Point process-based approaches for the reliability analysis of complex systems
The conception of complex systems relies more and more on
simulation. Numerical codes have therefore been introduced to
optimize performance criteria for the system, but also to insure
that undesirable events will not appear. Due to the presence of
uncertainties on the inputs of the system, a probabilistic
framework to the safety analysis of the system is generally
considered. It generally relies on the estimation of the
probability that a given real-valued output of the code does not
exceed a specified threshold. This estimation may not be easy, as
the numerical code can be very time-consuming and this probability
may be very small (the system is supposed to be designed to
operate in safe conditions).
In this presentation, we therefore propose an adaptive method to bound this probability with great confidence, while using as few code evaluations as possible. This method is based on the coupling of a particular Marked Poisson Process and the Gaussian process regression formalism. The interest of the proposed approach will finally be illustrated on a series of test cases.
Organizers: Julien Bect (L2S), Emmanuel Vazquez (L2S), Didier Clouteau (MSSMAT), Filippo Gatti (MSSMAT), Fernando Lopez Caballero (MSSMAT), Bertrand Iooss (EDF R&D).
Practical details: the seminar will be held online using Microsoft Teams.
If you want to attend this seminar (or any of the forthcoming online UQSay seminars), and if you do not already have access to the UQSay channel on Teams, simply to send an email and you will be invited. You will find the link to the seminar on this channel, approximately 15 minutes before the beginning.
The technical side of things: you can use Teams either directly from you web browser or using the "fat client" application, which is available for most platforms (Windows, Linux, Mac, Android & iOS). We strongly recommend the latter option whenever possible. Please give it a try before the seminar to anticipate potential problems.