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Định lượng Bất định×Tối ưu hóa dựa trên mô hình thay thế×
Lĩnh vựcMô phỏngTối ưu hóa
HọProcess / pipelineProcess / pipeline
Năm ra đờiSeminal modern form: 20021989 (computer experiments formulation)
Người khởi xướngNorbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)Sacks, Welch, Mitchell & Wynn (computer experiments framework, 1989); Kriging popularised by Matheron (1963)
LoạiComputational uncertainty analysis frameworkMetamodel-assisted black-box optimization
Công trình gốcXiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗Forrester, A., Sobester, A., & Keane, A. (2008). Engineering Design via Surrogate Modelling: A Practical Guide. Wiley. link ↗
Tên gọi khácUQ, polynomial chaos expansion, PCE, Kriging surrogateVekil Model Tabanlı Optimizasyon (Surrogate-Based), metamodel-assisted optimization, surrogate modelling, emulator-based optimization
Liên quan95
Tóm tắtUncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.Surrogate-based optimization, formalized in the computer-experiments framework of Sacks et al. (1989) and popularized for engineering by Forrester et al. (2008), replaces a prohibitively expensive simulation or physical experiment with a cheap approximate model — called a surrogate or metamodel — and then optimizes that surrogate instead. The surrogate is typically a Kriging (Gaussian Process), Radial Basis Function, or polynomial response surface fitted to a small set of carefully chosen design evaluations and periodically updated as the search progresses.
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ScholarGateSo sánh phương pháp: Uncertainty Quantification · Surrogate-Based Optimization. Truy cập ngày 2026-06-15 từ https://scholargate.app/vi/compare