Reliability assessment with density scanned adaptive Kriging

Abstract

Reliability assessment with adaptive Kriging has gained notoriety due to the Kriging capability of accurately replacing the performance function while performing as a self-improving function for learning procedures. Recent works on adaptive Kriging pursued to improve the efficiency of the active learning through the application of distinct learning functions, sampling methods, or frameworks to assess the learning space. Within this context, the present work exploits three innovative applications of density scanning to improve the efficiency of the adaptive Kriging. Density scanning has significant synergies with adaptive Kriging implementation. For most learning criteria, candidate points occur in dense clusters. This is due to the fact that the most efficient learning strategies pursue to improve predictions near the failure region, or when the prediction uncertainty is large. Identifying dense clusters of points, and fomenting exploitation of these, parallelizing computations, and limiting the generation of dense clusters in the design of experiments are examples of learning frameworks that can be achieved with density scanning. Three reference examples are researched in the present work, a complex function, a series system, and a relatively high dimension engineering problem. For all the cases, the application of density scanning is identified to improve the active learning efficiency.