Design of complex systems in the presence of large uncertainties: A statistical approach
作者： P.S. Koutsourelakis
DOI: 10.1016/J.CMA.2008.04.012
关键词:
摘要: The present paper proposes an algorithmic framework for designing complex systems in the presence of large uncertainties. It is highly applicable to realistic engineering problems as it directly parallelizable and can interact a non-intrusive manner with any deterministic solver (e.g. finite element codes) order quantify response statistics their dependence on design variables. efficiency proposed procedure, which equivalent number calls solver, high due optimized sampling process employed conjunction Bayesian, statistical learning component. Several numerical examples, dealing static dynamic, linear nonlinear demonstrate accuracy effectiveness methodology. In addition robust sensitivity measures uncertainties are provided.
core.ac.uk
harvard.edu
hw.ac.uk
osti.gov
elsevier.com
sci-hub.se 参考文章(28)
George Casella, Christian P. Robert, Monte Carlo Statistical Methods (Springer Texts in Statistics) Springer-Verlag New York, Inc.. ,(2005)
Pierre Del Moral, Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications ,(2004)
Sequential Monte Carlo methods in practice Springer. ,(2001) , 10.1007/978-1-4757-3437-9
G.I. Barenblatt, THE MATHEMATICAL THEORY OF EQUILIBRIUM CRACKS IN BRITTLE FRACTURE Advances in Applied Mechanics. ,vol. 7, pp. 55- 129 ,(1962) , 10.1016/S0065-2156(08)70121-2
Radford M. Neal, Annealed importance sampling Statistics and Computing. ,vol. 11, pp. 125- 139 ,(2001) , 10.1023/A:1008923215028
BSCH OLKOPF, C Burges, A Smola, Advances in kernel methods: support vector learning international conference on neural information processing. ,(1999) , 10.5555/299094
Steven N. Maceachern, Merlise Clyde, Jun S. Liu, Sequential importance sampling for nonparametric Bayes models: The next generation Canadian Journal of Statistics-revue Canadienne De Statistique. ,vol. 27, pp. 251- 267 ,(1999) , 10.2307/3315637
O Cappé, A Guillin, J. M Marin, C. P Robert, Population Monte Carlo Journal of Computational and Graphical Statistics. ,vol. 13, pp. 907- 929 ,(2004) , 10.1198/106186004X12803
George Deodatis, Simulation of Ergodic Multivariate Stochastic Processes Journal of Engineering Mechanics. ,vol. 122, pp. 778- 787 ,(1996) , 10.1061/(ASCE)0733-9399(1996)122:8(778)
D.S. Dugdale, Yielding of steel sheets containing slits Journal of the Mechanics and Physics of Solids. ,vol. 8, pp. 100- 104 ,(1960) , 10.1016/0022-5096(60)90013-2