Nonhierarchical multi-model fusion using spatial random processes

• Published in: International journal for numerical methods in engineering Vol. 106; no. 7; pp. 503 - 526
• Main Authors: Chen, Shishi, Jiang, Zhen, Yang, Shuxing, Apley, Daniel W., Chen, Wei
• Format: Journal Article
• Language: English
• Published: Bognor Regis Blackwell Publishing Ltd 18.05.2016; Wiley Subscription Services, Inc
• Subjects: computer experiments; Computer simulation; Correlation; Mathematical analysis; Mathematical models; Modelling; multi-fidelity modeling; multi-model fusion; nonhierarchical model fidelity; Numerical analysis; Random processes; spatial random process
• ISSN: 0029-5981; 1097-0207
• DOI: 10.1002/nme.5123

Summary New model fusion techniques based on spatial‐random‐process modeling are developed in this work for combining multi‐fidelity data from simulations and experiments. Existing works in multi‐fidelity modeling generally assume a hierarchical structure in which the levels of fidelity of the simulation models can be clearly ranked. In contrast, we consider the nonhierarchical situation in which one wishes to incorporate multiple models whose levels of fidelity are unknown or cannot be differentiated (e.g., if the fidelity of the models changes over the input domain). We propose three new nonhierarchical multi‐model fusion approaches with different assumptions or structures regarding the relationships between the simulation models and physical observations. One approach models the true response as a weighted sum of the multiple simulation models and a single discrepancy function. The other two approaches model the true response as the sum of one simulation model and a corresponding discrepancy function, and differ in their assumptions regarding the statistical behavior of the discrepancy functions, such as independence with the true response or a common spatial correlation function. The proposed approaches are compared via numerical examples and a real engineering application. Furthermore, the effectiveness and relative merits of the different approaches are discussed. Copyright © 2015 John Wiley & Sons, Ltd.