Bayesian assimilation of multi-fidelity finite element models

  • Authors:
  • F. A. DiazDelaO;S. Adhikari

  • Affiliations:
  • Civil and Computational Engineering Centre, College of Engineering, Swansea University, Singleton Park, Swansea, SA2 8PP, United Kingdom;Civil and Computational Engineering Centre, College of Engineering, Swansea University, Singleton Park, Swansea, SA2 8PP, United Kingdom

  • Venue:
  • Computers and Structures
  • Year:
  • 2012

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Abstract

A complex system can be modeled using various fidelities with the finite element method. A high-fidelity model is expected to be more computationally expensive compared to a low-fidelity model and in general may contain more degrees of freedom and more elements. This paper proposes a novel multi-fidelity approach to solve boundary value problems using the finite element method. A Bayesian approach based on Gaussian process emulators in conjunction with the domain decomposition method is developed. Using this approach one can seamlessly assimilate a low-fidelity model with a more expensive high-fidelity model. The idea is illustrated using elliptic boundary value problems.