Abstract

This paper presents a novel adaptive sequential sampling method for building Polynomial Chaos Expansion surrogate models. The technique enables one-by-one extension of an experimental design while trying to obtain an optimal sample at each stage of the adaptive sequential surrogate model construction process. The proposed sequential sampling strategy selects from a pool of candidate points by trying to cover the design domain proportionally to their local variance contribution. The proposed criterion for the sample selection balances both exploitation of the surrogate model and exploration of the design domain. The adaptive sequential sampling technique can be used in tandem with any user-defined sampling method, and here was coupled with commonly used Latin Hypercube Sampling and advanced Coherence D-optimal sampling in order to present its general performance. The obtained numerical results confirm its superiority over standard non-sequential approaches in terms of surrogate model accuracy and estimation of the output variance.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.