Locally Optimized Covariance Kriging for Non-Stationary System Responses

Clark, Jr., Daniel. M.S.Egr., Department of Mechanical and Materials Engineering, Wright State University, 2016. Locally Optimized Covariance Kriging for Non-Stationary System Responses. In this thesis, the Locally-Optimized Covariance (LOC) Kriging method is developed. This method represents a flexible surrogate modeling approach for approximating a nonstationary 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 NonStationary 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.

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