A new learning function for Kriging and its applications to solve reliability problems in engineering

In structural reliability, an important challenge is to reduce the number of calling the performance function, especially a finite element model in engineering problem which usually involves complex computer codes and requires time-consuming computations. To solve this problem, one of the metamodels, Kriging is then introduced as a surrogate for the original model. Kriging presents interesting characteristics such as exact interpolation and a local index of uncertainty on the prediction which can be used as an active learning method. In this paper, a new learning function based on information entropy is proposed. The new learning criterion can help select the next point effectively and add it to the design of experiments to update the metamodel. Then it is applied in a new method constructed in this paper which combines Kriging and Line Sampling to estimate the reliability of structures in a more efficient way. In the end, several examples including non-linearity, high dimensionality and engineering problems are performed to demonstrate the efficiency of the methods with the proposed learning function.