outputs with uncertain parameters specified by arbitrary probability distributions. Due to the use of GPM, the closed form expressions of mean and variance can be derived by decomposing high-dimensional integrals into one-dimensional integrals. This paper details on how to effici… Show more

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Cited by 33 publications
(24 citation statements)
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References 37 publications
(56 reference statements)
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“…To reduce the computational burden, the GP metamodel is used to map the relationship between the LBS and the longitudinal displacements under the thermal effects. GP metamodel is fully characterized by the mean and covariance functions. In the following, it considers the zero‐mean function and squared exponential covariance function expressed by C()boldx,x=η2exp[]12k=1dxkxknormalℓk2, where x k and xk are the k th component of x and x ′, respectively; d is the length of x ; η 2 is the signal variance; and is the characteristic length scale.…”
Section: Lbs Identification Using Metamodel‐based Model Updatingmentioning
confidence: 99%
See 1 more Smart Citation
“…To reduce the computational burden, the GP metamodel is used to map the relationship between the LBS and the longitudinal displacements under the thermal effects. GP metamodel is fully characterized by the mean and covariance functions. In the following, it considers the zero‐mean function and squared exponential covariance function expressed by C()boldx,x=η2exp[]12k=1dxkxknormalℓk2, where x k and xk are the k th component of x and x ′, respectively; d is the length of x ; η 2 is the signal variance; and is the characteristic length scale.…”
Section: Lbs Identification Using Metamodel‐based Model Updatingmentioning
confidence: 99%
“…To reduce the computational burden, the GP metamodel is used to map the relationship between the LBS and the longitudinal displacements under the thermal effects. GP metamodel [29][30][31] is fully characterized by the mean F I G U R E 8 Displacement versus temperature of the bridge deck on April 15, 2006 (a-d) and covariance functions. In the following, it considers the zero-mean function and squared exponential covariance function 32…”
Section: Gp Metamodelmentioning
confidence: 99%
“…where 〈•,•〉 defines the inner product; and δ mn represents the Kronecker delta that is one if m = n and zero otherwise. More details regarding formulation of the univariate orthogonal polynomials are referred to (Wan et al, 2017a).…”
Section: Analytical Gsa Using Pcementioning
confidence: 99%
“…Metamodelling techniques have recently shown great potential with respect to efficiency and accuracy in reliability analysis. The main idea of metamodelling is to firstly build a metamodel (also termed as response surfaces, or surrogate models), such as Kriging, support vector machines, and polynomial chaos expansions, based on a group of samples of input variables, also named as the training samples, and their model responses. Then classical reliability methods are adopted to assess failure probabilities by replacing the original model with the obtained metamodel.…”
Section: Introductionmentioning
confidence: 99%