A MATHEMATICAL AND COMPUTATIONAL FRAMEWORK FOR MULTIFIDELITY DESIGN AND ANALYSIS WITH COMPUTER MODELS
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Willcox_A mathematical.pdf
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Author(s) •
Allaire, Douglas L.
Willcox, Karen E.
Date Issued
2014
Journal
International Journal for Uncertainty Quantification
Publisher
Begell House Inc.
Citation
Allaire, Douglas, and Karen Willcox. “A MATHEMATICAL AND COMPUTATIONAL FRAMEWORK FOR MULTIFIDELITY DESIGN AND ANALYSIS WITH COMPUTER MODELS.” International Journal for Uncertainty Quantification 4, no. 1 (2014): 1–20.
Version
Original manuscript
Abstract
A multifidelity approach to design and analysis for complex systems seeks to exploit optimally all available models and data. Existing multifidelity approaches generally attempt to calibrate low-fidelity models or replace low-fidelity analysis results using data from higher fidelity analyses. This paper proposes a fundamentally different approach that uses the tools of estimation theory to fuse together information from multifidelity analyses, resulting in a Bayesian-based approach to mitigating risk in complex system design and analysis. This approach is combined with maximum entropy characterizations of model discrepancy to represent epistemic uncertainties due to modeling limitations and model assumptions. Mathematical interrogation of the uncertainty in system output quantities of interest is achieved via a variance-based global sensitivity analysis, which identifies the primary contributors to output uncertainty and thus provides guidance for adaptation of model fidelity. The methodology is applied to multidisciplinary design optimization and demonstrated on a wing-sizing problem for a high altitude, long endurance vehicle.
MIT Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
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DOI of Published Version
https://doi.org/10.1615/Int.J.UncertaintyQuantification.2013004121