Integration of local and global surrogates for failure probability estimation

TL;DR

This paper introduces the Global-Local Hybrid Surrogate (GLHS) algorithm that combines global and local surrogate models with adaptive sampling to efficiently and accurately estimate failure probabilities in complex, high-dimensional systems.

Contribution

The paper presents a novel hybrid surrogate approach integrating global and local models with adaptive sampling, improving efficiency and accuracy in failure probability estimation.

Findings

Enhanced accuracy in failure probability estimation.

Reduced computational cost compared to traditional methods.

Effective handling of high-dimensional problems.

Abstract

This paper presents the development of an algorithm, termed the Global-Local Hybrid Surrogate (GLHS), designed to efficiently compute the probability of rare failure events in complex systems. The primary goal is to enhance the accuracy of reliability analysis while minimizing computational cost, particularly for high-dimensional problems where traditional methods, such as Monte Carlo simulations, become prohibitively expensive. The proposed GLHS builds upon the foundational work of Li et al., by integrating an adaptive strategy based on the General Domain Adaptive Strategy (Adcock et al.). The algorithm aims to approximate the failure domain of a given system, defined as the region in the input domain where the system transitions from safe to failure modes, described by a limit state surface. This failure domain is not explicitly known and must be learned iteratively during the analysis. The method employs a buffer zone, defined as the region surrounding the limit state surface. Within this buffer zone, Christoffel Adaptive Sampling is utilized to select new samples for constructing localized surrogate models, which are designed to refine the approximation in regions critical to failure probability estimation. The iterative process proceeds until convergence is reached. This results in a hybrid methodology that integrates a global surrogate to capture the overall trend with local surrogates that concentrate on critical regions near the limit state function. By adopting this strategy, the GLHS method balances computational efficiency with accuracy in estimating the failure probability.