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In this case, kriging is used as a metamodeling tool, i.e. a black-box model built over a designed set of computer experiments. In many practical engineering problems, such as the design of a metal forming process, a single FEM simulation might be several hours or even a few days long.
Gradient-enhanced kriging (GEK) is a surrogate modeling technique used in engineering. A surrogate model (alternatively known as a metamodel , response surface or emulator) is a prediction of the output of an expensive computer code. [ 1 ]
A stochastic simulation is a simulation of a system that has variables that can change stochastically (randomly) with individual probabilities. [ 1 ] Realizations of these random variables are generated and inserted into a model of the system.
Surrogate models are constructed using a data-driven, bottom-up approach. The exact, inner working of the simulation code is not assumed to be known (or even understood), relying solely on the input-output behavior. A model is constructed based on modeling the response of the simulator to a limited number of intelligently chosen data points.
Various types of metamodels include polynomial equations, neural networks, Kriging, etc. "Metamodeling" is the construction of a collection of "concepts" (things, terms, etc.) within a certain domain. Metamodeling typically involves studying the output and input relationships and then fitting the right metamodels to represent that behavior.
In contrast, the Gillespie algorithm allows a discrete and stochastic simulation of a system with few reactants because every reaction is explicitly simulated. A trajectory corresponding to a single Gillespie simulation represents an exact sample from the probability mass function that is the solution of the master equation .
Simulation modeling is the process of creating and analyzing a digital prototype of a physical model to predict its performance in the real world. Simulation modeling is used to help designers and engineers understand whether, under what conditions, and in which ways a part could fail and what loads it can withstand. Simulation modeling can ...
The empirical variogram is used in geostatistics as a first estimate of the variogram model needed for spatial interpolation by kriging. Empirical variograms for the spatiotemporal variability of column-averaged carbon dioxide was used to determine coincidence criteria for satellite and ground-based measurements.