Efficient failure probability calculation through mesh refinement
For engineers and researchers performing reliability analysis, this method offers a more efficient way to compute failure probabilities, though it is an incremental improvement over existing hybrid surrogate approaches.
The paper introduces a mesh refinement technique to accelerate hybrid surrogate methods for failure probability calculation, reducing the number of exact model evaluations (the main bottleneck) while also cutting surrogate evaluation costs. Numerical examples demonstrate robustness and efficiency gains.
We present a novel way of accelerating hybrid surrogate methods for the calculation of failure probabilities. The main idea is to use mesh refinement in order to obtain improved local surrogates of low computation cost to simulate on. These improved surrogates can reduce significantly the required number of evaluations of the exact model (which is the usual bottleneck of failure probability calculations). Meanwhile the effort on evaluations of surrogates is dramatically reduced by utilizing low order local surrogates. Numerical results of the application of the proposed approach in several examples of increasing complexity show the robustness, versatility and gain in efficiency of the method.