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We present a novel way of accelerating hybrid surrogate methods for thecalculation of failure probabilities. The main idea is to use mesh refinementin order to obtain improved local surrogates of low computation cost tosimulate on. These improved surrogates can reduce significantly the requirednumber of evaluations of the exact model (which is the usual bottleneck offailure probability calculations). Meanwhile the effort on evaluations ofsurrogates is dramatically reduced by utilizing low order local surrogates.Numerical results of the application of the proposed approach in severalexamples of increasing complexity show the robustness, versatility and gain inefficiency of the method.

Efficient failure probability calculation through mesh refinement