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Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

We propose an efficient surrogate modeling technique for uncertainty quantification. The method is based on a well-known dimension-adaptive collocation scheme. We improve the scheme by enhancing sparse polynomial surrogates with conformal…

Computational Engineering, Finance, and Science · Computer Science 2020-05-20 Niklas Georg , Dimitrios Loukrezis , Ulrich Römer , Sebastian Schöps

Understanding structure-property relations is essential to optimally design materials for specific applications. Two-scale simulations are often employed to analyze the effect of the microstructure on a component's macroscopic properties.…

Computational Engineering, Finance, and Science · Computer Science 2022-10-25 Theron Guo , Francesco A. B. Silva , Ondřej Rokoš , Karen Veroy

Computing the gradients of a rendering process is paramount for diverse applications in computer vision and graphics. However, accurate computation of these gradients is challenging due to discontinuities and rendering approximations,…

Computer Vision and Pattern Recognition · Computer Science 2024-07-25 Stanislav Pidhorskyi , Tomas Simon , Gabriel Schwartz , He Wen , Yaser Sheikh , Jason Saragih

This paper considers the creation of parametric surrogate models for applications in science and engineering where the goal is to predict high-dimensional spatiotemporal output quantities of interest, such as pressure, temperature and…

Computational Physics · Physics 2022-03-24 Chi Hoang , Kenny Chowdhary , Kookjin Lee , Jaideep Ray

High-performance scientific simulations, important for comprehension of complex systems, encounter computational challenges especially when exploring extensive parameter spaces. There has been an increasing interest in developing deep…

Machine Learning · Computer Science 2024-07-15 Pradeep Bajracharya , Javier Quetzalcóatl Toledo-Marín , Geoffrey Fox , Shantenu Jha , Linwei Wang

Autoregressive surrogate models (or \textit{emulators}) of spatiotemporal systems provide an avenue for fast, approximate predictions, with broad applications across science and engineering. At inference time, however, these models are…

Machine Learning · Computer Science 2025-07-10 Chris Pedersen , Laure Zanna , Joan Bruna

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional outputs. The surrogate is an input-output mapping learned…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Lucas Brunel , Mathieu Balesdent , Loïc Brevault , Rodolphe Le Riche , Bruno Sudret

The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Oliver Schön , Sofie Haesaert , Sadegh Soudjani

Physics simulators are essential in science and engineering, enabling the analysis, control, and design of complex systems. In experimental sciences, they are increasingly used to automate experimental design, often via combinatorial search…

We give the first mathematically rigorous analysis of an emerging approach to finite element analysis (see, e.g., Bauer et al. [Appl. Numer. Math., 2017]), which we hereby refer to as the surrogate matrix methodology. This methodology is…

Numerical Analysis · Mathematics 2020-08-11 Daniel Drzisga , Brendan Keith , Barbara Wohlmuth

Improving predictive understanding of Earth system variability and change requires data-model integration. Efficient data-model integration for complex models requires surrogate modeling to reduce model evaluation time. However, building a…

Machine Learning · Statistics 2019-01-17 Dan Lu , Daniel Ricciuto

Surrogates have been proposed as classical simulations of the pretrained quantum learning models, which are capable of mimicking the input-output relation inherent in the quantum model. Quantum hardware within this framework is used for…

Quantum Physics · Physics 2025-06-12 Sreeraj Rajindran Nair , Christopher Ferrie

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

Numerical simulations on mobile devices are an important tool for engineers and decision makers in the field. However, providing simulation results on mobile devices is challenging due to the complexity of the simulation, requiring remote…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-26 Christoph Dibak , Wolfgang Nowak , Frank Dürr , Kurt Rothermel

Surrogate strategies are used widely for uncertainty quantification of groundwater models in order to improve computational efficiency. However, their application to dynamic multiphase flow problems is hindered by the curse of…

Machine Learning · Statistics 2019-05-02 Shaoxing Mo , Yinhao Zhu , Nicholas Zabaras , Xiaoqing Shi , Jichun Wu

Mesh-based simulations play a key role when modeling complex physical systems that, in many disciplines across science and engineering, require the solution of parametrized time-dependent nonlinear partial differential equations (PDEs). In…

Numerical Analysis · Mathematics 2023-08-04 Nicola Rares Franco , Stefania Fresca , Filippo Tombari , Andrea Manzoni

In engineering, uncertainty propagation aims to characterise system outputs under uncertain inputs. For interval uncertainty, the goal is to determine output bounds given interval-valued inputs, which is critical for robust design…

Machine Learning · Computer Science 2026-03-24 Ghifari Adam Faza , Jolan Wauters , Fabio Cuzzolin , Hans Hallez , David Moens
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