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Simplified Cross-Correlation Estimation For Multi-Fidelity Surrogate Cokriging Models

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/
Document Type:Article
Title:Simplified Cross-Correlation Estimation For Multi-Fidelity Surrogate Cokriging Models
Authors:
AuthorsInstitution or Email of AuthorsAuthors ORCID iD
Zimmermann, Ralfralf.zimmermann (at) dlr.deUNSPECIFIED
Han, Zhong-Huahanzh (at) nwpu.edu.cnUNSPECIFIED
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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