Root Finding and Metamodeling for Rapid and Robust Computer Model Calibration
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866908912217751552 |
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| author | Jeon, Yongseok Shashaani, Sara |
| author_facet | Jeon, Yongseok Shashaani, Sara |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_23790 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Root Finding and Metamodeling for Rapid and Robust Computer Model Calibration Jeon, Yongseok Shashaani, Sara Methodology Computational Engineering, Finance, and Science 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. |
| title | Root Finding and Metamodeling for Rapid and Robust Computer Model Calibration |
| topic | Methodology Computational Engineering, Finance, and Science |
| url | https://arxiv.org/abs/2603.23790 |