Numerical Strategies to Reduce the Effect of Ill-Conditioned Correlation Matrices and Underflow Errors in Kriging

2013 ◽  
Vol 135 (4) ◽  
Author(s):  
Lukas J. Haarhoff ◽  
Schalk Kok ◽  
Daniel N. Wilke
Keyword(s):  
Correlation Matrix ◽  
Multidisciplinary Design Optimization ◽  
Multidisciplinary Design ◽  
Condition Numbers ◽  
Systems Of Equations ◽  
Correlation Matrices ◽  
Natural Logarithm ◽  
Interpolation Accuracy ◽  
Data Points ◽  
Kriging Metamodeling

Kriging is used extensively as a metamodel in multidisciplinary design optimization. The correlation matrix used in Kriging metamodeling frequently becomes ill-conditioned. Therefore different numerical methods used to solve the Kriging equations affect the search for the optimum Kriging parameters and the ability of the Kriging surface to accurately interpolate known data points. We illustrate this by firstly computing the inverse of the correlation matrix in the Kriging equations, and secondly by solving the systems of equations using decomposition and back substitution, thereby avoiding the inversion of the correlation matrix. Our results clearly show that by decomposing and back substituting, the interpolation accuracy is maintained for significantly higher condition numbers. We then show that computing the natural logarithm of the determinant using additive calculations as opposed to multiplicative calculations significantly reduces numerical underflow errors encountered when searching for the optimum Kriging parameters. Although the effect of decomposition and back substitution are known, and the underflow difficulties when computing the natural logarithm of the determinant of the correlation matrix has been mentioned in passing in Kriging literature, this work clearly quantifies and reinforces these methods, hopefully for the benefit of researchers entering the field.

scholarly journals A Critical Evaluation and Modification of the Padé–Laplace Method for Deconvolution of Viscoelastic Spectra

Molecules ◽  
2021 ◽  
Vol 26 (16) ◽  
pp. 4838
Author(s):  
Siamak Shams Shams Es-haghi ◽  
Douglas J. Gardner
Keyword(s):  
Input Parameter ◽  
Critical Evaluation ◽  
Padé Approximants ◽  
Condition Numbers ◽  
Systems Of Equations ◽  
Exponential Functions ◽  
Optimal Range ◽  
Pade Approximants ◽  
Data Points ◽  
Value Decomposition

This paper shows that using the Padé–Laplace (PL) method for deconvolution of multi-exponential functions (stress relaxation of polymers) can produce ill-conditioned systems of equations. Analysis of different sets of generated data points from known multi-exponential functions indicates that by increasing the level of Padé approximants, the condition number of a matrix whose entries are coefficients of a Taylor series in the Laplace space grows rapidly. When higher levels of Padé approximants need to be computed to achieve stable modes for separation of exponentials, the problem of generating matrices with large condition numbers becomes more pronounced. The analysis in this paper discusses the origin of ill-posedness of the PL method and it was shown that ill-posedness may be regularized by reconstructing the system of equations and using singular value decomposition (SVD) for computation of the Padé table. Moreover, it is shown that after regularization, the PL method can deconvolute the exponential decays even when the input parameter of the method is out of its optimal range.

scholarly journals Multi-Objective Multidisciplinary Design Optimization of a Robotic Fish System

2021 ◽  
Vol 9 (5) ◽  
pp. 478
Author(s):  
Hao Chen ◽  
Weikun Li ◽  
Weicheng Cui ◽  
Ping Yang ◽  
Linke Chen
Keyword(s):  
Design Optimization ◽  
Optimization Algorithm ◽  
Multidisciplinary Design Optimization ◽  
Robotic Fish ◽  
Multidisciplinary Design ◽  
Optimization Approach ◽  
Multi Objective Optimization ◽  
Multi Objective ◽  
Cfd Method ◽  
The Individual

Biomimetic robotic fish systems have attracted huge attention due to the advantages of flexibility and adaptability. They are typically complex systems that involve many disciplines. The design of robotic fish is a multi-objective multidisciplinary design optimization problem. However, the research on the design optimization of robotic fish is rare. In this paper, by combining an efficient multidisciplinary design optimization approach and a novel multi-objective optimization algorithm, a multi-objective multidisciplinary design optimization (MMDO) strategy named IDF-DMOEOA is proposed for the conceptual design of a three-joint robotic fish system. In the proposed IDF-DMOEOA strategy, the individual discipline feasible (IDF) approach is adopted. A novel multi-objective optimization algorithm, disruption-based multi-objective equilibrium optimization algorithm (DMOEOA), is utilized as the optimizer. The proposed MMDO strategy is first applied to the design optimization of the robotic fish system, and the robotic fish system is decomposed into four disciplines: hydrodynamics, propulsion, weight and equilibrium, and energy. The computational fluid dynamics (CFD) method is employed to predict the robotic fish’s hydrodynamics characteristics, and the backpropagation neural network is adopted as the surrogate model to reduce the CFD method’s computational expense. The optimization results indicate that the optimized robotic fish shows better performance than the initial design, proving the proposed IDF-DMOEOA strategy’s effectiveness.

Support Vector Regression-Based Multidisciplinary Design Optimization for Ship Design

2012 ◽  
Author(s):  
Dongqin Li ◽  
Yifeng Guan ◽  
Qingfeng Wang ◽  
Zhitong Chen
Keyword(s):  
Design Optimization ◽  
Support Vector Regression ◽  
Design Process ◽  
Multidisciplinary Design Optimization ◽  
Initial Point ◽  
Ship Design ◽  
Collaborative Optimization ◽  
Multidisciplinary Design ◽  
Support Vector ◽  
Independent Design

The design of ship is related to several disciplines such as hydrostatic, resistance, propulsion and economic. The traditional design process of ship only involves independent design optimization within each discipline. With such an approach, there is no guarantee to achieve the optimum design. And at the same time improving the efficiency of ship optimization is also crucial for modem ship design. In this paper, an introduction of both the traditional ship design process and the fundamentals of Multidisciplinary Design Optimization (MDO) theory are presented and a comparison between the two methods is carried out. As one of the most frequently applied MDO methods, Collaborative Optimization (CO) promotes autonomy of disciplines while providing a coordinating mechanism guaranteeing progress toward an optimum and maintaining interdisciplinary compatibility. However there are some difficulties in applying the conventional CO method, such as difficulties in choosing an initial point and tremendous computational requirements. For the purpose of overcoming these problems, Design Of Experiment (DOE) and a new support vector regression algorithm are applied to CO to construct statistical approximation model in this paper. The support vector regression algorithm approximates the optimization model and is updated during the optimization process to improve accuracy. It is shown by examples that the computing efficiency and robustness of this CO method are higher than with the conventional CO method. Then this new Collaborative Optimization (CO) method using approximate technology is discussed in detail and applied in ship design which considers hydrostatic, propulsion, weight and volume, performance and cost. It indicates that CO method combined with approximate technology can effectively solve complex engineering design optimization problem. Finally, some suggestions on the future improvements are proposed.

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