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User Guidelines and Best Practices for CASL VUQ Analysis Using Dakota

Adams, Brian M.; Coleman, Kayla; Hooper, Russell H.; Khuwaileh, Bassam A.; Lewis, Allison; Smith, Ralph C.; Swiler, Laura P.; Turinsky, Paul J.; Williams, Brian W.

Sandia's Dakota software (available at http://dakota.sandia.gov) supports science and engineering transformation through advanced exploration of simulations. Specifically it manages and analyzes ensembles of simulations to provide broader and deeper perspective for analysts and decision makers. This enables them to enhance understanding of risk, improve products, and assess simulation credibility.

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TYPE SAND Report YEAR 2016
DOIOSTI

POF-Darts: Geometric adaptive sampling for probability of failure

Reliability Engineering and System Safety

Ebeida, Mohamed S.; Mitchell, Scott A.; Swiler, Laura P.; Romero, Vicente J.; Rushdi, Ahmad A.

We introduce a novel technique, POF-Darts, to estimate the Probability Of Failure based on random disk-packing in the uncertain parameter space. POF-Darts uses hyperplane sampling to explore the unexplored part of the uncertain space. We use the function evaluation at a sample point to determine whether it belongs to failure or non-failure regions, and surround it with a protection sphere region to avoid clustering. We decompose the domain into Voronoi cells around the function evaluations as seeds and choose the radius of the protection sphere depending on the local Lipschitz continuity. As sampling proceeds, regions uncovered with spheres will shrink, improving the estimation accuracy. After exhausting the function evaluation budget, we build a surrogate model using the function evaluations associated with the sample points and estimate the probability of failure by exhaustive sampling of that surrogate. In comparison to other similar methods, our algorithm has the advantages of decoupling the sampling step from the surrogate construction one, the ability to reach target POF values with fewer samples, and the capability of estimating the number and locations of disconnected failure regions, not just the POF value. We present various examples to demonstrate the efficiency of our novel approach.

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TYPE Journal Article YEAR 2016
DOIOSTIScopus
Results 4401–4450 of 9,998
Results 4401–4450 of 9,998