Multifidelity probability estimation via fusion of estimators.

Journal of Computational Physics(2019)

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摘要
•Multifidelity method that enables estimation of failure probabilities for expensive-to- evaluate models.•For turbulent jet application, it reduces the CPU time to compute the biasing density by 65%.•The new approach draws from information fusion, importance sampling and multifidelity modeling.•The fused estimator is optimal in that it has minimal variance among all possible combinations of the estimators.
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关键词
Multifidelity modeling,Uncertainty quantification,Information fusion,Reduced-order modeling,Failure probability estimation,Turbulent jet
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