Recent Advances in Surrogate Modeling Methods for Uncertainty Quantification and Propagation

Abstract

Surrogate-model-assisted uncertainty treatment practices have been the subject of increasing attention and investigations in recent decades for many symmetrical engineering systems. This paper delivers a review of surrogate modeling methods in both uncertainty quantification and propagation scenarios. To this end, the mathematical models for uncertainty quantification are firstly reviewed, and theories and advances on probabilistic, non-probabilistic and hybrid ones are discussed. Subsequently, numerical methods for uncertainty propagation are broadly reviewed under different computational strategies. Thirdly, several popular single surrogate models and novel hybrid techniques are reviewed, together with some general criteria for accuracy evaluation. In addition, sample generation techniques to improve the accuracy of surrogate models are discussed for both static sampling and its adaptive version. Finally, closing remarks are provided and future prospects are suggested.