Root Finding and Metamodeling for Rapid and Robust Computer Model Calibration

Authors: Yongseok Jeon, Sara Shashaani

Year: 2026

stat.MEcs.CE

0
Citations
2026
Published
2
Authors

Abstract

We concern computer model calibration problem where the goal is to find the parameters that minimize the discrepancy between the multivariate real-world and computer model outputs. We propose to solve an approximation using signed residuals that enables a root finding approach and an accelerated search. We characterize the distance of the solutions to the approximation from the solutions of the original problem for the strongly-convex objective functions, showing that it depends on variability of the signed residuals across output dimensions, as wells as their variance and covariance. We develop a metamodel-based root finding framework under kriging and stochastic kriging that is augmented with a sequential search space reduction. We derive three new acquisition functions for finding roots of the approximate problem along with their derivatives usable by first-order solvers. Compared to kriging, stochastic kriging accounts for observational noise, promoting more robust solutions. We also analyze the case where a root may not exist. Our analysis of the asymptotic behavior in this context show that, since existence of roots in the approximation problem may not be known a priori, using new acquisition functions will not compromise the outcome. Numerical experiments on data-driven and physics-based examples demonstrate significant computational gains over standard calibration approaches.

Read PDF