Johannes Ø. Røyset

Multi-fidelity modelling via recursive co-kriging and Gaussian–Markov random fields

2015 · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences

We propose a new framework for design under uncertainty based on stochastic computer simulations and multi-level recursive co-kriging. The proposed methodology simultaneously takes into account multi-fidelity in models, such as direct numerical simulations versus empirical …