damar-wicaksono / uqtestfuns

A Python3 library of test functions from the uncertainty quantification community with a common interface for validation and benchmarking purposes.
https://uqtestfuns.readthedocs.io/en/latest/
MIT License
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Add the Two-Dimensional Polynomial Function from Lim et al. (2002) #336

Open damar-wicaksono opened 7 months ago

damar-wicaksono commented 7 months ago

The two-dimensional polynomial function from Lim et al. (2002)[^Lim] was used in the context of metamodeling exercise (specifically, Gaussian process approach) and is defined as follows:

$$ \mathcal{M}(\boldsymbol{x}) = 9 + \frac{5}{2} x_1 - \frac{35}{2} x_2 + \frac{5}{2} x_1 x_2 + 19 x_2^2 - \frac{15}{2} x_1^3 - \frac{5}{2} x_1 x_2^2 - \frac{11}{2} x_2^4 + x_1^3 x_2^2, $$

where $\boldsymbol{x} = { x_1, x_2 }$ is the vector of input variables modeled as an independent uniform random vector in $[0, 1]^2$. The test function is a polynomial function of degree 5 (and therefore, smooth albeit complex).

[^Lim]: Y. B. Lim, J. Sacks, W. J. Studden, and W. J. Welch, “Design and analysis of computer experiments when the output is highly correlated over the input space,” Canadian Journal of Statistics, vol. 30, no. 1, pp. 109–126, 2002, doi: 10.2307/3315868.