Comparison of Surrogate Models for Extreme Quantile Estimation in the Context of EMC Risk Analysis

Various EMC problems may be studied from numerical simulations involving 3D Maxwell equation solvers. However, the EMC risk analysis, either from a susceptibility or emissivity point of view requires various configurations of coupling paths described by important sets of unknown or uncertain parameters. The use of surrogate models is very relevant to speed up the risk analysis process. More specifically, values at risk corresponding to extreme values of relevant fields, currents or voltages are often the most important information with regard to a possible EMC risk. Specific methods such as controlled stratification provide a way to sample the input space of random variables in an efficient way to estimate extreme quantiles of a distribution. However, it requires a simple (i.e. fast calculation time) companion model. This companion model has to be correlated to the reference model in a specific sense. Building a surrogate model would be a possible way. This paper discusses various surrogate models and provides some conclusions about their ability to provide either a direct estimation of extreme quantiles of the response of interest, or a companion model for the controlled stratification method.