An Efficient Metamodel-based Method for Integrating Low-fidelity and High-fidelity Data on Reliability Evaluation

Since the physical structure and mathematical models are more complex, reliability analysis in practical engineering can be expensive and difficult. A two-level multifidelity metamodel method for reliability analysis is introduced. Following the surrogate model in most of the relevant works, low-fidelity data and high-fidelity data are integrated by co-Kriging model. Besides, the co-Kriging model also provide an approximation for initial performance function. Bayesian method is adopted in model solution and a hybrid Markov chain Monte Carlo (MCMC) sampling algorithm is proposed. High-fidelity response of reliability performance function is estimated by the conditional distribution derivation based on Bayesian theory. Failure domain is identified by indicator function in sampling space that consists of samples derived from MCMC. Accordingly, failure probability estimations are obtained using Monte Carlo simulation (MCS). It is demonstrated through an illustrative example that the proposed method is valid and accurate.