Covariance-free Bi-fidelity Control Variates Importance Sampling for Rare Event Reliability Analysis

Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities a significant computational challenge for complex real-world problems, particularly when failure is a rare event. To imp...

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Hauptverfasser: Chakroborty, Promit, Dhulipala, Somayajulu L. N, Shields, Michael D
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Sprache:eng
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