Abstract
There is a growing trend in engineering that uses multiple computer codes with different levels of accuracy to study a complex system. We propose a flexible strategy for sequential design and analysis of a pair of high-accuracy (HC) and low-accuracy (LC) computer codes, which adds an arbitrary small number of HC runs and a large number of LC runs in each iteration. Numerical illustrations are presented to show the effectiveness of the proposed strategy.
Acknowledgements
The authors thank referees for their valuable comments and suggestions. This paper is supported by the National Natural Science Foundation of China (Grant No. 11871294, 11671386, 11871033).