SEARCH · Search NASA
Results for “KRIGING”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
A new surrogate modeling technique combining Kriging and polynomial chaos expansions – Application to uncertainty analysis in computational dosimetry
In numerical dosimetry, the recent advances in high performance computing led to a strong reduction of the required computational time to assess the specific absorption rate (SAR) characterizing the human exposure to electromagnetic waves. However, this procedure remains time-consuming and a single simulation can request several hours. As a consequence, the influence of uncertain input parameters on the SAR cannot be analyzed using crude Monte Carlo simulation. The solution presented here to perform such an analysis is surrogate modeling. This paper proposes a novel approach to build such a surrogate model from a design of experiments. Considering a sparse representation of the polynomial chaos expansions using least-angle regression as a selection algorithm to retain the most influential polynomials, this paper proposes to use the selected polynomials as regression functions for the universal Kriging model. The leave-one-out cross validation is used to select the optimal number of polynomials in the deterministic part of the Kriging model. The proposed approach, called LARS-Kriging-PC modeling, is applied to three benchmark examples and then to a full-scale metamodeling problem involving the exposure of a numerical fetus model to a femtocell device. The performances of the LARS-Kriging-PC are compared to an ordinary Kriging model and to a classical sparse polynomial chaos expansion. The LARS-Kriging-PC appears to have better performances than the two other approaches. A significant accuracy improvement is observed compared to the ordinary Kriging or to the sparse polynomial chaos depending on the studied case. This approach seems to be an optimal solution between the two other classical approaches. A global sensitivity analysis is finally performed on the LARS-Kriging-PC model of the fetus exposure problem.
A kriging and entropy-based approach to raingauge network design
Highlights: • A kriging and entropy theory-based approach is developed for gauge network design. • The method considers both minimum estimating error andoptimum rainfall information. • The best combination is verified to be effectiveto achieve final goals. Hydrological data, such as precipitation, is fundamental for planning, designing, developing, and managing water resource projects as well as for hydrologic research. An optimal raingauge network leads to more accurate estimates of mean or point precipitation at any site over the watershed. Some studies in the past have suggested increasing gauge network density for reducing the estimation error. However, more stations mean more cost of installation and monitoring. This study proposes an approach on the basis of kriging and entropy theory to determine an optimal network design in the city of Shanghai, China. Unlike the past studies using kriging interpolation and entropy theory for network design, the approach developed in the current study not only used the kriging method as an interpolator to determine rainfall data at ungauged locations but also incorporated the minimum kriging standard error (KSE) and maximum net information (NI) content. The approach would thus lead to an optimal network and would enable the reduction of kriging standard error of precipitation estimates throughout the watershed and achieve an optimum rainfall information. This study also proposed an NI-KSE-based criterion which is dependent on a single-objective optimization. To evaluate the final optimal gauge network, areal average rainfall was estimated and its accuracy was compared with that obtained with the existing rain gauge network.
Quantile Kriging R Package
A re-implementation of Quantile Kriging. Quantile Kriging was described by Matthew Plumlee & Rui Tuo in their 2014 paper "Building Accurate Emulators for Stochastic Simulations via Quantile Kriging." With computational savings when dealing with replication from the recent paper "Practical heteroskedastic Gaussian process modeling for large simulation experiments”, it is now possible to apply Quantile Kriging to a wider class of problems. In addition to fitting the model, other useful tools are provided such as the ability to automatically perform leave-one-out cross validation.
Efficient and robust gradient enhanced Kriging emulators.
%E2%80%9CNaive%E2%80%9D or straight-forward Kriging implementations can often perform poorly in practice. The relevant features of the robustly accurate and efficient Kriging and Gradient Enhanced Kriging (GEK) implementations in the DAKOTA software package are detailed herein. The principal contribution is a novel, effective, and efficient approach to handle ill-conditioning of GEK's %E2%80%9Ccorrelation%E2%80%9D matrix, RN%CC%83, based on a pivoted Cholesky factorization of Kriging's (not GEK's) correlation matrix, R, which is a small sub-matrix within GEK's RN%CC%83 matrix. The approach discards sample points/equations that contribute the least %E2%80%9Cnew%E2%80%9D information to RN%CC%83. Since these points contain the least new information, they are the ones which when discarded are both the easiest to predict and provide maximum improvement of RN%CC%83's conditioning. Prior to this work, handling ill-conditioned correlation matrices was a major, perhaps the principal, unsolved challenge necessary for robust and efficient GEK emulators. Numerical results demonstrate that GEK predictions can be significantly more accurate when GEK is allowed to discard points by the presented method. Numerical results also indicate that GEK can be used to break the curse of dimensionality by exploiting inexpensive derivatives (such as those provided by automatic differentiation or adjoint techniques), smoothness in the response being modeled, and adaptive sampling. Development of a suitable adaptive sampling algorithm was beyond the scope of this work; instead adaptive sampling was approximated by omitting the cost of samples discarded by the presented pivoted Cholesky approach.
Comparison of Response Surface and Kriging Models in the Multidisciplinary Design of an Aerospike Nozzle
The use of response surface models and kriging models are compared for approximating non-random, deterministic computer analyses. After discussing the traditional response surface approach for constructing polynomial models for approximation, kriging is presented as an alternative statistical-based approximation method for the design and analysis of computer experiments. Both approximation methods are applied to the multidisciplinary design and analysis of an aerospike nozzle which consists of a computational fluid dynamics model and a finite element analysis model. Error analysis of the response surface and kriging models is performed along with a graphical comparison of the approximations. Four optimization problems are formulated and solved using both approximation models. While neither approximation technique consistently outperforms the other in this example, the kriging models using only a constant for the underlying global model and a Gaussian correlation function perform as well as the second order polynomial response surface models.
Comparison of Response Surface and Kriging Models for Multidisciplinary Design Optimization
In this paper, we compare and contrast the use of second-order response surface models and kriging models for approximating non-random, deterministic computer analyses. After reviewing the response surface method for constructing polynomial approximations, kriging is presented as an alternative approximation method for the design and analysis of computer experiments. Both methods are applied to the multidisciplinary design of an aerospike nozzle which consists of a computational fluid dynamics model and a finite-element model. Error analysis of the response surface and kriging models is performed along with a graphical comparison of the approximations, and four optimization problems m formulated and solved using both sets of approximation models. The second-order response surface models and kriging models-using a constant underlying global model and a Gaussian correlation function-yield comparable results.
Kriging as a Means of Improving WAAS Availability
The Wide Area Augmentation System (WAAS), an augmentation of the Global Positioning System (GPS), provides safe and reliable use of GPS signals for airline navigation over much of North America. Currently the largest source of positioning error in the system is signal delay caused by the ionosphere. To allow the user to take account of such error, WAAS computes and broadcasts ionospheric vertical delays at a set of regularly-spaced grid points. In addition, WAAS computes and broadcasts a safety-critical integrity bound at each ionospheric grid point (IGP) called the Grid Ionospheric Vertical Error (GIVE). GIVEs are constructed to be sufficiently large to protect the user against positioning error due to the presence of ionospheric irregularity. In the initial operating capability (IOC) of WAAS, the vertical delay estimate at each IGP is determined from a planar fit of neighboring slant delay measurements, projected to vertical using an obliquity factor specified by the standard thin-shell model of the ionosphere. In WAAS Follow-On (WFO) Release 3, however, the vertical delay will be estimated by an established, geo-statistical technique known as kriging. Compared to the planar fit model, the kriging model is found, in general, to match better the observed random structure of the vertical delay. This paper presents the kriging methodology that will be used to estimate the vertical delay and its uncertainty at each IGP, and it assesses the subsequent improvement in WAAS availability enabled by kriging.
Evaluation of kriging based surrogate models constructed from mesoscale computations of shock interaction with particles
Macro-scale computations of shocked particulate flows require closure laws that model the exchange of momentum/energy between the fluid and particle phases. Closure laws are constructed in this work in the form of surrogate models derived from highly resolved mesoscale computations of shock-particle interactions. The mesoscale computations are performed to calculate the drag force on a cluster of particles for different values of Mach Number and particle volume fraction. Two Kriging-based methods, viz. the Dynamic Kriging Method (DKG) and the Modified Bayesian Kriging Method (MBKG) are evaluated for their ability to construct surrogate models with sparse data; i.e. using the least number of mesoscale simulations. It is shown that if the input data is noise-free, the DKG method converges monotonically; convergence is less robust in the presence of noise. The MBKG method converges monotonically even with noisy input data and is therefore more suitable for surrogate model construction from numerical experiments. This work is the first step towards a full multiscale modeling of interaction of shocked particle laden flows.
Variational multiscale element-free Galerkin method combined with the moving Kriging interpolation for solving some partial differential equations with discontinuous solutions
Solving partial differential equations with discontinuous solutions is an important challenging problem in numerical analysis. To this end, there are some methods such as finite volume method, discontinuous Galerkin approach and particle technique that are able to solve these problems. In the current paper, the moving Kriging element-free Galerkin method has been combined with the variational multiscale algorithm to obtain acceptable and high-resolution solutions. For testing this technique, we select some PDEs with discontinuous solution such as Burgers’, Sod’s shock tube, advection–reaction–diffusion, Kuramoto–Sivashinsky, Boussinesq and shallow water equations. First, we obtain a time-discrete scheme by approximating time derivative via finite difference technique. Then we introduce the moving Kriging interpolation and also obtain their shape functions. We use the element-free Galerkin method for approximating the spatial derivatives. This method uses a weak form of the considered equation that is similar to the finite element method with the difference that in the classical element-free Galerkin method test and trial functions are moving least squares approximation (MLS) shape functions. Since the shape functions of moving least squares (MLS) approximation do not have Kronecker delta property, we cannot implement the essential boundary condition, directly. Thus, we employ the shape functions of moving Kriging interpolation and radial point interpolation technique which have the mentioned property. Also, in the element-free Galekin method, we do not use any triangular, quadrangular or other type of meshes. The element-free Galerkin method is a global method while finite element method is a local one. This technique employs a background mesh for integration which makes it different from the truly mesh procedures. Several test problems are solved and numerical simulations are reported which confirm the efficiency of the proposed schemes.
Advances in Kriging-Based Autonomous X-Ray Scattering Experiments
Autonomous experimentation is an emerging paradigm for scientific discovery, wherein measurement instruments are augmented with decision-making algorithms, allowing them to autonomously explore parameter spaces of interest. We have recently demonstrated a generalized approach to autonomous experimental control, based on generating a surrogate model to interpolate experimental data, and a corresponding uncertainty model, which are computed using a Gaussian process regression known as ordinary Kriging (OK). We demonstrated the successful application of this method to exploring materials science problems using x-ray scattering measurements at a synchrotron beamline. Here, we report several improvements to this methodology that overcome limitations of traditional Kriging methods. The variogram underlying OK is global and thus insensitive to local data variation. We augment the Kriging variance with model-based measures, for instance providing local sensitivity by including the gradient of the surrogate model. As with most statistical regression methods, OK minimizes the number of measurements required to achieve a particular model quality. However, in practice this may not be the most stringent experimental constraint; e.g. the goal may instead be to minimize experiment duration or material usage. We define an adaptive cost function, allowing the autonomous method to balance information gain against measured experimental cost. We provide synthetic and experimental demonstrations, validating that this improved algorithm yields more efficient autonomous data collection.
Efficient Kriging Algorithms
More efficient versions of an interpolation method, called kriging, have been introduced in order to reduce its traditionally high computational cost. Written in C++, these approaches were tested on both synthetic and real data. Kriging is a best unbiased linear estimator and suitable for interpolation of scattered data points. Kriging has long been used in the geostatistic and mining communities, but is now being researched for use in the image fusion of remotely sensed data. This allows a combination of data from various locations to be used to fill in any missing data from any single location. To arrive at the faster algorithms, sparse SYMMLQ iterative solver, covariance tapering, Fast Multipole Methods (FMM), and nearest neighbor searching techniques were used. These implementations were used when the coefficient matrix in the linear system is symmetric, but not necessarily positive-definite.
Assessment of outdoor radiofrequency electromagnetic field exposure through hotspot localization using kriging-based sequential sampling
In this study, a novel methodology is proposed to create heat maps that accurately pinpoint the outdoor locations with elevated exposure to radiofrequency electromagnetic fields (RF-EMF) in an extensive urban region (or, hotspots), and that would allow local authorities and epidemiologists to efficiently assess the locations and spectral composition of these hotspots, while at the same time developing a global picture of the exposure in the area. Moreover, no prior knowledge about the presence of radiofrequency radiation sources (e.g., base station parameters) is required. After building a surrogate model from the available data using kriging, the proposed method makes use of an iterative sampling strategy that selects new measurement locations at spots which are deemed to contain the most valuable information—inside hotspots or in search of them—based on the prediction uncertainty of the model. The method was tested and validated in an urban subarea of Ghent, Belgium with a size of approximately 1 km{sup 2}. In total, 600 input and 50 validation measurements were performed using a broadband probe. Five hotspots were discovered and assessed, with maximum total electric-field strengths ranging from 1.3 to 3.1 V/m, satisfying the reference levels issued by the International Commission on Non-Ionizing Radiation Protection for exposure of the general public to RF-EMF. Spectrum analyzer measurements in these hotspots revealed five radiofrequency signals with a relevant contribution to the exposure. The radiofrequency radiation emitted by 900 MHz Global System for Mobile Communications (GSM) base stations was always dominant, with contributions ranging from 45% to 100%. Finally, validation of the subsequent surrogate models shows high prediction accuracy, with the final model featuring an average relative error of less than 2 dB (factor 1.26 in electric-field strength), a correlation coefficient of 0.7, and a specificity of 0.96. -- Highlights: • We present an iterative measurement and modeling method for outdoor RF-EMF exposure. • Hotspots are rapidly identified, and accurately characterized. • An accurate graphical representation, or heat map, is created, using kriging. • Random validation shows good correlation (0.7) and low relative errors (2 dB)
A Kriging Surrogate Model for Computing Gas Mixture Equations of State
Accurate simulation of the complex flow following the detonation of an explosive material is a challenging problem. In these flows, the detonation products of the explosive must be treated as a real gas while the surrounding air is treated as an ideal gas. As the detonation process unfolds and the blast wave moves into the surrounding ambient air, the products of detonation expand outward and interact with the air creating a mixture region. In this region, both of the state equations for air and the products must be satisfied. One of the most accurate, yet computationally expensive, methods to handle this problem is an algorithm that iterates between the equations of state until both pressure and temperature reach an equilibrium inside of a computational cell. Since this mixture region moves and grows over time, this algorithm must be performed millions, or even billions, of times in a typical detonation simulation. As such, these calculations can account for a large percentage of the overall solution time. This work aims to use a kriging surrogate model to replace this process. The iterative method solves a nonlinear system of equations created from the gas mixture density, internal energy, and composition using a Broyden iterative solver to obtain an output pressure and temperature. Kriging is used to produce curve fits which interpolate selected pressures and temperatures from this solver from appropriate ranges of the mixture input quantities. Using a finite volume hydrocode, the performance of the model with respect to the iterative solver is demonstrated in the simulation of a pentaerythritol tetranitrate (PETN) charge detonation. The model's computational speed and accuracy are quantified as a function of the choice of sampling points in order to try optimize the combination as well as to show the benefits of this novel approach.
Kriging in the Shadows: Geostatistical Interpolation for Remote Sensing
It is often useful to estimate obscured or missing remotely sensed data. Traditional interpolation methods, such as nearest-neighbor or bilinear resampling, do not take full advantage of the spatial information in the image. An alternative method, a geostatistical technique known as indicator kriging, is described and demonstrated using a Landsat Thematic Mapper image in southern Chiapas, Mexico. The image was first classified into pasture and nonpasture land cover. For each pixel that was obscured by cloud or cloud shadow, the probability that it was pasture was assigned by the algorithm. An exponential omnidirectional variogram model was used to characterize the spatial continuity of the image for use in the kriging algorithm. Assuming a cutoff probability level of 50%, the error was shown to be 17% with no obvious spatial bias but with some tendency to categorize nonpasture as pasture (overestimation). While this is a promising result, the method's practical application in other missing data problems for remotely sensed images will depend on the amount and spatial pattern of the unobscured pixels and missing pixels and the success of the spatial continuity model used.
Comparison of Response Surface Construction Methods for Derivative Estimation Using Moving Least Squares, Kriging and Radial Basis Functions
Response construction methods using Moving Least Squares (MLS), Kriging and Radial Basis Functions (RBF) are compared with the Global Least Squares (GLS) method in three numerical examples for derivative generation capability. Also, a new Interpolating Moving Least Squares (IMLS) method adopted from the meshless method is presented. It is found that the response surface construction methods using the Kriging and RBF interpolation yields more accurate results compared with MLS and GLS methods. Several computational aspects of the response surface construction methods also discussed.
Efficient Kriging via Fast Matrix-Vector Products
Interpolating scattered data points is a problem of wide ranging interest. Ordinary kriging is an optimal scattered data estimator, widely used in geosciences and remote sensing. A generalized version of this technique, called cokriging, can be used for image fusion of remotely sensed data. However, it is computationally very expensive for large data sets. We demonstrate the time efficiency and accuracy of approximating ordinary kriging through the use of fast matrixvector products combined with iterative methods. We used methods based on the fast Multipole methods and nearest neighbor searching techniques for implementations of the fast matrix-vector products.
Population parametrization of costly black box models using iterations between SAEM algorithm and kriging
In this article we focus on parametrization of black box models from repeated measurements among several individuals (population parametrization). We introduce a variant of the SAEM algorithm, called KSAEM algorithm, which couples the standard SAEM algorithm with the dynamic construction of an approximate metamodel. The costly evaluation of the genuine black box is replaced by a kriging step, using a basis of precomputed values, basis which is enlarged during SAEM algorithm to improve the accuracy of the metamodel in regions of interest.