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A multi-fidelity simulator is a numerical model, in which one of the inputs controls a trade-off between the realism and the computational cost of the simulation. Our goal is to estimate the probability of exceeding a given threshold on a…

Methodology · Statistics 2021-03-31 Rémi Stroh , Julien Bect , Séverine Demeyer , Nicolas Fischer , Emmanuel Vazquez

A new multifidelity method is developed for nonlinear orbit uncertainty propagation. This approach guarantees improved computational efficiency and limited accuracy losses compared to fully high-fidelity counterparts. The initial…

Numerical Analysis · Mathematics 2022-03-30 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Matteo Losacco , Francesco Sanfedino

Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a…

Optimization and Control · Mathematics 2021-05-11 Gustavo Barbosa Libotte , Fran Sérgio Lobato , Francisco Duarte Moura Neto , Gustavo Mendes Platt

Ice sheet simulations suffer from vast parametric uncertainties, such as the basal sliding boundary condition or geothermal heat flux. Quantifying the resulting uncertainties in predictions is of utmost importance to support judicious…

Geophysics · Physics 2024-12-10 Nicole Aretz , Max Gunzburger , Mathieu Morlighem , Karen Willcox

Inspired by multi-fidelity methods in computer simulations, this article introduces procedures to design surrogates for the input/output relationship of a high-fidelity code. These surrogates should be learned from runs of both the…

Numerical Analysis · Mathematics 2024-06-21 Simon Foucart , Nicolas Hengartner

We propose a multifidelity dimension reduction method to identify a low-dimensional structure present in many engineering models. The structure of interest arises when functions vary primarily on a low-dimensional subspace of the…

Numerical Analysis · Mathematics 2020-01-08 Rémi Lam , Olivier Zahm , Youssef Marzouk , Karen Willcox

A multi-fidelity (MF) active learning method is presented for design optimization problems characterized by noisy evaluations of the performance metrics. Namely, a generalized MF surrogate model is used for design-space exploration,…

Optimization and Control · Mathematics 2022-07-12 Riccardo Pellegrini , Jeroen Wackers , Riccardo Broglia , Andrea Serani , Michel Visonneau , Matteo Diez

Markov chain Monte Carlo (MCMC) simulation methods are widely used to assess parametric uncertainties of hydrologic models conditioned on measurements of observable state variables. However, when the model is CPU-intensive and…

Optimization and Control · Mathematics 2018-06-18 Jiangjiang Zhang , Jun Man , Guang Lin , Laosheng Wu , Lingzao Zeng

Inverse uncertainty quantification (UQ) tasks such as parameter estimation are computationally demanding whenever dealing with physics-based models, and typically require repeated evaluations of complex numerical solvers. When partial…

Machine Learning · Computer Science 2025-12-19 Filippo Zacchei , Paolo Conti , Attilio Alberto Frangi , Andrea Manzoni

The work focuses on gathering high-fidelity and low-fidelity numerical simulations data using Nektar++ (Solver based on Applied Mathematics) and XFOIL respectively. The utilization of the higher polynomial distribution in calculating the…

Machine Learning · Computer Science 2025-03-12 Swapnil Kumar

High-fidelity physics simulations are powerful tools in the design and optimization of charged particle accelerators. However, the computational burden of these simulations often limits their use in practice for design optimization and…

Accelerator Physics · Physics 2020-04-15 Auralee Edelen , Nicole Neveu , Yannick Huber , Mattias Frey , Christopher Mayes , Andreas Adelmann

The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…

Statistics Theory · Mathematics 2013-01-23 Ali Kinkhabwala

In engineering design and scientific computing, computational cost and predictive accuracy are intrinsically coupled. High-fidelity simulations provide accurate predictions but at substantial computational costs, while lower-fidelity…

Machine Learning · Computer Science 2026-05-11 Ahmed Mohamed Eisa Nasr , Ali Elham , Haris Moazam Sheikh

Recent advances in modeling large-scale complex physical systems have shifted research focuses towards data-driven techniques. However, generating datasets by simulating complex systems can require significant computational resources.…

Machine Learning · Statistics 2022-08-22 Subhayan De , Matthew Reynolds , Malik Hassanaly , Ryan N. King , Alireza Doostan

Handling missing data is a central challenge in data-driven analysis. Modern imputation methods not only aim for accurate reconstruction but also differ in how they represent and quantify uncertainty. Yet, the reliability and calibration of…

Databases · Computer Science 2025-11-27 Zarin Tahia Hossain , Mostafa Milani

Multifidelity forward uncertainty quantification (UQ) problems often involve multiple quantities of interest and heterogeneous models (e.g., different grids, equations, dimensions, physics, surrogate and reduced-order models). While…

Numerical Analysis · Mathematics 2023-06-26 M. Croci , K. E. Willcox , S. J. Wright

Computer simulations are becoming an essential tool in many scientific fields from molecular dynamics to aeronautics. In glaciology, future predictions of sea level change require input from ice sheet models. Due to uncertainties in the…

Autonomous navigation through unknown environments is a challenging task that entails real-time localization, perception, planning, and control. UAVs with this capability have begun to emerge in the literature with advances in lightweight…

Robotics · Computer Science 2019-06-18 Jesus Tordesillas , Brett T. Lopez , John Carter , John Ware , Jonathan P. How

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Machine Learning · Statistics 2019-07-30 Sayan Ghosh , Jesper Kristensen , Yiming Zhang , Waad Subber , Liping Wang

Aerodynamic shape optimization in industry still faces challenges related to robustness and scalability. This aspect becomes crucial for advanced optimizations that rely on expensive high-fidelity flow solvers, where computational budget…

Fluid Dynamics · Physics 2025-05-26 Marc Schouler , Anca Belme , Paola Cinnella