Computer models (simulators) are vital tools for investigating physical processes. Despite their utility, the prohibitive run-time of simulators hinders their direct application for uncertainty quantification. Gaussian process emulators (GPEs) have been used extensively to circumvent the cost of the simulator and are known to perform well on simulators with smooth, stationary output. In reality, many simulators violate these assumptions. Motivated by a finite element simulator which models early stage corrosion of uranium in water vapor, we propose an adaption of the GPE, called the double emulator, specifically for simulators which 'ground' in a considerable volume of their input space. Grounding is the process by which a simulator attains its minimum and can result in violation of the stationarity and smoothness assumptions used in the conventional GPE. We perform numerical experiments comparing the performance of the GPE and double emulator on both the corrosion simulator and synthetic examples.
翻译:计算机模型(仿真器)是研究物理过程的重要工具。尽管仿真器具有实用性,但其过高的运行时间阻碍了其在不确定性量化中的直接应用。高斯过程仿真器(GPEs)已被广泛用于规避仿真器的计算成本,并且已知在具有平滑、平稳输出的仿真器上表现良好。现实中,许多仿真器违反了这些假设。受一个模拟铀在水蒸气中早期腐蚀阶段的有限元仿真器的启发,我们提出了一种GPE的改进版本,称为双重仿真器,专门针对在其输入空间的大部分区域中“接地”的仿真器。接地是指仿真器达到其最小值的过程,并可能导致违反传统GPE中使用的平稳性和平滑性假设。我们进行了数值实验,比较了GPE和双重仿真器在腐蚀仿真器和合成示例上的性能。