Kai Cheng

Assessing the failure probability of complex aeronautical structure is a difficult task in presence of uncertainties. In this paper, active learning polynomial chaos expansion (PCE) is developed for reliability analysis. The proposed method firstly assigns a Gaussian Process (GP) prior to the model response, and the covariance function of this GP is defined by the inner product of PCE basis function. Then, we show that a PCE model can be derived by the posterior mean of the GP, and the posterior variance is obtained to measure the local prediction error as Kriging model. Also, the expectation of the prediction variance is derived to measure the overall accuracy of the obtained PCE model. Then, a learning function, named expected indicator function prediction error (EIFPE), is proposed to update the design of experiment of PCE model for reliability analysis. This learning function is developed under the framework of the variance‐bias decomposition. It selects new points sequentially by maximizing the EIFPE that considers both the variance and bias information, and it provides a dynamic balance between global exploration and local exploitation. Finally, several test functions and engineering applications are investigated, and the results are compared with the widely used Kriging model combined with U and expected feasibility function learning function. Results show that the proposed method is efficient and accurate for complex engineering applications.

Summary: In this article, hierarchical surrogate model combined with dimensionality reduction technique is investigated for uncertainty propagation of high‐dimensional problems. In the proposed method, a low‐fidelity sparse polynomial chaos expansion model is first constructed to capture the global trend of model response and exploit a low‐dimensional active subspace (AS). Then a high‐fidelity (HF) stochastic Kriging model is built on the reduced space by mapping the original high‐dimensional input onto the identified AS. The effective dimensionality of the AS is estimated by maximum likelihood estimation technique. Finally, an accurate HF surrogate model is obtained for uncertainty propagation of high‐dimensional stochastic problems. The proposed method is validated by two challenging high‐dimensional stochastic examples, and the results demonstrate that our method is effective for high‐dimensional uncertainty propagation.

Summary: Surrogate modeling techniques have been increasingly developed for optimization and uncertainty quantification problems in many engineering fields. The development of surrogates requires modeling high‐dimensional and nonsmooth functions with limited information. To this end, the hybrid surrogate modeling method, where different surrogate models are combined, offers an effective solution. In this paper, a new hybrid modeling technique is proposed by combining polynomial chaos expansion and kernel function in a sparse Bayesian learning framework. The proposed hybrid model possesses both the global characteristic advantage of polynomial chaos expansion and the local characteristic advantage of the Gaussian kernel. The parameterized priors are utilized to encourage the sparsity of the model. Moreover, an optimization algorithm aiming at maximizing Bayesian evidence is proposed for parameter optimization. To assess the performance of the proposed method, a detailed comparison is made with the well‐established PC‐Kriging technique. The results show that the proposed method is superior in terms of accuracy and robustness.