Co-kriging based multi-fidelity uncertainty quantification of beam vibration using coarse and fine finite element meshes

Abstract Multi-fidelity models have exploded in popularity as they promise to circumvent the computational complexity of a high-fidelity model without sacrificing accuracy. In this paper, we demonstrate the process of building a multi-fidelity model and illustrate its advantage through an uncertainty quantification study using the beam vibration problem. A multi-fidelity co-kriging model is built with data from low- and high-fidelity models, which are finite element models with coarse and fine discretization, respectively. The co-kriging model’s predictive capabilities are excellent, achieving accuracy within 1% of the high-fidelity model while providing 98% computational savings over the high-fidelity model in the uncertainty quantification study.