Prediction and Computer Model Calibration Using Outputs From Multi-fidelity Simulators (1208.2716v1)

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.