Locally Optimized Covariance Kriging for Non-StationarySystem Responses

by Daniel Lee Clark

Institution: Wright State University
Year: 2016
Keywords: Engineering; Applied Mathematics; Mechanical Engineering; Kriging; surrogate modeling; optimization; fluid-structural interaction; FSI; Fatigue; Creep; Hypersonic; Ti-6242S; Analytical Life Model; Physics metamodeling; Non-stationary; Non-stationary Identification; localities; local surrogates
Posted: 02/05/2017
Record ID: 2100983
Full text PDF: http://rave.ohiolink.edu/etdc/view?acc_num=wright1464092652


In this thesis, the Locally-Optimized Covariance (LOC) Kriging method is developed. This method represents a flexible surrogate modeling approach for approximating a non-stationary Kriging covariance structures for deterministic responses. The non-stationary covariance structure is approximated by aggregating multiple stationary localities. The aforementioned localities are determined to be statistically significant utilizing the Non-Stationary Identification Test. This methodology is applied to various demonstration problems including simple one and two-dimensional analytical cases, a deterministic fatigue and creep life model, and a five-dimensional fluid-structural interaction problem. The practical significance of LOC-Kriging is discussed in detail and is directly compared to stationary Kriging considering computational cost and accuracy. Advisors/Committee Members: Bae, Ha-Rok (Advisor).