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A critical assessment of Kriging model variants for high-fidelity uncertainty quantification in dynamics of composite shells

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TLDR
In this paper, a critical comparative assessment of Kriging model variants for surrogate based uncertainty propagation considering stochastic natural frequencies of composite doubly curved shells is presented, where the effect of noise in uncertainty propagation is addressed by using the Stochastic kriging.
Abstract
This paper presents a critical comparative assessment of Kriging model variants for surrogate based uncertainty propagation considering stochastic natural frequencies of composite doubly curved shells. The five Kriging model variants studied here are: Ordinary Kriging, Universal Kriging based on pseudo-likelihood estimator, Blind Kriging, Co-Kriging and Universal Kriging based on marginal likelihood estimator. First three stochastic natural frequencies of the composite shell are analysed by using a finite element model that includes the effects of transverse shear deformation based on Mindlin’s theory in conjunction with a layer-wise random variable approach. The comparative assessment is carried out to address the accuracy and computational efficiency of five Kriging model variants. Comparative performance of different covariance functions is also studied. Subsequently the effect of noise in uncertainty propagation is addressed by using the Stochastic Kriging. Representative results are presented for both individual and combined stochasticity in layer-wise input parameters to address performance of various Kriging variants for low dimensional and relatively higher dimensional input parameter spaces. The error estimation and convergence studies are conducted with respect to original Monte Carlo Simulation to justify merit of the present investigation. The study reveals that Universal Kriging coupled with marginal likelihood estimate yields the most accurate results, followed by Co-Kriging and Blind Kriging. As far as computational efficiency of the Kriging models is concerned, it is observed that for high-dimensional problems, CPU time required for building the Co-Kriging model is significantly less as compared to other Kriging variants.

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Citations
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References
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Journal Article

The Design and Analysis of Experiments

TL;DR: This book by a teacher of statistics (as well as a consultant for "experimenters") is a comprehensive study of the philosophical background for the statistical design of experiment.
Journal ArticleDOI

A comparison of three methods for selecting values of input variables in the analysis of output from a computer code

TL;DR: In this paper, two sampling plans are examined as alternatives to simple random sampling in Monte Carlo studies and they are shown to be improvements over simple sampling with respect to variance for a class of estimators which includes the sample mean and the empirical distribution function.
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Finite element procedures in engineering analysis

TL;DR: Elements finis Reference Record created on 2004-09-07, modified on 2016-08-08.
Journal ArticleDOI

Principles of geostatistics

G. Matheron
- 01 Dec 1963 - 
TL;DR: In this article, the authors present a new science leading to such an approach, namely geostatistics, which is a new approach for estimating the estimation of ore grades and reserves.
Journal Article

A statistical approach to some basic mine valuation problems on the Witwatersrand

TL;DR: In this paper, the application of the lognormal curve to the frequency distribution of gold values is discussed, and some fundamental concepts in application of statistics to mine valuation on the Witwatersrand are discussed.
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