Convergence Acceleration for Time-Dependent Parametric Multifidelity Models
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Abstract: We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time integration scheme. Our first contribution is in novel analysis of the multifidelity procedure, providing a convergence estimate. Our second contribution is development of a three-step algorithm that uses multifidelity surrogates to accelerate convergence: step one uses a multifidelity procedure at three levels to obtain accurate predictions using inexpensive (large timestep) models. Step two uses high-order splines to construct continuous trajectories over time. Finally, step three combines spline predictions at three levels to infer an order of convergence and compute a sequence transformation prediction (in particular we use Richardson extrapolation) that achieves superior error. We demonstrate our procedure on linear and nonlinear systems of parameterized ordinary differential equations.
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Cited in
(5)- Multifidelity modeling for physics-informed neural networks (PINNs)
- Robust topology optimization with low rank approximation using artificial neural networks
- Convergence acceleration for simulated time‐reversal
- Allocation Strategies for High Fidelity Models in the Multifidelity Regime
- A fast time-stepping strategy for dynamical systems equipped with a surrogate model
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