TY - JOUR
T1 - A Nested Singular Value Decomposition-Based Surrogate Model for Spatiotemporal Flows
AU - Li, Shixiang
AU - Tian, Yubin
AU - Wang, Dianpeng
N1 - Publisher Copyright:
© 2026 American Statistical Association.
PY - 2026
Y1 - 2026
N2 - High-fidelity simulators serve as effective alternatives to physical experiments for understanding complex dynamics, which are often computationally expensive. While surrogate models enable rapid simulations, they typically fail to capture dynamic information from high-dimensional spatiotemporal flow fields. To address this, we propose a tailored multi-output Gaussian process (MOGP) surrogate model for spatiotemporal emulation, incorporating uncertainty quantification. Our approach leverages singular value decomposition to project high-dimensional spatiotemporal data into a low-dimensional latent space, with explicit analysis of decomposition errors. This reformulates the MOGP as a linear combination of independent Gaussian processes, each modeling the relationship between projection coefficients and simulator inputs. The resulting surrogate achieves reliable prediction of unobserved fluid dynamics while significantly accelerating computation, facilitating efficient design exploration. Validation through numerical experiments and real-data case studies demonstrates superior accuracy and efficiency over existing methods.
AB - High-fidelity simulators serve as effective alternatives to physical experiments for understanding complex dynamics, which are often computationally expensive. While surrogate models enable rapid simulations, they typically fail to capture dynamic information from high-dimensional spatiotemporal flow fields. To address this, we propose a tailored multi-output Gaussian process (MOGP) surrogate model for spatiotemporal emulation, incorporating uncertainty quantification. Our approach leverages singular value decomposition to project high-dimensional spatiotemporal data into a low-dimensional latent space, with explicit analysis of decomposition errors. This reformulates the MOGP as a linear combination of independent Gaussian processes, each modeling the relationship between projection coefficients and simulator inputs. The resulting surrogate achieves reliable prediction of unobserved fluid dynamics while significantly accelerating computation, facilitating efficient design exploration. Validation through numerical experiments and real-data case studies demonstrates superior accuracy and efficiency over existing methods.
KW - Computer experiments
KW - Multi-output Gaussian process
KW - Non-intrusive reduced-basis method
KW - Spatial and temporal data
UR - https://www.scopus.com/pages/publications/105037799616
U2 - 10.1080/00401706.2026.2638488
DO - 10.1080/00401706.2026.2638488
M3 - Article
AN - SCOPUS:105037799616
SN - 0040-1706
JO - Technometrics
JF - Technometrics
ER -