Bi-fidelity Interpolative Decomposition for Multimodal Data

Abstract: Multi-fidelity simulation is a widely used strategy to reduce the computational cost of many-query numerical simulation tasks such as uncertainty quantification, design space exploration, and design optimization. The reduced basis approach based on bi-fidelity interpolative decomposition is one such approach, which identifies a reduced basis, along with an interpolation rule in that basis, from low-fidelity samples to approximate the corresponding high-fidelity samples. However, as illustrated in the present study, when the model response is multi-modal and mode occupancy is stochastic, the assumptions underpinning this approach may not hold, thus leading to inaccurate estimates. We introduce the multi-modal interpolative decomposition method using bi-fidelity data, an extension tailored for this use case. Our work is motivated by a complex engineering application: a laser-ignited methane-oxygen rocket combustor evaluated over uncertain input parameters, exhibiting a bifurcation-like phenomenon in some regions of parameter space. Unlike the standard bi-fidelity interpolative decomposition approach, the proposed method can approximate a dataset of high-fidelity simulations for 16\% of the cost, while maintaining relatively high correlation (0.70--0.90) with parameter sensitivities.