“…Multifidelity methods have much broader applications, not only Monte Carlo‐based methods, but also more general UQ aspects, for example, optimization with uncertainty (Bonfiglio, Perdikaris, Brizzolara, & Karniadakis, 2018; Heinkenschloss, Kramer, Takhtaganov, & Willcox, 2018; Pang, Perdikaris, Cai, & Karniadakis, 2017), multifidelity surrogate modeling (Chaudhuri, Lam, & Willcox, 2018; Giselle Ferńandez‐Godino, Park, Kim, & Haftka, 2019; Guo, Song, Park, Li, & Haftka, 2018; Parussini, Venturi, Perdikaris, & Karniadakis, 2017; Perdikaris, Venturi, Royset, & Karniadakis, 2015; Tian et al, 2020) and multifidelity information reuse, and fusion (Cook, Jarrett, & Willcox, 2018; Perdikaris, Venturi, & Karniadakis, 2016). We refer to (Park et al, 2017; Peherstorfer, Willcox, & Gunzburger, 2018) for a comprehensive introduction and in‐depth discussion of multifidelity methods for uncertainty propagation.…”