Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
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 …