Optimization of Gaussian Random Fields

Many engineering systems are subject to spatially distributed uncertainty, i.e., uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will, in general, change the statistical distribution of the system outputs. We present an approach for computing th...

Full description

Bibliographic Details
Main Authors: Dow, Eric, Wang, Qiqi
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Language:en_US
Published: Society for Industrial and Applied Mathematics 2015
Online Access:http://hdl.handle.net/1721.1/100548
https://orcid.org/0000-0001-9669-2563