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Prediction and Computer Model Calibration Using Outputs From Multi-fidelity Simulators

2012/08/13 by Joslin Goh, Goh, Joslin, Derek Bingham +12 · 1 citation
Decision Sciences · Earth and Planetary Sciences · Engineering · Mathematics · #Applications (stat.AP) #Computational Fluid Dynamics and Aerodynamics #FOS: Computer and information sciences #Meteorological Phenomena and Simulations #Simulation Techniques and Applications #stat.AP

paper · pdf · doi:10.48550/arxiv.1208.2716

Submitted to Technometrics

arxiv created 2012/08/13 · openalex publication_date 2012/08/13 · arxiv updated 2012/08/15 · openalex created_date 2022/10/02 · openalex updated_date 2026/07/28

Abstract

Computer codes are widely used to describe physical processes in lieu of physical observations. In some cases, more than one computer simulator, each with different degrees of fidelity, can be used to explore the physical system. In this work, we combine field observations and model runs from deterministic multi-fidelity computer simulators to build a predictive model for the real process. The resulting model can be used to perform sensitivity analysis for the system, solve inverse problems and make predictions. Our approach is Bayesian and will be illustrated through a simple example, as well as a real application in predictive science at the Center for Radiative Shock Hydrodynamics at the University of Michigan.

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