Multifidelity Computer Model Emulation with High-Dimensional Output: An Application to Storm Surge.
2019
Hurricane-driven
storm surgeis one of the most deadly and costly natural disasters, making precise quantification of the
surgehazard of great importance. Inference of such systems is done through
physics-based
computer modelsof the process. Such
surgesimulators can be implemented with a wide range of
fidelitylevels, with computational burdens varying by several orders of magnitude due to the nature of the system. The danger posed by
surgemakes greater
fidelityhighly desirable, however such models and their high-volume output tend to come at great computational cost, which can make detailed study of
coastal floodhazards prohibitive. These needs make the development of an emulator combining high-dimensional output from multiple complex
computer modelswith different
fidelitylevels important. We propose a parallel partial autoregressive cokriging model to predict highly-accurate
storm surgesin a computationally efficient way over a large spatial domain. This emulator has the capability of predicting
storm surgesas accurately as a high-
fidelity
computer modelgiven any
stormcharacteristics and allows accurate assessment of the hazards from
storm surgesover a large spatial domain. R codes are provided to show the numerical results through an R package called ARCokrig.
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