Review of multi-fidelity models

This article provides an overview of multi-fidelity modeling trends. Fidelity in modeling refers to the level of detail and accuracy provided by a predictive model or simulation. Generally, models with higher fidelity deliver more precise results but demand greater computational resources. Multi-fidelity models integrate high-fidelity and low-fidelity models to obtain fast yet accurate predictions. Their growing popularity is due to their ability to approximate high-fidelity models with high accuracy and low computational cost. This work classifies publications in multi-fidelity modeling based on various factors, including application, surrogate selection, fidelity difference, fidelity combination method, field of application, and year of publication. The study also examines the techniques used to combine fidelities, focusing on multi-fidelity surrogate models. To accurately evaluate the advantages of utilizing multi-fidelity models, it is necessary to report the achieved time savings. This paper includes guidelines for authors to present their multi-fidelity-related savings in a standard, succinct, yet thorough way to guide future users. According to a select group of publications that provided sufficient information, multi-fidelity models achieved savings of up to 90% while maintaining the desired level of accuracy. However, the savings achieved through multi-fidelity models depend highly on the problem. Keywords: Multi-fidelity, Variable-complexity, Variable-fidelity, Surrogate models, Optimization, Uncertainty quantification, Review, Survey