Hybrid uncertainty propagation based on multi-fidelity surrogate model

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  • Tongji University
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Original languageEnglish
Article number107267
Number of pages18
JournalComputers and Structures
Volume293
Early online date3 Jan 2024
Publication statusPublished - 1 Mar 2024

Abstract

There always exist multiple uncertainties including random uncertainty, interval uncertainty, and fuzzy uncertainty in engineering structures. In the presence of hybrid uncertainties, the hybrid uncertainty propagation analysis can be a challenging problem, which suffers from the computational burden of double-loop procedure when numerical simulation techniques are employed. In this work, a novel method for efficient hybrid uncertainty propagation analysis with the three types of uncertainties is proposed. Generally, multi-fidelity surrogate models, such as Co-Kriging, can greatly improve the computational efficiency by leveraging information from a low-fidelity model to build a high-fidelity approximate model. However, the traditional multi-fidelity surrogate model methods always calculate the hybrid uncertainty propagation result by combining with several numerical simulation techniques. This process can introduce post-processing errors unless unlimited number of samples are used, which is impossible in engineering application. In order to address this issue, the analytical solutions of the output mean and output variance are derived based on the Co-Kriging, and the resulting mean and variance are both random variables. Moreover, a new adaptive framework is established to strengthen the estimation accuracy of the hybrid uncertainty propagation result, by combining the augmented expected improvement function and the derived mean random variable. Several applications are introduced to demonstrate the effectiveness of the proposed method for solving hybrid uncertainty propagation problems.

Keywords

    Adaptive framework, Analytical solution, Hybrid uncertainties, Multi-fidelity surrogate model, Uncertainty propagation

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Cite this

Hybrid uncertainty propagation based on multi-fidelity surrogate model. / Liu, Jinxing; Shi, Yan; Ding, Chen et al.
In: Computers and Structures, Vol. 293, 107267, 01.03.2024.

Research output: Contribution to journalArticleResearchpeer review

Liu J, Shi Y, Ding C, Beer M. Hybrid uncertainty propagation based on multi-fidelity surrogate model. Computers and Structures. 2024 Mar 1;293:107267. Epub 2024 Jan 3. doi: 10.1016/j.compstruc.2023.107267
Liu, Jinxing ; Shi, Yan ; Ding, Chen et al. / Hybrid uncertainty propagation based on multi-fidelity surrogate model. In: Computers and Structures. 2024 ; Vol. 293.
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