While existing approaches only model finite, discrete fidelities, in practice, the feasible fidelity choice is often infinite, which can correspond to a continuous mesh spacing orfinite element length.

Notation and conventions: [n] = {1,,n}; |S| is the size of setP; dxe is the smallest integer greater thanx; bxc is the largest integer smaller thanx; kXk is the nuclear norm of matrixL, i.e., the sum of the singular values of matrixX; Z+ is the set of positive integers;Z i is the set of integers which are greater thani; Given S1, S2, the reduction ofS1 by S2 is denoted as S1\S2={i S1:i / S2};finally,A(n) B(n)meansA(n)/B(n) 1asn .

The author contributed to this paper during an internship at the Max Planck Institute for Software Systems.