Weighted Gradient-Enhanced Kriging for High-Dimensional Surrogate Modeling and Design Optimization

Gradient-Enhanced Universal Kriging for Uncertainty Propagation

In this work, we investigate the issue of providing a statistical model for the response of a computer model-described nuclear engineering system, for use in uncertainty propagation. The motivation behind our approach is the need for providing an uncertainty assessment even in the circumstances where only a few samples are available. Building on our recent work in using a regression approach wi...

Locally weighted regression models for surrogate-assisted design optimization

Locally weighted regression combines the advantages of polynomial regression and kernel smoothing. We present three ideas for appropriate and effective use of LOcally WEighted Scatterplot Smoothing (LOWESS) models for surrogate optimization. First, a method is proposed to reduce the computational cost of LOWESS models. Second, a local scaling coefficient is introduced to adapt LOWESS models to ...

Gradient-enhanced surrogate modeling based on proper orthogonal decomposition

A new method for enhanced surrogate modeling of complex systems by exploiting gradient information is presented. The technique combines the proper orthogonal decomposition (POD) and interpolation methods capable of fitting both sampled input values and sampled derivative information like Kriging (aka spatial Gaussian processes). In contrast to existing POD-based interpolation approaches, the gr...

APPLICATION OF KRIGING METHOD IN SURROGATE MANAGEMENT FRAMEWORK FOR OPTIMIZATION PROBLEMS

In this paper, Kriging has been chosen as the method for surrogate construction. The basic idea behind Kriging is to use a weighted linear combination of known function values to predict a function value at a place where it is not known. Kriging attempts to determine the best combination of weights in order to minimize the error in the estimated function value. Because the actual function value...

Sampling Design Optimization for Space-Time Kriging