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Zimmermann, Ralf and Han, Zhong-Hua (2010) Simplified Cross-Correlation Estimation For Multi-Fidelity Surrogate Cokriging Models. Advances and Applications in Mathematical Sciences, 7 (2), pp. 181-202. Mili Publication. ISSN 0974-6803
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Official URL: http://www.mililink.com/aams_con.php
Abstract
Multi-fidelity surrogate modeling refers to the enhanced prediction of the output of a complex system by incorporating auxiliary fast-to-obtain data of lower fidelity; one such technique being Cokriging. In order to construct Cokriging predictors it is mandatory to estimate certain co- and cross-variances based on sampled data. In this paper, a simple method to estimate these quantities is introduced, reducing the number of total model tuning parameters to that of standard one-fidelity Kriging prediction plus one. Prediction behavior is demonstrated on academic examples as well as on an aerodynamic engineering problem. Results are compared with those obtained by applying the predictor model suggested by Kennedy and O’Hagan in 2000.
| Item URL in elib: | https://elib.dlr.de/67602/ | |||||||||
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| Document Type: | Article | |||||||||
| Title: | Simplified Cross-Correlation Estimation For Multi-Fidelity Surrogate Cokriging Models | |||||||||
| Authors: |
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| Date: | December 2010 | |||||||||
| Journal or Publication Title: | Advances and Applications in Mathematical Sciences | |||||||||
| Refereed publication: | Yes | |||||||||
| Open Access: | No | |||||||||
| Gold Open Access: | No | |||||||||
| In SCOPUS: | No | |||||||||
| In ISI Web of Science: | Yes | |||||||||
| Volume: | 7 | |||||||||
| Page Range: | pp. 181-202 | |||||||||
| Publisher: | Mili Publication | |||||||||
| Series Name: | Adnvances and Applications in Mathematical Sciences | |||||||||
| ISSN: | 0974-6803 | |||||||||
| Status: | Published | |||||||||
| Keywords: | computer experiment, surrogate models, variable-fidelity prediction | |||||||||
| HGF - Research field: | Aeronautics, Space and Transport | |||||||||
| HGF - Program: | other | |||||||||
| HGF - Program Themes: | other | |||||||||
| DLR - Research area: | Aeronautics | |||||||||
| DLR - Program: | L - no assignment | |||||||||
| DLR - Research theme (Project): | L - no assignment (old) | |||||||||
| Location: | Braunschweig | |||||||||
| Institutes and Institutions: | Institute of Aerodynamics and Flow Technology > CASE | |||||||||
| Deposited By: | Zimmermann, Dr. Ralf | |||||||||
| Deposited On: | 05 Jan 2011 15:36 | |||||||||
| Last Modified: | 14 Dec 2019 04:20 |
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