Title
Multifidelity probability estimation via fusion of estimators.
Abstract
•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.
Year
DOI
Venue
2019
10.1016/j.jcp.2019.04.071
Journal of Computational Physics
Keywords
DocType
Volume
Multifidelity modeling,Uncertainty quantification,Information fusion,Reduced-order modeling,Failure probability estimation,Turbulent jet
Journal
392
ISSN
Citations 
PageRank 
0021-9991
0
0.34
References 
Authors
0
5
Name
Order
Citations
PageRank
Boris Kramer164.19
Alexandre Noll Marques2173.00
Benjamin Peherstorfer311313.66
Umberto Villa4306.64
K WILLCOX530536.62