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Multifidelity surrogate modelling combines data of varying accuracy and cost from different sources. It strategically uses low-fidelity models for rapid evaluations, saving computational resources, and high-fidelity models for detailed…

Machine Learning · Computer Science 2024-04-24 Daniel N Wilke

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…

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

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

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

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

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

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

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

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…

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 propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

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

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

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

In this work, we propose a network which can utilize computational cheap low-fidelity data together with limited high-fidelity data to train surrogate models, where the multi-fidelity data are generated from multiple underlying models. The…

Computational Physics · Physics 2020-10-06 Yating Wang , Guang Lin

The polynomial chaos (PC) expansion has been widely used as a surrogate model in the Bayesian inference to speed up the Markov chain Monte Carlo (MCMC) calculations. However, the use of a PC surrogate introduces the modeling error, that may…

Numerical Analysis · Mathematics 2019-02-20 Liang Yan , Tao Zhou

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
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