doi.org
Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
January 2018 • Benjamin Peherstorfer, Karen Willcox, Max Gunzburger
In many situations across computational science and engineering, multiple computational models are available that describe a system of interest. These different models have varying evaluation costs and varying fidelities. Typically, a computationally expensive high-fidelity model describes the system with the accuracy required by the current application at hand, while lower-fidelity models are less accurate but computationally cheaper than the high-fidelity model. Outer-loop applications, such as optimization, inf…