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Incorporating physical constraints into Gaussian process surrogate models (LDRD Project Summary)

Swiler, Laura P.; Gulian, Mamikon G.; Frankel, Ari L.; Jakeman, John D.; Safta, Cosmin S.

This report summarizes work done under the Laboratory Directed Research and Development (LDRD) project titled "Incorporating physical constraints into Gaussian process surrogate models?' In this project, we explored a variety of strategies for constraint implementations. We considered bound constraints, monotonicity and related convexity constraints, Gaussian processes which are constrained to satisfy linear operator constraints which represent physical laws expressed as partial differential equations, and intrinsic boundary condition constraints. We wrote three papers and are currently finishing two others. We developed initial software implementations for some approaches. This report summarizes the work done under this LDRD.