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Multifidelity importance sampling

  • Published:2016-03 Issue: Volume:300 Page:490-509
  • ISSN:0045-7825
  • Container-title:Computer Methods in Applied Mechanics and Engineering
  • language:en
  • Short-container-title:Computer Methods in Applied Mechanics and Engineering

Author:

Peherstorfer Benjamin,Cui Tiangang,Marzouk Youssef,Willcox Karen

Funder

United States Department of Energy, Office of Advanced Scientific Computing Research

Publisher

Elsevier BV

Subject

Computer Science Applications,General Physics and Astronomy,Mechanical Engineering,Mechanics of Materials,Computational Mechanics

Reference45 articles.

1. Evaluation of failure probability via surrogate models;Li;J. Comput. Phys.,2010

2. A benchmark study on importance sampling techniques in structural reliability;Engelund;Struct. Saf.,1993

3. Reliability analysis—a review and some perspectives;Rackwitz;Struct. Saf.,2001

4. Monte Carlo Statistical Methods;Robert,2004

5. Monte Carlo;Fishman,1996

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