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Locally Optimized Covariance Kriging For Non-Stationary System Responses, Daniel Lee Clark Jr.

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In this thesis, the Locally-Optimized Covariance (LOC) Kriging method is developed. This method represents a flexible surrogate modeling approach for approximating a non-stationary Kriging covariance structures for deterministic responses. The non-stationary covariance structure is approximated by aggregating multiple stationary localities. The aforementioned localities are determined to be statistically significant utilizing the Non-Stationary Identification Test. This methodology is applied to various demonstration problems including simple one and two-dimensional analytical cases, a deterministic fatigue and creep life model, and a five-dimensional fluid-structural interaction problem. The practical significance of LOC-Kriging is discussed in detail and is directly compared to stationary Kriging considering computational …