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Clément GAUCHY (CEA/CMAP) – "Adaptive importance sampling for fragility curve estimation"
Time: 14:00 pm – 15:00 pm
Date: 20th of January 2021
Clément GAUCHY (CEA/CMAP) – “Adaptive importance sampling for fragility curve estimation”
As part of the risk assessment of the seismic safety of industrial installations, it is necessary to characterize the robustness of civil engineering structures to seismic loads. This characterization is often expressed in the form of fragility curves, which represent the conditional probability that the mechanical demand exceeds a given threshold for a given seismic intensity. Unfortunately, numerical simulations of mechanical structures are often costly in terms of computation time. In this context, it is crucial to develop experimental design methods to gain the maximum information with the smallest number of numerical code evaluations. Hence, our methodology consists of intertwin importance sampling and statistical learning in an adaptive fashion, in order to reduce the asymptotic variance of the training loss. We show by asymptotic analysis and numerical simulations that it allows fast convergence of the estimated fragility curve to the true fragility curve.