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Gradient-enhanced kriging

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The DoE or 'sampling plan' is a list of different locations in the design space. The DoE indicates which combinations of parameters one will use to sample the computer simulation. With Kriging and GEK, a common choice is to use a Latin Hypercube Design (LHS) design with a 'maximin' criterion. The
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A universal augmented framework is proposed in to append derivatives of any order to the observations. This method can be viewed as a generalization of Direct GEK that takes into account higher-order derivatives. Also, the observations and derivatives are not required to be measured at the same
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Current gradient-enhanced kriging methods do not scale well with the number of sampling points due to the rapid growth in the size of the correlation matrix, where new information is added for each sampling point in each direction of the design space. Furthermore, they do not scale well with the
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Example of one-dimensional data interpolated by Kriging and GEK. The black line indicates the test-function, while the gray circles indicate 'observations', 'samples' or 'evaluations' of the test-function. The blue line is the Kriging mean, the shaded blue area illustrates the Kriging standard
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of 1.25 degrees. We assume that the shape of the airfoil is uncertain; the top and the bottom of the airfoil might have shifted up or down due to manufacturing tolerances. In other words, the shape of the airfoil that we are using might be slightly different from the airfoil that we designed.
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method that maintains accuracy is developed. In addition, this method is able to control the size of the correlation matrix by adding only relevant points defined through the information provided by the partial-least squares method. For more details, see. This approach is implemented into the
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number of independent variables due to the increase in the number of hyperparameters that needs to be estimated. To address this issue, a new gradient-enhanced surrogate model approach that drastically reduced the number of hyperparameters through the use of the
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After designing a sampling plan (indicated by the gray dots) and running the CFD solver at those sample locations, we obtain the Kriging surrogate model. The Kriging surrogate is close to the reference, but perhaps not as close as we would desire.
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such that it also contains the derivatives (and second derivatives) of the covariance function, see for example . The main advantages of direct GEK over indirect GEK are: 1) we do not have to choose a step-size, 2) we can include
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gradients. Now assume that each partial derivative provides as much information for our surrogate as a single primal solve. Then, the total cost of getting the same amount of information from primal solves only is
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of the airfoil, based on a large number of CFD simulations. Note that the lowest drag, which corresponds to 'optimal' performance, is close to the undeformed 'baseline' design of the airfoil at (0,0).
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Reference results for the drag coefficient of a transonic airfoil, based on a large number of CFD simulations. The horizontal and vertical axis show the deformation of the shape of the airfoil.
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mean and covariance conditional on the observations. When using GEK, the observations are usually the results of a number of computer simulations. GEK can be interpreted as a form of
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GEK surrogate model of the drag coefficient of a transonic airfoil. The gray dots indicate the configurations for which the CFD solver was run, the arrows indicate the gradients.
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In the last figure, we have improved the accuracy of this surrogate model by including the adjoint-based gradient information, indicated by the arrows, and applying GEK.
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Han, Z.-H.; Gortz, S.; Zimmermann, R. (2013). "Improving variable-fidelity surrogate modeling via gradient-enhanced kriging and a generalized hybrid bridge function".
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or emulator) is a prediction of the output of an expensive computer code. This prediction is based on a small number of evaluations of the expensive computer code.
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2014: Uncertainty quantification for the RANS simulation of an airfoil, with the model parameters of the k-epsilon turbulence model as uncertain inputs.
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Chung, H.-S.; Alonso, J.J. (2002). "Using Gradients to Construct Cokriging Approximation Models for High-Dimensional Design Optimization Problems".
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2015: Uncertainty quantification for the Euler simulation of a transonic airfoil with uncertain shape parameters. Demonstration of a linear speedup.
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Kriging surrogate model of the drag coefficient of a transonic airfoil. The gray dots indicate the configurations for which the CFD solver was run.
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Direct GEK is a form of co-Kriging, where we add the gradient information as co-variables. This can be done by modifying the prior covariance
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of the quantity of interest with respect to all design parameters at the cost of one additional solve. This, potentially, leads to a
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Laurenceau, J.; Sagaut, P. (2008). "Building efficient response surfaces of aerodynamic functions with Kriging and coKriging".
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deviation. With GEK we can add the gradient information, illustrated in red, which increases the accuracy of the prediction.
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speedup: the computational cost of constructing an accurate surrogate decrease, and the resulting computational speedup
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de Baar, J.H.S.; Scholcz, T.P.; Dwight, R.P. (2015). "Exploiting Adjoint Derivatives in High-Dimensional Metamodels".
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Zhang, Sheng; Yang, Xiu; Tindel, Samy; Lin, Guang (2021). "Augmented Gaussian random field: Theory and computation".
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Dwight, R.; Brezillon, J. (2006). "Effect of Approximations of the Discrete Adjoint on Gradient-Based Optimization".
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2017: Large review of gradient-enhanced surrogate models including many details concerning gradient-enhanced kriging.
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Another way of arriving at the same direct GEK predictor is to append the partial derivatives to the observations
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There are several ways of implementing GEK. The first method, indirect GEK, defines a small but finite stepsize
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is generated from a covariance function. One example of a covariance function is the Gaussian covariance:
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Once the surrogate has been constructed it can be used in different ways, for example for surrogate-based
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One uses the GEK predictor equations to construct the surrogate conditional on the obtained observations.
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2013: Uncertainty quantification for a transonic airfoil with uncertain angle of attack and Mach number.
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For each sample in our DoE one runs the computer simulation to obtain the Quantity of Interest (QoI).
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Bouhlel, M.A.; Martins, J.R.R.A. (2018). "Gradient-enhanced kriging for high-dimensional problems".
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de Baar, J.H.S.; Scholcz, T.P.; Verhoosel, C.V.; Dwight, R.P.; van Zuijlen, A.H.; Bijl, H. (2012).
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2009: Uncertainty quantification for a transonic airfoil with uncertain shape parameters.
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2008: Uncertainty quantification for a transonic airfoil with uncertain shape parameters.
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framework, GEK allows one to incorporate not only the gradient information, but also the
2537:"Restricted-Variance Molecular Geometry Optimization Based on Gradient-Enhanced Kriging" 2233: 2074: 1989: 1940: 1905: 300: 2563: 2536: 2517: 2465: 2309: 2291: 2245: 2199: 2181: 2143: 2131: 2001: 1651: 1631: 1603: 1579: 1554: 1534: 1514: 1494: 1462: 1442: 1422: 1307: 1134: 871: 851: 764: 744: 640: 392: 372: 352: 280: 260: 237: 217: 2568: 2203: 2121: 893: 739: 661: 618: 2521: 2469: 2249: 2135: 2558: 2548: 2509: 2457: 2400: 2373: 2344: 2340: 2313: 2301: 2237: 2191: 2113: 2078: 2041: 2005: 1993: 1954: 1909: 1755: 1597: 626: 2061:
Wikle, C.K.; Berliner, L.M. (2007). "A Bayesian tutorial for data assimilation".
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It may require cleanup to comply with Knowledge's content policies, particularly
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One issue with adjoint-based gradients in CFD is that they can be particularly
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Raggi, G.; Fdez. Galván, I.; Ritterhoff, C. L.; Vacher, M.; Lindh, R. (2020).
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Ulaganathan, S.; Couckuyt, I.; Dhaene, T.; Degroote, J.; Laermans, E. (2016).
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The reasoning behind this linear speedup is straightforward. Assume we run
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technique used in engineering. A surrogate model (alternatively known as a
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Gradient-enhanced kriging for high-dimensional problems (Indirect method)
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2012: Surrogate model construction for a panel divergence problem, a
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Efficient uncertainty quantification using gradient-enhanced Kriging
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and include partial derivative operators in the observation matrix
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Laurent, L.; Le Riche, R.; Soulier, B.; Boucard, P.-A. (2017).
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the observation error covariance matrix, which contains the
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2017: Uncertainty propagation for a nuclear energy system.
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Adjoint solvers are now becoming available in a range of
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1993: Design problem for a borehole model test-function.
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2002: Aerodynamic design of a supersonic business jet.
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A major contributor to this article appears to have a
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Along the lines of, we are interested in the output
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Morris, M.D.; Mitchell, T.J.; Ylvisaker, D. (1993).
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International Journal for Uncertainty Quantification
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Giles, M.; Duta, M.; Muller, J.; Pierce, N. (2003).
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of our computer simulation, for which we assume the
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Augmented gradient-enhanced kriging (direct method)
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(2014). 1699:Example: Drag coefficient of a transonic airfoil 573:LHS-design is available in scripting codes like 2411: 2174:Discrete & Continuous Dynamical Systems - S 1926: 2281: 2210: 1835: 565:When using GEK one takes the following steps: 2060: 2023: 2021: 2019: 2017: 2015: 708:{\displaystyle X\sim {\mathcal {N}}(\mu ,P),} 526:A linear speedup has been demonstrated for a 2476: 2098: 2096: 2094: 2092: 1887: 1885: 1883: 1881: 1858: 1856: 1854: 1682:Surrogate Modeling Toolbox (SMT) in Python ( 1487:Direct GEK (through prior covariance matrix) 206:An adjoint solver allows one to compute the 2434: 2357: 2275: 2167: 2165: 1829: 1805:2016: Surrogate model construction for two 1793:problem. Demonstration of a linear speedup. 439:. The speedup is the ratio of these costs: 2541:Journal of Chemical Theory and Computation 2320: 2269:PhD Thesis, Delft University of Technology 2012: 1773:GEK has found the following applications: 2562: 2552: 2528: 2503: 2367: 2351: 2295: 2185: 2102: 2089: 2045: 1948: 1920: 1878: 1872:ECCOMAS, Vienna, Austria, September 10–14 1851: 1551:, and modify the prior covariance matrix 1121:{\displaystyle K=PH^{T}(R+HPH^{T})^{-1}.} 126:Learn how and when to remove this message 64:Learn how and when to remove this message 2162: 1965: 1735:As an example, consider the flow over a 1726: 1718: 1710: 1702: 1596:, and 3) it is less susceptible to poor 1131:In Kriging, the prior covariance matrix 369:values for the quantity of interest and 164: 2384: 2262: 1624:Direct GEK (through observation matrix) 1511:or by modifying the observation matrix 2585: 1818:2020: Molecular geometry optimization. 608: 2483:Lockwood, B.A.; Anitescu, M. (2012). 570:Create a design of experiment (DoE): 75: 18: 16:Prediction model used in Engineering 389:partial derivatives in each of the 297:adjoint solves, at a total cost of 190:and US3D. Originally developed for 13: 910: 898:posterior probability distribution 809: 682: 14: 2609: 2103:Dwight, R.P.; Han, Z.-H. (2009). 1836:Mitchell, M.; Morris, M. (1992). 1304:where we sum over the dimensions 896:we obtain a normally distributed 201: 2424:Aerospace Science and Technology 1742:. The airfoil is operating at a 234:scales linearly with the number 80: 44:. Please discuss further on the 23: 2492:Nuclear Science and Engineering 2256: 1768: 1695:location under this framework. 1414: 1048:where we have the gain matrix: 160: 2345:10.1080/00401706.1993.10485320 2054: 1344:are the input parameters. The 1250: 1215: 1103: 1077: 1026: 1011: 1005: 993: 958: 943: 928: 916: 829: 814: 699: 687: 662:prior probability distribution 557:in that gradient information. 1: 1822: 1684:https://github.com/SMTorg/SMT 2598:Computational fluid dynamics 176:computational fluid dynamics 7: 2083:10.1016/j.physd.2006.09.017 1807:fluid-structure interaction 1791:fluid-structure interaction 1409:Maximum Likelihood Estimate 868:the observation matrix and 560: 528:fluid-structure interaction 106:the claims made and adding 10: 2614: 2393:Engineering with Computers 2284:Engineering with Computers 632: 599:uncertainty quantification 196:uncertainty quantification 2462:10.1007/s11831-017-9226-3 2405:10.1016/j.ast.2012.01.006 2306:10.1007/s00366-018-0590-x 1574:observation uncertainties 1481:observation uncertainties 890:observation uncertainties 139:Gradient-enhanced kriging 2554:10.1021/acs.jctc.0c00257 2263:de Baar, J.H.S. (2014). 1407:can be estimated from a 977:and Kriging covariance: 591:Construct the surrogate: 540: 1400:{\displaystyle \theta } 1380:{\displaystyle \sigma } 178:(CFD) solvers, such as 1732: 1724: 1716: 1708: 1662: 1642: 1614: 1590: 1565: 1545: 1525: 1505: 1473: 1453: 1433: 1401: 1381: 1361: 1338: 1318: 1295: 1145: 1122: 1039: 968: 882: 862: 839: 775: 755: 732: 709: 651: 517: 433: 403: 383: 363: 343: 314: 291: 271: 254:of design parameters. 248: 228: 171: 2593:Mathematical modeling 2196:10.3934/dcdss.2021098 1730: 1722: 1714: 1706: 1679:partial-least squares 1663: 1643: 1615: 1591: 1576:for the gradients in 1566: 1546: 1526: 1506: 1474: 1454: 1434: 1402: 1382: 1362: 1339: 1319: 1296: 1146: 1123: 1040: 969: 900:, with Kriging mean: 883: 863: 840: 776: 756: 733: 710: 652: 518: 434: 404: 384: 364: 344: 315: 292: 272: 249: 229: 168: 42:neutral point of view 1652: 1632: 1604: 1580: 1555: 1535: 1515: 1495: 1463: 1443: 1423: 1391: 1371: 1360:{\displaystyle \mu } 1351: 1337:{\displaystyle \xi } 1328: 1308: 1158: 1135: 1055: 984: 907: 872: 852: 792: 765: 745: 731:{\displaystyle \mu } 722: 671: 641: 549:. When derived in a 446: 432:{\displaystyle N+dN} 414: 393: 373: 353: 342:{\displaystyle N+dN} 324: 301: 281: 261: 238: 218: 2234:2008AIAAJ..46..498L 2118:10.2514/6.2009-2276 2075:2007PhyD..230....1W 1990:2003AIAAJ..41..198G 1941:2006AIAAJ..44.3022D 1906:2015AIAAJ..53.1391D 1668:, see for example. 1600:of the gain matrix 1479:and cannot include 1279: 761:. The observations 609:Predictor equations 530:problem and for a 2378:10.2514/6.2002-317 1733: 1725: 1717: 1709: 1707:Transonic airfoil. 1658: 1638: 1610: 1586: 1561: 1541: 1521: 1501: 1469: 1449: 1429: 1397: 1377: 1357: 1334: 1314: 1291: 1265: 1210: 1141: 1118: 1035: 964: 878: 858: 835: 771: 751: 728: 705: 647: 617:framework, we use 585:Make observations: 513: 429: 399: 379: 359: 339: 320:. This results in 313:{\displaystyle 2N} 310: 287: 277:primal solves and 267: 244: 224: 172: 147:surrogate modeling 91:possibly contains 2514:10.13182/NSE10-86 2127:978-1-60086-975-4 1935:(12): 3022–3031. 1914:10.2514/1.J053678 1845:Statistica Sinica 1661:{\displaystyle H} 1641:{\displaystyle y} 1613:{\displaystyle K} 1589:{\displaystyle R} 1564:{\displaystyle P} 1544:{\displaystyle y} 1524:{\displaystyle H} 1504:{\displaystyle P} 1472:{\displaystyle h} 1452:{\displaystyle y} 1432:{\displaystyle h} 1317:{\displaystyle k} 1281: 1201: 1144:{\displaystyle P} 892:. After applying 881:{\displaystyle R} 861:{\displaystyle H} 774:{\displaystyle y} 754:{\displaystyle P} 740:covariance matrix 650:{\displaystyle X} 505: 492: 479: 402:{\displaystyle N} 382:{\displaystyle d} 362:{\displaystyle N} 290:{\displaystyle N} 270:{\displaystyle N} 247:{\displaystyle d} 227:{\displaystyle s} 136: 135: 128: 93:original research 74: 73: 66: 37:with its subject. 2605: 2577: 2576: 2566: 2556: 2547:(6): 3989–4001. 2532: 2526: 2525: 2507: 2489: 2480: 2474: 2473: 2447: 2438: 2432: 2431: 2415: 2409: 2408: 2388: 2382: 2381: 2371: 2355: 2349: 2348: 2324: 2318: 2317: 2299: 2279: 2273: 2272: 2260: 2254: 2253: 2217: 2208: 2207: 2189: 2169: 2160: 2159: 2153: 2149: 2147: 2139: 2111: 2100: 2087: 2086: 2058: 2052: 2051: 2049: 2025: 2010: 2009: 1969: 1963: 1962: 1952: 1924: 1918: 1917: 1900:(5): 1391–1395. 1889: 1876: 1875: 1869: 1860: 1849: 1848: 1842: 1833: 1756:drag coefficient 1667: 1665: 1664: 1659: 1647: 1645: 1644: 1639: 1619: 1617: 1616: 1611: 1595: 1593: 1592: 1587: 1570: 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276: 274: 273: 268: 253: 251: 250: 245: 233: 231: 230: 225: 155:response surface 131: 124: 120: 117: 111: 108:inline citations 84: 83: 76: 69: 62: 58: 55: 49: 35:close connection 27: 26: 19: 2613: 2612: 2608: 2607: 2606: 2604: 2603: 2602: 2583: 2582: 2581: 2580: 2533: 2529: 2505:10.1.1.187.6097 2487: 2481: 2477: 2445: 2439: 2435: 2416: 2412: 2389: 2385: 2356: 2352: 2325: 2321: 2280: 2276: 2261: 2257: 2242:10.2514/1.32308 2218: 2211: 2170: 2163: 2151: 2150: 2141: 2140: 2128: 2109: 2101: 2090: 2059: 2055: 2026: 2013: 1970: 1966: 1959:10.2514/1.21744 1950:10.1.1.711.4761 1925: 1921: 1890: 1879: 1867: 1861: 1852: 1840: 1834: 1830: 1825: 1771: 1748:angle of attack 1701: 1692: 1674: 1653: 1650: 1649: 1633: 1630: 1629: 1626: 1605: 1602: 1601: 1581: 1578: 1577: 1556: 1553: 1552: 1536: 1533: 1532: 1516: 1513: 1512: 1496: 1493: 1492: 1489: 1464: 1461: 1460: 1444: 1441: 1440: 1424: 1421: 1420: 1417: 1392: 1389: 1388: 1372: 1369: 1368: 1352: 1349: 1348: 1346:hyperparameters 1329: 1326: 1325: 1309: 1306: 1305: 1274: 1269: 1261: 1254: 1249: 1248: 1239: 1235: 1223: 1219: 1214: 1213: 1211: 1205: 1197: 1193: 1181: 1177: 1165: 1161: 1159: 1156: 1155: 1136: 1133: 1132: 1106: 1102: 1096: 1092: 1071: 1067: 1056: 1053: 1052: 985: 982: 981: 908: 905: 904: 873: 870: 869: 853: 850: 849: 808: 807: 793: 790: 789: 766: 763: 762: 746: 743: 742: 723: 720: 719: 681: 680: 672: 669: 668: 642: 639: 638: 635: 621:to predict the 611: 563: 543: 497: 484: 471: 457: 455: 447: 444: 443: 415: 412: 411: 394: 391: 390: 374: 371: 370: 354: 351: 350: 325: 322: 321: 302: 299: 298: 282: 279: 278: 262: 259: 258: 239: 236: 235: 219: 216: 215: 204: 163: 132: 121: 115: 112: 97: 85: 81: 70: 59: 53: 50: 39: 28: 24: 17: 12: 11: 5: 2611: 2601: 2600: 2595: 2579: 2578: 2527: 2498:(2): 168–195. 2475: 2433: 2410: 2383: 2369:10.1.1.12.4149 2350: 2339:(3): 243–255. 2319: 2274: 2255: 2228:(2): 498–507. 2209: 2161: 2152:|journal= 2126: 2088: 2053: 2040:(3): 205–223. 2011: 1998:10.2514/2.1961 1984:(2): 198–205. 1964: 1919: 1877: 1850: 1827: 1826: 1824: 1821: 1820: 1819: 1816: 1813: 1810: 1803: 1800: 1797: 1794: 1787: 1784: 1781: 1778: 1770: 1767: 1746:of 0.8 and an 1700: 1697: 1691: 1688: 1673: 1670: 1657: 1637: 1625: 1622: 1609: 1585: 1560: 1540: 1520: 1500: 1488: 1485: 1468: 1448: 1428: 1416: 1413: 1396: 1376: 1356: 1333: 1313: 1302: 1301: 1290: 1286: 1277: 1272: 1268: 1264: 1257: 1252: 1245: 1242: 1238: 1234: 1229: 1226: 1222: 1217: 1208: 1204: 1200: 1196: 1192: 1189: 1184: 1180: 1176: 1171: 1168: 1164: 1140: 1129: 1128: 1117: 1112: 1109: 1105: 1099: 1095: 1091: 1088: 1085: 1082: 1079: 1074: 1070: 1066: 1063: 1060: 1046: 1045: 1034: 1031: 1028: 1025: 1022: 1019: 1016: 1013: 1010: 1007: 1004: 1001: 998: 995: 992: 989: 975: 974: 963: 960: 957: 954: 951: 948: 945: 942: 939: 936: 933: 930: 927: 924: 921: 918: 915: 912: 894:Bayes' Theorem 877: 857: 846: 845: 834: 831: 828: 825: 822: 819: 816: 811: 806: 803: 800: 797: 770: 750: 727: 716: 715: 704: 701: 698: 695: 692: 689: 684: 679: 676: 646: 634: 631: 619:Bayes' Theorem 610: 607: 595: 594: 588: 582: 562: 559: 542: 539: 524: 523: 512: 509: 504: 501: 496: 491: 488: 483: 477: 474: 469: 466: 463: 460: 454: 451: 428: 425: 422: 419: 398: 378: 358: 338: 335: 332: 329: 309: 306: 286: 266: 243: 223: 203: 202:Linear speedup 200: 162: 159: 134: 133: 88: 86: 79: 72: 71: 31: 29: 22: 15: 9: 6: 4: 3: 2: 2610: 2599: 2596: 2594: 2591: 2590: 2588: 2574: 2570: 2565: 2560: 2555: 2550: 2546: 2542: 2538: 2531: 2523: 2519: 2515: 2511: 2506: 2501: 2497: 2493: 2486: 2479: 2471: 2467: 2463: 2459: 2455: 2451: 2444: 2437: 2430:(1): 177–189. 2429: 2425: 2421: 2414: 2406: 2402: 2398: 2394: 2387: 2379: 2375: 2370: 2365: 2362:: 2002–0317. 2361: 2354: 2346: 2342: 2338: 2334: 2333:Technometrics 2330: 2323: 2315: 2311: 2307: 2303: 2298: 2293: 2289: 2285: 2278: 2270: 2266: 2259: 2251: 2247: 2243: 2239: 2235: 2231: 2227: 2223: 2216: 2214: 2205: 2201: 2197: 2193: 2188: 2183: 2179: 2175: 2168: 2166: 2157: 2145: 2137: 2133: 2129: 2123: 2119: 2115: 2108: 2107: 2099: 2097: 2095: 2093: 2084: 2080: 2076: 2072: 2069:(1–2): 1–16. 2068: 2064: 2057: 2048: 2043: 2039: 2035: 2031: 2024: 2022: 2020: 2018: 2016: 2007: 2003: 1999: 1995: 1991: 1987: 1983: 1979: 1975: 1968: 1960: 1956: 1951: 1946: 1942: 1938: 1934: 1930: 1923: 1915: 1911: 1907: 1903: 1899: 1895: 1888: 1886: 1884: 1882: 1873: 1866: 1859: 1857: 1855: 1847:(2): 359–379. 1846: 1839: 1832: 1828: 1817: 1814: 1811: 1808: 1804: 1801: 1798: 1795: 1792: 1788: 1785: 1782: 1779: 1776: 1775: 1774: 1766: 1763: 1759: 1757: 1752: 1749: 1745: 1741: 1738: 1729: 1721: 1713: 1705: 1696: 1687: 1685: 1680: 1669: 1655: 1635: 1621: 1607: 1599: 1583: 1575: 1558: 1538: 1518: 1498: 1484: 1482: 1466: 1446: 1426: 1412: 1410: 1394: 1374: 1354: 1347: 1331: 1311: 1288: 1284: 1275: 1270: 1266: 1262: 1255: 1243: 1240: 1236: 1232: 1227: 1224: 1220: 1206: 1202: 1198: 1194: 1190: 1187: 1182: 1178: 1174: 1169: 1166: 1162: 1154: 1153: 1152: 1138: 1115: 1110: 1107: 1097: 1093: 1089: 1086: 1083: 1080: 1072: 1068: 1064: 1061: 1058: 1051: 1050: 1049: 1032: 1029: 1023: 1020: 1017: 1014: 1008: 1002: 999: 996: 990: 987: 980: 979: 978: 961: 955: 952: 949: 946: 940: 937: 934: 931: 925: 922: 919: 913: 903: 902: 901: 899: 895: 891: 875: 855: 832: 826: 823: 820: 817: 804: 801: 798: 795: 788: 787: 786: 784: 768: 748: 741: 725: 702: 696: 693: 690: 677: 674: 667: 666: 665: 663: 660: 644: 630: 628: 624: 620: 616: 606: 604: 600: 592: 589: 586: 583: 580: 576: 571: 568: 567: 566: 558: 556: 552: 548: 538: 536: 533: 529: 510: 507: 502: 499: 494: 489: 486: 481: 475: 472: 467: 464: 461: 458: 452: 449: 442: 441: 440: 426: 423: 420: 417: 396: 376: 356: 336: 333: 330: 327: 307: 304: 284: 264: 255: 241: 221: 213: 209: 199: 197: 193: 189: 185: 181: 177: 167: 158: 156: 152: 148: 144: 140: 130: 127: 119: 109: 105: 101: 95: 94: 89:This article 87: 78: 77: 68: 65: 57: 47: 43: 38: 36: 30: 21: 20: 2544: 2540: 2530: 2495: 2491: 2478: 2453: 2449: 2436: 2427: 2423: 2413: 2399:(1): 15–34. 2396: 2392: 2386: 2359: 2353: 2336: 2332: 2322: 2287: 2283: 2277: 2268: 2258: 2225: 2222:AIAA Journal 2221: 2177: 2173: 2105: 2066: 2062: 2056: 2037: 2033: 1981: 1978:AIAA Journal 1977: 1967: 1932: 1929:AIAA Journal 1928: 1922: 1897: 1894:AIAA Journal 1893: 1871: 1844: 1831: 1772: 1769:Applications 1764: 1760: 1753: 1734: 1693: 1675: 1627: 1598:conditioning 1490: 1418: 1415:Indirect GEK 1303: 1130: 1047: 976: 847: 717: 636: 629:regression. 612: 603:optimization 596: 590: 584: 569: 564: 544: 525: 256: 205: 192:optimization 173: 161:Introduction 142: 138: 137: 122: 113: 90: 60: 51: 32: 2290:: 157–173. 1744:Mach number 555:uncertainty 2587:Categories 2297:1708.02663 2187:2009.01961 2180:(4): 931. 1823:References 783:likelihood 738:and prior 116:April 2017 100:improve it 54:April 2017 2500:CiteSeerX 2364:CiteSeerX 2271:: 99–101. 2204:221507566 2154:ignored ( 2144:cite book 2063:Physica D 1945:CiteSeerX 1809:problems. 1737:transonic 1395:θ 1375:σ 1355:μ 1332:ξ 1267:θ 1237:ξ 1233:− 1221:ξ 1203:∑ 1199:− 1191:⁡ 1179:σ 1108:− 1018:− 1000:∣ 991:⁡ 956:μ 950:− 935:μ 923:∣ 914:⁡ 805:∼ 799:∣ 726:μ 691:μ 678:∼ 532:transonic 151:metamodel 104:verifying 46:talk page 2573:32374164 2522:18465024 2470:54625655 2456:: 1–46. 2250:17895486 2136:59019628 615:Bayesian 601:(UQ) or 561:Approach 551:Bayesian 208:gradient 184:OpenFOAM 2564:7304864 2314:3540630 2230:Bibcode 2071:Bibcode 2006:2106397 1986:Bibcode 1937:Bibcode 1902:Bibcode 1740:airfoil 1411:(MLE). 633:Kriging 623:Kriging 535:airfoil 145:) is a 98:Please 2571:  2561:  2520:  2502:  2468:  2366:  2312:  2248:  2202:  2134:  2124:  2004:  1947:  659:normal 579:Python 575:MATLAB 349:data; 212:linear 180:Fluent 2518:S2CID 2488:(PDF) 2466:S2CID 2446:(PDF) 2310:S2CID 2292:arXiv 2246:S2CID 2200:S2CID 2182:arXiv 2132:S2CID 2110:(PDF) 2002:S2CID 1868:(PDF) 1841:(PDF) 848:with 613:In a 547:noisy 541:Noise 2569:PMID 2156:help 2122:ISBN 1387:and 1324:and 2559:PMC 2549:doi 2510:doi 2496:170 2458:doi 2401:doi 2374:doi 2341:doi 2302:doi 2238:doi 2192:doi 2114:doi 2079:doi 2067:230 2042:doi 1994:doi 1955:doi 1910:doi 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Index

close connection
neutral point of view
talk page
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original research
improve it
verifying
inline citations
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surrogate modeling
metamodel
response surface

computational fluid dynamics
Fluent
OpenFOAM
SU2
optimization
uncertainty quantification
gradient
linear
fluid-structure interaction
transonic
airfoil
noisy
Bayesian
uncertainty
MATLAB
Python
uncertainty quantification

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