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Cokriging for multivariate Hilbert space valued random fields: application to multi-fidelity computer code emulation

delete2017-11-09
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PRE
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O
Ognjen Grujic *
A
Alessandra Menafoglio
G
Guang Yang
J
Jef Caers
DOI:10.1007/s00477-017-1486-9delete
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Abstract

Abstract

En 中文
In this paper we propose Universal trace cokriging, a novel methodology for interpolation of multivariate Hilbert space valued functional data. Such data commonly arises in multi- fidelity numerical modeling of the subsurface and it is a part of many modern uncertainty quantification studies. Besides theoretical developments we also present methodological evaluation and comparisons with the recently published projection based approach by Bohorquez et al. (Stoch Environ Res Risk Assess 31(1): 53- 70, 2016. https://doi.org/10.1007/s00477-0161266-y).Our evaluations and analyses were performed on synthetic (oil reservoir) and real field (uranium contamination) subsurface uncertainty quantification case studies. Monte Carlo analyses were conducted to draw important conclusions and to provide practical guidelines for all future practitioners.
Keywords:
Co-kriging of functions
Hilbert Space
Computer code emulation
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Journal

Stochastic Environmental Research and Risk Assessment cover
Stochastic Environmental Research and Risk Assessment
IF:
3.6
Papers:
3.5K
Citations:
6.9K

Organization

P
Polytechnic University of Milan
Scholars:
2.0W
Papers: 1.8W
Citations: 24
S
Stanford University
Scholars:
9.6W
Papers: 8.2W
Citations: 17.0W