20. Computer Experiments

In contrast to experiments discussed in previous chapters which are carried out in the physical world, the experiments introduced in this chapter are carried out on a computer. Computer experiments can be run if the physical process of interest can be described by a mathematical model and if computer code can be written to compute the response from the mathematical model. A computer experiment is usually deterministic and will return the same response if observed more than once at the same input variable settings. Maximin Latin hypercube designs are introduced as commonly used designs for computer experiments. The chapter describes Gaussian stochastic process models for modeling the responses. The model parameters are estimated using the maximum likelihood technique. Prediction of output values and construction of prediction intervals are also discussed. The concepts introduced in this chapter are illustrated through a real experiment and the use of SAS and R software.