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Locally Optimized Covariance Kriging for Non-Stationary System Responses

Clark, Daniel Lee, Jr.

Abstract Details

2016, Master of Science in Engineering (MSEgr), Wright State University, Mechanical Engineering.
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.
Ha-Rok Bae, Ph.D. (Advisor)
Ramana Grandhi, Ph.D. (Committee Member)
Joseph Slater, Ph.D., P.E. (Committee Member)
82 p.

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Citations

  • Clark, Jr., D. L. (2016). Locally Optimized Covariance Kriging for Non-Stationary System Responses [Master's thesis, Wright State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=wright1464092652

    APA Style (7th edition)

  • Clark, Jr., Daniel. Locally Optimized Covariance Kriging for Non-Stationary System Responses. 2016. Wright State University, Master's thesis. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=wright1464092652.

    MLA Style (8th edition)

  • Clark, Jr., Daniel. "Locally Optimized Covariance Kriging for Non-Stationary System Responses." Master's thesis, Wright State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=wright1464092652

    Chicago Manual of Style (17th edition)