Multi-layer designs and composite gaussian process models with engineering applications

Non-stationary Gaussian process;Kriging;Metamodel;Fractional factorial design;Space-filling design;Computer experiment

Ba, Shan ; Industrial and Systems Engineering

University:Georgia Institute of Technology

Department:Industrial and Systems Engineering

关键词: Non-stationary Gaussian process;    Kriging;    Metamodel;    Fractional factorial design;    Space-filling design;    Computer experiment;   

Others  :  https://smartech.gatech.edu/bitstream/1853/44751/1/ba_shan_201208_phd.pdf

美国|英语

来源: SMARTech Repository

【 摘 要 】

This thesis consists of three chapters, covering topics in both the design and modeling aspects of computer experiments as well as their engineering applications. The first chapter systematically develops a new class of space-filling designs for computer experiments by splitting two-level factorial designs into multiple layers.The new design is easy to generate, and our numerical study shows that it can have better space-filling properties than the optimal Latin hypercube design.The second chapter proposes a novel modeling approach for approximating computationally expensive functions that are not second-order stationary. The new model is a composite of two Gaussian processes, where the first one captures the smooth global trend and the second one models local details. The new predictor also incorporates a flexible variance model, which makes it more capable of approximating surfaces with varying volatility. The third chapter is devoted to a two-stage sequential strategy which integrates analytical models with finite element simulations for a micromachining process.