Learn · Multi-fidelity optimisation

Multi-fidelity optimisation: cheap models steer, the full solver decides

Your design review trusts the full-fidelity solve, and your programme can afford only a few. TensorLynx lets coarse meshes, simpler physics and surrogates do the searching, learns how they differ from the full model, and spends expensive solves where cheap ones cannot decide. A cheap model joins only when the data show it is related.

Co-kriging with a negative-transfer guardPooling refused by default, with reasonsFinal word: an independent full-model re-run

A fidelity pyramid with a full-solve budget meter Four rungs, from surrogate at the bottom to the full model at the top. Many cheap evaluations fire on the lower rungs; a few climb to the top, and only then does the full-solve budget meter step down. Schematic. Surrogate Coarse mesh Simpler physics Full model Full-solve budget Many cheap evaluations below, few full solves on top
Schematic

The cost of the old way

The solve you trust is the one you can afford least

A full-fidelity CFD or FEA run on a production mesh settles design reviews, and a programme can afford a handful. Teams then fall into one of three habits, each of which sends the bill later.

  1. Spend the whole budget on the full model.Few designs, a design space nobody has really seen, and a winner that is only the best of what happened to be tried.
  2. Optimise the cheap model instead.Coarse meshes and simpler physics are fast because they leave things out, and their best design moves with what they leave out. The gap appears on the final expensive run, with no budget left.
  3. Patch it with a correction factor.A scaling fitted by hand to a few expensive points can be large and wrong. The literature calls it negative transfer: the cheap data make the answer worse.
The cheap model's best design is a poor design in the full model; the real best design lies elsewhere cheap model's best what the full model says the real best design design variable objective, lower is better
Amber dashed: cheap model. Cyan: full model. The cheap model's best is poor in the full model.Schematic

The research view: low-fidelity models give the speed, “while the high-fidelity model is kept in the loop”.

Peherstorfer, Willcox & Gunzburger, survey of multifidelity methods [1]. TensorLynx builds that discipline into the workflow.

How TensorLynx does it

Learn the correction, guard the transfer, let the full model decide

The cheapest rung is often a model you already have: a trust-aware surrogate or a full-field reduced-order model. Six steps turn a ladder of such models into one decision you can defend.

01

Lay out the fidelity ladder

Every rung covers the same design space: a surrogate from earlier runs, a coarse mesh, simpler physics, and the full model your review signs off. Results from another design space are never pooled, since one design vector would mean two shapes. A coarse rung is useful only when you know how coarse it is, which mesh verification establishes.

02

Spend a few full-model solves

A few full-model results anchor the truth. They rarely sit on the cheap curve, and that offset is exactly what the method learns.

03

Learn the correction, not a factor

TensorLynx fits recursive co-kriging: the full model as ρ times the cheap model plus a learned discrepancy δ, each a Gaussian process. Verified gradients join the fit where they exist; a missing gradient is skipped, never filled with zero. The optimiser is served the gradient of the full-model prediction itself.

04

Test the relation before trusting it

The scaling ρ is integrated out, not regressed on a handful of points, and the evidence the cheap data buy is measured. Below a declared bar, ρ is zero and the model is exactly the full-only fit. Co-kriging is kept only if, on held-out full-model designs, it helps against full-only training.

05

Manage every step with a trust region

The cheap model proposes; the expensive solver disposes. Inside a trust region the model predicts an improvement, the full solver measures it, and their agreement decides whether the step is accepted and how far the next one may go, the classic pattern of variable-fidelity model management [5]. A point where the solver did not converge never becomes the new centre.

06

The full model has the last word

The recommended design is the best evaluated, feasible, converged design on solver values, never on predictions. It is verified only by an independent re-run (see high-fidelity reassessment), and choosing it stays an engineer's decision.

Co-kriging and trust-region model management, step by step A dashed amber cheap curve with many cheap points; a few cyan full-model points off that curve; a cyan corrected curve bent through them with a narrowing band; an evidence gate; a trust region where a step is accepted and an unconverged point is refused as a centre; the final design verified by a re-run. A ledger below counts full solves against the budget. Schematic. objective, lower is better design variable trust region yf = ρ·yc + δ Evidence gate cheap rung buys ≥ 3 nats ✓ held-out: not worse ✓ else ρ = 0: full-model data only accepted: the solver agrees not converged: never a centre best evaluated, feasible verified by an independent re-run cheap rungs full solves left

Schematic Curves and counts are illustrative; the mechanism, the gate and the labels are the platform's.

Inside the engine

The model, the guard and the budget rules, for the engineer who will check them

yf(x) = ρ·yc(x) + δ(x)

  • The autoregressive link of Kennedy and O'Hagan [2]: the cheap process yc and the discrepancy δ are independent Gaussian processes. Method
  • Fitted in the recursive form of Le Gratiet and Garnier [3]: a gradient-enhanced process on the cheap labels, then a process on the full labels whose mean carries the cheap posterior mean μc as an explicit basis, yf = ρμc + c + δ. Exact for nested designs, a sound approximation otherwise; the same family of models Forrester, Sóbester and Keane demonstrated on wing design [4].
  • Prediction: mean ρμc + μδ, variance ρ2sc2 + sδ2, gradient ρ∇μc + ∇μδ.
  • ρ is reported with its posterior spread; the conformal band around every trust-aware surrogate covers the rest.
How a cheap rung is admitted or refused: data, models, evidence gate, held-out comparison, served prediction Cheap-rung resultscoarse, simpler, surrogate Full-model resultsfew, expensive Cheap modelGaussian process Full fit with basisρ·μc + c + δ Full-only fitsame fit, no basis Evidence gategain ≥ 3 nats? Poolρ from the evidence Refuseρ = 0, full-only Held-out comparisonagainst full-only training Served predictionmean, spread, gradient
Hover or focus a box for what it checks.Method
The transfer guard: a related cheap rung is pooled; an unrelated one is refused and the full-only model is used Pooled: the cheap rung earns its place (ρ from the evidence) Refused: ρ = 0, the model uses full-model data only evidence the cheap rung buys bar: 3 nats
Cheap rung closely related: pooled.Amber dashed: cheap rung. Cyan: pooled model. Violet: full-only model. Dots: full-model results.Schematic

Evidence you can check

What is built, how it is tested, and what kind of evidence each piece is

Each item names its evidence type. What you get is not a headline saving, which depends on how well your rungs agree, but refusals and decisions you can read back.

Co-kriging and pooling, under test Method

Both live in the platform's AI/ML layer, with automated tests that pin each behaviour: an unrelated cheap model earns next to no evidence, so the result is exactly the full-only fit; four full-model designs cannot establish a relation; too few designs and mismatched inputs are refused; a missing gradient is skipped, never zero-filled.

The transfer test on stated synthetic streams Synthetic demonstration

A recorded verification run pools 30 cheap designs into 8 or 15 expensive ones, over 20 replicates, for three synthetic stand-ins for different discretisations of one intake-duct physics, with the data-generating process in the record. Four negative controls must be refused. The refusal verdict: PASS.

Trust-region model management, recorded Measured

On a recorded pipe-bend run, a surrogate proposed and the discrete adjoint CFD solver measured. The loop took a null step without calling the solver when the model saw no gain, accepted a step the solver confirmed, and refused to move its centre to a point where the solver had not converged. The delivered design was then verified with fresh primal and adjoint solves on its own mesh.

Solver values decide, a re-run verifies Method

The recommendation is the best evaluated feasible design on solver values; “verified” is granted only by an independent re-run, never by an optimiser's exit.

Transfer-test record: pools admitted out of 20 replicates Three related synthetic stream pairs were admitted in 20 of 20 replicates at both sizes. All four negative controls were admitted in 0 of 20: 140 control replicates, none admitted. Synthetic data. Pools admitted, out of 20 replicates 8 full-model designs 15 full-model designs Discretisation A into B20 · 20 Discretisation B into C20 · 20 Discretisation A into C20 · 20 Unrelated stream, same design space0 · 0 Another product family0 · 0 Another owner's private data0 · 0 Too few designs0 one size: 2 + 4 designs Negative controls: each must be refused
140control replicates
0admitted
3 of 3related pairs admitted in every replicate
Recorded transfer test; labels are synthetic, process stated in the record.Synthetic

What it changes for your programme

Expensive solves go to decisions, not to mapping

Engineering lead

Fewer surprises at the expensive end

Cheap rungs map the trend, the full model decides, and a misleading cheap model is left out, with the reason on record.

Analyst

No hand-fitted factors

One ladder, one model, one guard. Gradients belong to the full-model prediction, and every refusal is stated in words you can put in a report.

Programme manager

A budget you can read before the run

The plan states how many evaluations a run makes and how sure that count is, and shows a cost only where one has been measured.

Where OLTRION engineers apply it

On an engagement we build the ladder around your product, check each rung's design space, run the transfer test before pooling, and leave the final word to the full model. The MDAO chapter then carries the decision across disciplines and constraints.

Aerospace

Intakes and wing sections: coarse and simpler-flow rungs explore; production-mesh RANS is kept for candidates near the decision.

Turbomachinery

Blade and passage families: an earlier campaign becomes a rung, provided the design space matches and its data may be reused.

Energy and process equipment

Heat exchangers, manifolds, cold plates: a coarse conjugate heat-transfer model maps trends; the full model confirms the shortlist.

Automotive

Cooling ducts and underhood flows: last programme's surrogate is the cheapest rung, and the guard decides whether it still fits the new geometry.

Typical workflow compared with TensorLynx multi-fidelity optimisation
QuestionTypical workflowWith TensorLynx
Cheap resultsBest design taken from the coarse model, checked lateCheap rungs map the trend; the full model anchors and decides
CorrectionA factor fitted by hand to a few pointsCo-kriging: ρ integrated out, the discrepancy learned
A misleading cheap modelDiscovered on the final runBelow 3 nats of evidence it is dropped, and the reason recorded
Other dataCopied in if it looks similarRefused unless same design space, reuse permitted, enough designs and a passed held-out test
BudgetCounted afterwardsEvaluation count and its certainty shown before the run
Final answerBest predicted designBest evaluated feasible design, verified only by an independent re-run

FAQ

Questions engineers ask about multi-fidelity optimisation

What is multi-fidelity optimisation?

Design optimisation that combines many cheap evaluations, such as coarse-mesh runs, simpler physics or surrogates, with a few full-fidelity solves. Cheap models explore, a learned correction links them to the full model, and the full model confirms the answer.

How much solver time does it save?

It depends on how closely your cheap rungs track the full model, so we quote no generic figure. TensorLynx tests the relation per case, against full-model-only training on held-out designs, and keeps a cheap rung only when it helps.

What can serve as a low-fidelity model?

A coarser mesh, simpler physics, a surrogate or reduced-order model trained on earlier runs, or results from another solver or campaign. Each must cover the same design space as the full model, and data you are not entitled to reuse is refused.

What happens if the cheap model is misleading?

The cheap data must buy at least 3 nats of evidence before the scaling between fidelities may differ from zero. Below that bar the model is exactly the fit to full-model data alone, and the record states that the cheap rung was not used and why.

Can a cheap model ever decide the final design?

No. The recommended design is the best evaluated, feasible, converged design on solver values, and it is labelled verified only after an independent re-run. Predictions steer the search; the full model decides, and an engineer makes the choice.

How does OLTRION run a multi-fidelity study with us?

We start from your full model and the cheaper models you already trust, check their design spaces and run the transfer test before pooling. Full-model solves go where cheap rungs cannot decide, and you receive the decision with every refusal and verification on record.

Back to the TensorLynx overview.

One loop, not twelve tools

Where multi-fidelity sits in the TensorLynx loop

Every capability hands its result to the next on the same model, the same units and the same record: geometry feeds physics, physics feeds sensitivities and learning, optimisation proposes, verification confirms, and the history keeps every step reproducible.

The TensorLynx loop: Design exploration, Coupled multiphysics, Mesh verification, Adjoint optimisation, Gradient verification, Trust-aware surrogates, Full-field ROM, Multi-fidelity, MDAO, Pareto selection, High-fidelity reassessment, Provenance. TensorLynx one model · one record DefineSimulateImproveLearnOptimiseDecideVerifyRecord Design exploration Coupled multiphysics Mesh verification Adjoint optimisation Gradient verification Trust-aware surrogates Full-field ROM Multi-fidelity MDAO Pareto selection High-fidelity reassessment Provenance
Schematic of the platform workflowSchematic
Work with OLTRION

Bring us the design question. Leave with a verified answer and the record behind it.

TensorLynx is built and run by the engineers who use it on client work. You can start small, with one geometry and one question, and grow into a workflow your own team owns.

Feasibility review

Send a geometry, the objective and the constraints. We tell you which TensorLynx route answers it, what it needs from you, and what you will get back.

We run the study

Our engineers run the loop on your problem: physics, sensitivities, optimisation and full-model verification, handed over with every setting on record.

A workflow built for your product

A TensorLynx workflow, surrogate and verification gates set up around your product family, so the next design cycle starts where the last one ended.

Platform access and handover

Your team on TensorLynx, trained on your own cases, with OLTRION engineers behind it for the questions that need a specialist.