Which rungs of a ladder of digital twins are worth running?
research/twin-ladder
Which rungs of a multi-fidelity twin ladder to run: exact nested-estimator variance, a cheaper rung pays iff ρ₂/ρ₁ > 2√r/(1+r) (step correlation, 0.943 for halved cost), using all rungs can be worse than none (1.41× real-only at q=0.9) while the best subset gets 0.83, and a timestep-ladder plant shows 0.156 of real-only variance (0.204 single twin) collapsing to the cheapest twin when disturbance replay is only 90%.
What it found
For twins of decreasing cost and fidelity used as nested control variates the variance is exact, σ2Σ(ρi2−ρi+12)/mi, and a cheaper rung pays below a twin already in use iff ρ2/ρ1 > 2√r/(1+r) (0.943 for halved cost, 0.575 for a 10× drop), the single-twin threshold applied to the step correlation. Using every rung is not best (q=0.99, r=0.5, six rungs: 0.284 of real-only variance vs 0.196 for the best two; q=0.9 makes all rungs 1.41× worse than real-only while the best subset gets 0.83), and 10 of 336 paying grid points are infeasible. On a saturated PD mass-spring timestep ladder the best ladder reaches 0.156 of real-only variance (0.204 for the best single twin), collapsing to the cheapest twin at 90%/70% disturbance replay (0.52/0.89 simulated); a coarser rung diverged in 2 of 20,000 contexts. Stylised: one plant, known correlations, step-count costs.
A figure from its own output
Paper, code and results
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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.