Sequential Latin Hypercube Design for Two-layer Computer Simulators

Abstract: The two-layer computer simulators are commonly used to mimic multi-physics phenomena or systems. Usually, the outputs of the first-layer simulator (also called the inner simulator) are partial inputs of the second-layer simulator (also called the outer simulator). How to design experiments by considering the space-filling properties of inner and outer simulators simultaneously is a significant challenge that has received scant attention in the literature. To address this problem, we propose a new sequential optimal Latin hypercube design (LHD) by using the maximin integrating mixed distance criterion. A corresponding sequential algorithm for efficiently generating such designs is also developed. Numerical simulation results show that the new method can effectively improve the space-filling property of the outer computer inputs. The case study about composite structures assembly simulation demonstrates that the proposed method can outperform the benchmark methods.