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Sparse‐Grid Surrogate Models for Uncertainty Analysis
Author(s) -
Walz NicoPhilipp,
Hanss Michael
Publication year - 2013
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201310190
Subject(s) - surrogate model , computation , sparse grid , interpolation (computer graphics) , mathematical optimization , computer science , grid , fuzzy logic , representation (politics) , mathematics , algorithm , artificial intelligence , geometry , politics , political science , law , motion (physics)
The computation of fuzzy arithmetical solutions of problems involving uncertain, fuzzy‐valued model parameters can be formulated as a nested sequence of optimization problems. In order to reduce the amount of model evaluations, which is often a limiting factor for the applicability of uncertainty analysis if the original model is evaluated, a surrogate‐model approach based on sparse‐grid interpolation is investigated. The optimization process is then performed on the basis of the surrogate representation, leading to a significant improvement with respect to the computation time. (© 2013 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)