SURROGATE MODELING OF STOCHASTIC FUNCTIONS-APPLICATION TO COMPUTATIONAL ELECTROMAGNETIC DOSIMETRY

摘要

This paper is dedicated to the surrogate modeling of a particular type of computational model called stochastic simulators, which inherently contain some source of randomness. In this particular case the output of the simulator in a given point is a probability density function. In this paper, the stochastic simulator is represented as a stochastic process and the surrogate model is built using the Karhunen-Loeve expansion. In a first approach, the stochastic process covariance was surrogated using polynomial chaos expansion; meanwhile in a second approach the eigenvectors were interpolated. The performance of the method is illustrated on a toy example and then on an electromagnetic dosimetry example. We then provide metrics to measure the accuracy of the surrogate.