PROBABILITY OF CONFORMITY ASSESSMENT FOR COMPUTATIONALLY EXPENSIVE SYSTEMS: APPLICATION TO FIRE SAFETY ENGINEERING

Séverine Demeyer, Damien Marquis, Nicolas Fischer
Abstract:
The use of computational codes has become common practice when experiments are not feasible or when their number is too parsimonious. The statistical modelling of numerical experiments with kriging models yields a probabilistic decision framework to assess the probability of failure of the system and its associated uncertainty. In this work, fast low-fidelity simulations are combined with costly high-fidelity simulations in a co-kriging model and points are sequentially designed to reduce the number of costly simulations. The methodology is applied to a fire engineering case study.
Keywords:
multifidelity computer experiments, Gaussian process, probability of failure, sequential planning
Download:
IMEKO-WC-2015-TC21-388.pdf
DOI:
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Event details
Event name:
XXI IMEKO World Congress
Title:

Measurement in Research and Industry

Place:
Prague, CZECH REPUBLIC
Time:
30 August 2015 - 04 September 2015