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An adaptive design and interpolation technique for extracting highly nonlinear response surfaces from deterministic models

机译:从确定性模型中提取高度非线性响应面的自适应设计和插值技术

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摘要

Response surface methodologies can reveal important features of complex computer code models. Here, we suggest experimental designs and interpolation methods for extracting nonlinear response surfaces whose roughness varies substantially over the input domain. A sequential design algorithm for cuboid domains is initiated by selecting an extended corner/centre point design for the entire domain, then updated by decomposing this domain into disjoint cuboids and taking the corners and centre of these cuboids as new design points. A roughness criterion is used to control the domain decomposition so that the design becomes space-filling and the coverage is particularly good in the parts of the input domain where the response surface is strongiy nonlinear. Finally, the model output at untried inputs is predicted by carefully selecting a local neighbourhood ol each new point in the input space and fitting a full quadratic polynomial to the data points in that neighbourhood, lest runs showed that our sequential design algorithm automatically adapts to the nonlinear features of the model output. Moreover, our technique is particularly useful for extracting nonlinear response surfaces from computer code models with two to seven input variables. A simple modification of the outlined algorithm enables adequate handling of non cuboid input domains.
机译:响应面方法可以揭示复杂计算机代码模型的重要功能。在这里,我们建议用于提取非线性响应表面的实验设计和插值方法,这些响应表面的粗糙度在输入域中会发生很大变化。通过为整个域选择一个扩展的角点/中心点设计来启动用于长方体域的顺序设计算法,然后通过将该域分解为不相交的长方体并将这些长方体的角和中心作为新的设计点来进行更新。粗糙度标准用于控制区域分解,以使设计变得充满空间,并且在响应区域为强非线性的输入区域部分中,覆盖率特别好。最后,通过仔细选择输入空间中每个新点的局部邻域,并将一个完整的二次多项式拟合到该邻域中的数据点,可以预测未尝试输入的模型输出,以免运行表明我们的顺序设计算法会自动适应模型输出的非线性特征。此外,我们的技术对于从具有两个到七个输入变量的计算机代码模型中提取非线性响应面特别有用。对概述算法的简单修改即可对非长方体输入域进行适当处理。

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