“…Later, the Cokriging method was extended to utilizing correlation between the same QoI from models with different fidelities [5][6][7][8]. This GP-based multi-fidelity method is very useful in scientific computing, because low-fidelity models, e.g., coarse-grained molecular dynamics [9,10], Reynoldsaverage Navier-Stokes equations [11,12], numerical simulations on coarse grids, are often used with high-fidelity models, e.g., molecular dynamics, full Navier-Stokes equations, numerical simulations on fine grids [13], in optimization, uncertainty quantification (UQ), control [14], variable-fidelity quantum mechanical calculations of bandgaps of solids [15], etc. In these tasks, the multi-fidelity method leverages low-fidelity models for speedup, while uses a high-fidelity model to establish accuracy and/or convergence guarantees.…”