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Highly accurate datasets from numerical or physical experiments are often expensive and time-consuming to acquire, posing a significant challenge for applications that require precise evaluations, potentially across multiple scenarios and…

Machine Learning · Computer Science 2026-02-06 Paolo Conti , Mengwu Guo , Attilio Frangi , Andrea Manzoni

Multi-fidelity models provide a framework for integrating computational models of varying complexity, allowing for accurate predictions while optimizing computational resources. These models are especially beneficial when acquiring…

Applications · Statistics 2024-05-14 M. Giselle Fernández-Godino

One of the main challenges in surrogate modeling is the limited availability of data due to resource constraints associated with computationally expensive simulations. Multi-fidelity methods provide a solution by chaining models in a…

Multi-fidelity methods leverage low-cost surrogate models to speed up computations and make occasional recourse to expensive high-fidelity models to establish accuracy guarantees. Because surrogate and high-fidelity models are used…

Numerical Analysis · Mathematics 2021-09-14 Terrence Alsup , Benjamin Peherstorfer

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire. This work develops multifidelity methods for multiple-input multiple-output linear…

Machine Learning · Statistics 2026-03-31 Vignesh Sella , Julie Pham , Karen Willcox , Anirban Chaudhuri

Estimating the probability of failure for complex real-world systems using high-fidelity computational models is often prohibitively expensive, especially when the probability is small. Exploiting low-fidelity models can make this process…

Data assimilation presents computational challenges because many high-fidelity models must be simulated. Various deep-learning-based surrogate modeling techniques have been developed to reduce the simulation costs associated with these…

Machine Learning · Computer Science 2022-12-28 Su Jiang , Louis J. Durlofsky

We present an approach for constructing a surrogate from ensembles of information sources of varying cost and accuracy. The multifidelity surrogate encodes connections between information sources as a directed acyclic graph, and is trained…

Machine Learning · Computer Science 2021-08-25 Alex Gorodetsky , John D. Jakeman , Gianluca Geraci

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated for modeling a given…

Machine Learning · Computer Science 2023-09-04 Paolo Conti , Mengwu Guo , Andrea Manzoni , Attilio Frangi , Steven L. Brunton , J. Nathan Kutz

A multi-fidelity regression model is proposed for combining multiple datasets with different fidelities, particularly abundant low-fidelity data and scarce high-fidelity observations. The model builds upon recent multi-fidelity frameworks…

Fluid Dynamics · Physics 2023-11-21 Mohammad Hossein Saadat

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

The performance of machine learning surrogates is critically dependent on data quality and quantity. This presents a major challenge, as high-fidelity (HF) data is often scarce and computationally expensive to acquire, while low-fidelity…

Machine Learning · Computer Science 2026-02-03 Jice Zeng , David Barajas-Solano , Hui Chen

When evaluating quantities of interest that depend on the solutions to differential equations, we inevitably face the trade-off between accuracy and efficiency. Especially for parametrized, time dependent problems in engineering…

Numerical Analysis · Mathematics 2022-12-21 Paolo Conti , Mengwu Guo , Andrea Manzoni , Jan S. Hesthaven

Multi-fidelity surrogate modeling aims to learn an accurate surrogate at the highest fidelity level by combining data from multiple sources. Traditional methods relying on Gaussian processes can hardly scale to high-dimensional data. Deep…

Machine Learning · Computer Science 2024-06-25 Ruijia Niu , Dongxia Wu , Kai Kim , Yi-An Ma , Duncan Watson-Parris , Rose Yu

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional outputs. The surrogate is an input-output mapping learned…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Lucas Brunel , Mathieu Balesdent , Loïc Brevault , Rodolphe Le Riche , Bruno Sudret

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

In the context of optimization approaches to engineering applications, time-consuming simulations are often utilized which can be configured to deliver solutions for various levels of accuracy, commonly referred to as different fidelity…

Computational Engineering, Finance, and Science · Computer Science 2022-05-17 Sander van Rijn , Sebastian Schmitt , Matthijs van Leeuwen , Thomas Bäck

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

Various frameworks have been proposed to predict mechanical system responses by combining data from different fidelities for design optimization and uncertainty quantification as reviewed by Fern\'andez-Godino et al. and Peherstorfer et…

Data Analysis, Statistics and Probability · Physics 2017-05-09 Yiming Zhang , Nam-Ho Kim , Chanyoung Park , Raphael T. Haftka
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