Computer Model Calibration and Prediction Using Outputs from Multi-Fidelity Simulators

• Activity Number: 638
• Type: Invited
• Date/Time: Thursday, August 2, 2012 : 10:30 AM to 12:20 PM
• Sponsor: Section on Physical and Engineering Sciences
• Author(s): Derek Bingham*+ and Joslin Goh and James Paul Holloway and Forrest W. Doss and Carolyn C. Kuranz and M.J. Grosskopf and E. Rutter
• Companies: Simon Fraser University and Simon Fraser University and University of Michigan and University of Michigan and University of Michigan and University of Michigan and University of Michigan

Abstract

Computer codes are used widely 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 and make predictions with associated measures of uncertainty. 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.