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

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IMEKO-WC-2015-TC21-388.pdf

DOI

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IMEKO TC

TC21 - Mathematical Tools for Measurements

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