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Title: Sequential experimental design based generalised ANOVA

Abstract

Over the last decade, surrogate modelling technique has gained wide popularity in the field of uncertainty quantification, optimization, model exploration and sensitivity analysis. This approach relies on experimental design to generate training points and regression/interpolation for generating the surrogate. In this work, it is argued that conventional experimental design may render a surrogate model inefficient. In order to address this issue, this paper presents a novel distribution adaptive sequential experimental design (DA-SED). The proposed DA-SED has been coupled with a variant of generalised analysis of variance (G-ANOVA), developed by representing the component function using the generalised polynomial chaos expansion. Moreover, generalised analytical expressions for calculating the first two statistical moments of the response, which are utilized in predicting the probability of failure, have also been developed. The proposed approach has been utilized in predicting probability of failure of three structural mechanics problems. It is observed that the proposed approach yields accurate and computationally efficient estimate of the failure probability.

Authors:
;
Publication Date:
OSTI Identifier:
22572334
Resource Type:
Journal Article
Resource Relation:
Journal Name: Journal of Computational Physics; Journal Volume: 317; Other Information: Copyright (c) 2016 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; CHAOS THEORY; EXPERIMENT DESIGN; FAILURES; INTERPOLATION; MECHANICS; OPTIMIZATION; POLYNOMIALS; PROBABILITY; SENSITIVITY ANALYSIS; SIMULATION

Citation Formats

Chakraborty, Souvik, E-mail: csouvik41@gmail.com, and Chowdhury, Rajib, E-mail: rajibfce@iitr.ac.in. Sequential experimental design based generalised ANOVA. United States: N. p., 2016. Web. doi:10.1016/J.JCP.2016.04.042.
Chakraborty, Souvik, E-mail: csouvik41@gmail.com, & Chowdhury, Rajib, E-mail: rajibfce@iitr.ac.in. Sequential experimental design based generalised ANOVA. United States. doi:10.1016/J.JCP.2016.04.042.
Chakraborty, Souvik, E-mail: csouvik41@gmail.com, and Chowdhury, Rajib, E-mail: rajibfce@iitr.ac.in. 2016. "Sequential experimental design based generalised ANOVA". United States. doi:10.1016/J.JCP.2016.04.042.
@article{osti_22572334,
title = {Sequential experimental design based generalised ANOVA},
author = {Chakraborty, Souvik, E-mail: csouvik41@gmail.com and Chowdhury, Rajib, E-mail: rajibfce@iitr.ac.in},
abstractNote = {Over the last decade, surrogate modelling technique has gained wide popularity in the field of uncertainty quantification, optimization, model exploration and sensitivity analysis. This approach relies on experimental design to generate training points and regression/interpolation for generating the surrogate. In this work, it is argued that conventional experimental design may render a surrogate model inefficient. In order to address this issue, this paper presents a novel distribution adaptive sequential experimental design (DA-SED). The proposed DA-SED has been coupled with a variant of generalised analysis of variance (G-ANOVA), developed by representing the component function using the generalised polynomial chaos expansion. Moreover, generalised analytical expressions for calculating the first two statistical moments of the response, which are utilized in predicting the probability of failure, have also been developed. The proposed approach has been utilized in predicting probability of failure of three structural mechanics problems. It is observed that the proposed approach yields accurate and computationally efficient estimate of the failure probability.},
doi = {10.1016/J.JCP.2016.04.042},
journal = {Journal of Computational Physics},
number = ,
volume = 317,
place = {United States},
year = 2016,
month = 7
}
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