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Lab · Multi-fidelity surrogates

Many cheap runs, a few expensive ones, one corrected model

Co-Kriging learns how a fast, biased simulation differs from a slow, accurate one, then applies that correction across the design space. Two studies below, with the errors measured on runs the model never saw.

01Method

How the fusion works

It works when the cheap model is wrong in a consistent way. In both studies below, the cheap and expensive results were strongly correlated.

  1. 01

    Run many cheap cases

    A coarse mesh or a lower-order method (BEMT, 1D) sampled across the whole design space. It is biased, but the bias is smooth.

  2. 02

    Run a few expensive ones

    A small nested set of fine-mesh or full CFD runs at points that were also run cheaply, so each pair shows the discrepancy directly.

  3. 03

    Learn the correction

    Co-Kriging models the expensive response as a scaled cheap response plus a Gaussian-process correction, f_HF(x) = ρ·f_LF(x) + δ(x).

  4. 04

    Check it out of sample

    Hold fine runs out, refit, predict them, and report the error against the raw cheap model. The trained envelope is part of the result.

02Study 1 · Electronics thermal

1U server board, coarse vs fine mesh

200 coarse-mesh and 10 fine-mesh conjugate-heat-transfer runs, fused per component. Leave-2-out cross-validated RMSE fell by 62–67% against the raw coarse mesh, for example from 12.05 to 4.40 °C on CPU 1.

The coarse mesh tracks the fine one closely (Pearson r 0.97–0.98, Spearman 1.00 on the pilot points) but runs hot at high power and low airflow, where it under-resolves the boundary layer. That is a smooth bias, which is what co-Kriging corrects.

Setup

Solver
OpenFOAM v2506, chtMultiRegionSimpleFoam (steady conjugate heat transfer)
Geometry
1U server board: PCB, 4 ICs, air
Low fidelity
200 runs, 4 mm mesh, ~119k cells
High fidelity
10 runs, 1.5 mm mesh, ~2.3M cells, each also run on the coarse mesh
Inputs
CPU power 20–80 W · chip power 15–60 W · inlet velocity 1–5 m/s · inlet air 15–45 °C
Outputs
Volume-averaged temperature of each IC and the PCB
Sampling
200-point Latin hypercube (thinned to 120 for the fit); 10-point maximin LHS, nested
Model
SMT MFK co-Kriging, one per output, Matérn-3/2, unit-cube normalisation, nugget 1e-6
Validation
Leave-2-out cross-validation on the 10 fine-mesh points

Results, leave-2-out on 10 fine-mesh points

Output (volume-avg.)RMSE coarse °CRMSE fused °CReduction
CPU 1 12.054.40−63%
CPU 2 13.244.31−67%
Chip 1 14.155.36−62%
Chip 2 11.534.41−62%
PCB 8.532.99−65%
Bar chart of leave-2-out RMSE in degrees Celsius for five outputs, raw coarse mesh against co-Kriging fusion. Coarse RMSE is 8.5 to 14.1 °C, fused RMSE is 3.0 to 5.4 °C, reductions of 62 to 67 percent.
Cross-validated RMSE per output, coarse mesh vs fusedOpen full size ↗
Five parity plots, one per output (CPU 1, CPU 2, chip 1, chip 2, PCB), plotting predicted against fine-mesh temperature. Coarse-mesh squares sit well above the diagonal at the hottest points; fused stars sit close to the diagonal.
Leave-k-out parity per output: coarse mesh (squares) vs co-Kriging (stars) against the fine meshOpen full size ↗

Honest notes

  1. 01

    Fusion did not win at every point. In leave-2-out, the fused error was larger than the raw coarse-mesh error at 4 of 10 test points for CPU 1, 3 for CPU 2, 4 for chip 1, 5 for chip 2 and 1 for the PCB. The RMSE gain comes from removing the large coarse-mesh errors at hot, low-airflow points.

  2. 02

    10 fine-mesh points is a small test set. The percentages are out-of-sample estimates, with the noise you would expect from 10 test points.

  3. 03

    The largest fused errors, 7–12 °C, sit at the corners of the operating envelope where fine-mesh coverage is sparsest. More fine runs placed there is the obvious next step.

  4. 04

    Outputs are volume-averaged component temperatures. The model says nothing about peak or junction temperature.

  5. 05

    The model's predictive standard deviation has not been checked for calibration, so we do not quote it as an error bar.

03Study 2 · Marine propeller

Blade-element theory corrected by CFD

The 2,560 BEMT evaluations from our propeller design search (thinned to ~300 for the fit) were fused with 12 blade-resolved OpenFOAM RANS runs. In leave-one-out, error against CFD fell by 95% for the thrust coefficient and 91% for the torque coefficient compared with raw BEMT.

QuantityRMSE BEMTRMSE fusedReduction
Thrust coefficient KT0.04210.00193−95%
Torque coefficient KQ0.006120.00055−91%

What this study does not show

  • The design requirement was 380 N of thrust. No CFD run reached it: thrust across the 12 CFD points spans 241.2–257.5 N. BEMT over-predicts thrust, which is exactly what the fusion corrects, and the corrected model shows the shortfall too.
  • Re-optimizing on the fused model favoured a different design from the BEMT winner. That design is a surrogate prediction and has not been run in CFD.
  • Errors are leave-one-out over 12 CFD points inside the sampled envelope. Outside it, the model drifts back toward BEMT.
Two parity plots of predicted against CFD values for the thrust coefficient KT and torque coefficient KQ. Raw BEMT points sit well above the diagonal; leave-one-out co-Kriging predictions lie close to it.
Leave-one-out parity against CFD: raw BEMT (circles) vs co-Kriging (squares)Open full size ↗
Lab writeupMulti-fidelity optimization of a propeller design space

04Using it

Where this fits in your workflow

Multi-fidelity modeling is one of the methods in Curlscape Sift. It pays off when you already have, or can cheaply generate, a large set of low-fidelity runs and can afford a handful of high-fidelity ones.

Tell us what your cheap and expensive simulations are. We will check whether they correlate well enough to fuse before anyone builds a model.

Schedule a call