Abstract: The design of complex systems often requires reliability assessments involving a large number of uncertainties and low probability of failure estimations (in the order of 10−4). Estimating such rare event probabilities ...

Abstract: The present article proposes an algorithm for the sensitivity analysis of a multidisciplinary problem, in which the derivative-based global sensitivity indices are computed with multifidelity Gaussian process models. Two ...

Abstract: Early in the design process, there is often mixed epistemic model uncertainty and aleatory parameter uncertainty. Later in the design process, the results of high-fidelity simulations or experiments will reduce epistemic ...