Review of multi-fidelity models

TLDR: It is found that time savings are highly problem dependent and that MFM methods provided time savings up to 90% and guidelines for authors to present their MFM savings in a way that is useful to future MFM users are included.

Abstract: Simulations are often computationally expensive and the need for multiple realizations, as in uncertainty quantification or optimization, makes surrogate models an attractive option. For expensive high-fidelity models (HFMs), however, even performing the number of simulations needed for fitting a surrogate may be too expensive. Inexpensive but less accurate low-fidelity models (LFMs) are often also available. Multi-fidelity models (MFMs) combine HFMs and LFMs in order to achieve accuracy at a reasonable cost. With the increasing popularity of MFMs in mind, the aim of this paper is to summarize the state-of-the-art of MFM trends. For this purpose, publications in this field are classified based on application, surrogate selection if any, the difference between fidelities, the method used to combine these fidelities, the field of application and the year published. Available methods of combining fidelities are also reviewed, focusing our attention especially on multi-fidelity surrogate models in which fidelities are combined inside a surrogate model. Computation time savings are usually the reason for using MFMs, hence it is important to properly report the achieved savings. Unfortunately, we find that many papers do not present sufficient information to determine these savings. Therefore, the paper also includes guidelines for authors to present their MFM savings in a way that is useful to future MFM users. Based on papers that provided enough information, we find that time savings are highly problem dependent and that MFM methods we surveyed provided time savings up to 90%. Keywords: Multi-fidelity, Variable-complexity, Variable-fidelity, Surrogate models, Optimization, Uncertainty quantification, Review, Survey