Kriging (Gaussian Process Regression) Surrogate Model

Category: 解析 | Integrated 2026-04-06
CAE visualization for kriging surrogate theory - technical simulation diagram
クリギング(ガウス過程回帰)サロゲートモデル

Theory and Physics

Overview

🧑‍🎓

Teacher! Today's topic is about Kriging (Gaussian Process Regression) surrogate models, right? What are they like?


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A surrogate model that simultaneously estimates predicted values and prediction uncertainty. Used for uncertainty analysis as a substitute for computationally expensive simulations.




Governing Equations




$$ \hat{Y}(\mathbf{x}) = \boldsymbol{\mu} + \mathbf{r}^T\mathbf{R}^{-1}(\mathbf{y}-\boldsymbol{\mu}) $$
$$ \hat{\sigma}^2(\mathbf{x}) = \sigma^2\left(1-\mathbf{r}^T\mathbf{R}^{-1}\mathbf{r}\right) $$



🧑‍🎓

Wait, wait, so Kriging means it can also be used in cases like this?


Discretization Methods

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How do you actually solve this equation on a computer?


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We use spatial discretization via the Finite Element Method (FEM). We assemble the element stiffness matrix and construct the global stiffness equation.


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We perform transformation to the weak form (variational form) and use formulation via Galerkin's method using test functions and shape functions. The choice of element type (low-order elements vs. high-order elements, full integration vs. reduced integration) directly affects the trade-off between solution accuracy and computational cost.




Matrix Solution Algorithms

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What exactly do you mean by matrix solution algorithms?


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We solve the simultaneous equations using direct methods (LU decomposition, Cholesky decomposition) or iterative methods (CG method, GMRES method). For large-scale problems, preconditioned iterative methods are effective.



SolverClassificationMemory UsageApplicable Scale
LU decompositionDirect MethodO(n²)Small to Medium Scale
Cholesky decompositionDirect Method (Symmetric Positive Definite)O(n²)Small to Medium Scale
PCG MethodIterative MethodO(n)Large Scale
GMRES methodIterative MethodO(n·m)Large Scale / Non-symmetric
AMG PreconditionerPreprocessingO(n)Very Large Scale
🧑‍🎓

So, if you cut corners in the finite element method part, you'll pay for it later. I'll keep that in mind!


Implementation in Commercial Tools

🧑‍🎓

So, what software can be used to do Kriging (Gaussian Process Regression) surrogate models?


Tool NameDeveloper/CurrentMain File Formats
MSC Nastran / NX NastranMSC Nastran (Hexagon), NX Nastran (Siemens Digital Industries Software).bdf, .dat, .f06, .op2, .pch
Abaqus FEA (SIMULIA)Dassault Systèmes SIMULIA.inp, .odb, .cae, .sta, .msg
Ansys Mechanical (formerly ANSYS Structural)Ansys Inc..cdb, .rst, .db, .ans, .mac
Ansys FluentAnsys Inc..cas, .dat, .msh, .jou
Simcenter STAR-CCM+Siemens Digital Industries Software.sim, .java, .csv
COMSOL MultiphysicsCOMSOL AB.mph
OpenFOAMOpen Source (OpenCFD/ESI, OpenFOAM Foundation)Dictionary files (blockMeshDict, etc.), .foam

Vendor Lineage and Product Integration History

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Does each software have a somewhat dramatic origin story?



MSC Nastran / NX Nastran

🧑‍🎓

Next is about MSC Nastran, right? What's the content?


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Developed in the 1960s as NASA Structural Analysis (NASTRAN). Commercialized by MSC Software, later UGS (now Siemens) derived NX Nastran. MSC was acquired by Hexagon AB in 2017.

Current Affiliation: MSC Nastran (Hexagon), NX Nastran (Siemens Digital Industries Software)



Abaqus FEA (SIMULIA)

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What exactly is Abaqus FEA about?


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Developed in 1978 by HKS (Hibbitt, Karlsson & Sorensen). Acquired by Dassault Systèmes in 2005 and integrated into the SIMULIA brand.

Current Affiliation: Dassault Systèmes SIMULIA


🧑‍🎓

Wait, wait, so structural analysis means it can also be used in cases like this?



Ansys Mechanical (formerly ANSYS Structural)

🧑‍🎓

Tell me about "Ansys Mechanical"!


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Developed in 1970 by Swanson Analysis Systems Inc. (SASI). Based on APDL (Ansys Parametric Design Language).

Current Affiliation: Ansys Inc.


🧑‍🎓

Wow, the structural analysis talk is super interesting! Tell me more.


File Formats and Interoperability

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Are there any points to note when transferring data between different software?


FormatExtensionTypeOverview
STEP.stp/.

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