Generalized polynomial chaos-informed efficient stochastic kriging

DOI10.1016/J.JCP.2021.110598MaRDI QIDQ2133029zbMATH OpenOpenAlexFDO

Authors Yiming Che, Ziqi Guo, Changqing Chen

Publication date 29 April 2022

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2021.110598

zbMATH Keywords

generalized polynomial chaossequential designstochastic krigingstochastic simulation

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Design of statistical experiments (62Kxx) Probabilistic methods, stochastic differential equations (65Cxx)

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Cites work

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• POLYNOMIAL-CHAOS-BASED KRIGING
• Sequential design strategies for mean response surface metamodeling via stochastic kriging with adaptive exploration and exploitation
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• Uncertainty quantification in stability analysis of chaotic systems with discrete delays

Cited in

(5)

• Large-scale local surrogate modeling of stochastic simulation experiments
• Stochastic field representation using bi-fidelity combination of proper orthogonal decomposition and kriging
• APIK: Active Physics-Informed Kriging Model with Partial Differential Equations
• Gradient Extrapolated Stochastic Kriging
• Sparse polynomial chaos expansion for universal stochastic kriging

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