1. A method for collaborative building a shared self-refining surrogate model for engineering simulations in a computer network, comprising: running a reduced order engineering simulation model on a complex system to simulate one or more simulation items in the complex system by a user on a client device connected to the computer network; querying the same shared self-refining surrogate model via the computer network upon receiving a request for a higher order simulation for a reduced order simulated item; estimating a required higher order simulation result having a desired confidence interval for the reduced order simulated item using the shared self-refining surrogate model; determining whether the required higher order simulation result having the desired confidence interval for the reduced order simulated item is in the shared self-refining surrogate model; and if not, performing the higher order simulation to obtain the required higher order simulation result having the desired confidence interval for the reduced order simulated item, enriching the shared self-refining surrogate model with the obtained higher order simulation result, and sending the obtained higher order simulation result to the reduced order engineering simulation model.