Publications Details

Learning Hidden Structure in Multi-Fidelity Information Sources for Efficient Uncertainty Quantification (LDRD 218317)

Jakeman, John D.; Eldred, Michael S.; Geraci, Gianluca G.; Smith, Thomas M.; Gorodetsky, Alex A.

This report summarizes the work done under the Laboratory Directed Research and Development (LDRD) project entitled "Learning Hidden Structure in Multi-Fidelity Information Sources for Efficient Uncertainty Quantification". In this project we investigated multi-fidelity strategies for fusing data from information sources of varying cost and accuracy. Most existing strategies exploit hierarchical relationships between models, for example that occur when different models are generated by refining a numerical discretization parameter. In this work we focused on encoding the relationships between information sources using directed acyclic graphs. The multi-fidelity networks can have general structure and represent a significantly greater variety of modeling relationships than recursive networks used in the current state literature. Numerical results show that a non-hierarchical multi-fidelity Monte Carlo strategy can reduce the cost of estimating uncertainty in predictions of a model of plasma expanding in a vacuum by almost two orders of magnitude.