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This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

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

Multi-fidelity Kriging model is a promising technique in surrogate-based design as it can balance the model accuracy and cost of sample preparation by fusing low- and high-fidelity data. However, the cost for building a multi-fidelity…

Machine Learning · Computer Science 2023-01-03 Youwei He , Jinliang Luo

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Numerical Analysis · Mathematics 2022-09-22 S. Ashwin Renganathan , Vishwas Rao , Ionel M. Navon

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

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

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

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

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

The design of structures and vehicles subject to fluid-structure interaction (FSI) often requires high-fidelity coupled analysis. While the design variables pertain to the structure, the computational cost is dominated by the fluid solver,…

Computational Physics · Physics 2026-05-21 Aditya Narkhede , Erick Rivas , Kevin Wang

Active multi-fidelity surrogate modeling is developed for multi-condition airfoil shape optimization to reduce high-fidelity CFD cost while retaining RANS-level accuracy. The framework couples a low-fidelity-informed Gaussian process…

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

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

We demonstrate the adaption of three established methods to the field of surrogate machine learning model development. These methods are data augmentation, custom loss functions and transfer learning. Each of these methods have seen…

Machine Learning · Computer Science 2022-11-04 H. Rhys Jones , Tingting Mu , Andrei C. Popescu , Yusuf Sulehman

Outer loop tasks such as optimization, uncertainty quantification or inference can easily become intractable when the underlying high-fidelity model is computationally expensive. Similarly, data-driven architectures typically require large…

Machine Learning · Computer Science 2025-12-03 Cristian J. Villatoro , Gianluca Geraci , Daniele E. Schiavazzi

We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In this setting, we propose a combination of probabilistic…

Methodology · Statistics 2025-05-13 Roman Parzer , Peter Filzmoser , Laura Vana-Gür

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

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris