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Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

Deep surrogate models for parametric partial differential equations (PDEs) can deliver high-fidelity approximations but remain prohibitively data-hungry: training often requires thousands of fine-grid simulations, each incurring substantial…

Machine Learning · Computer Science 2026-03-03 Yang Meng , Ruoxi Jiang , Zhuokai Zhao , Chong Liu , Rebecca Willett , Yuxin Chen

Sensitivity analysis is routinely performed on simplified surrogate models as the cost of such analysis on the original model may be prohibitive. Little is known in general about the induced bias on the sensitivity results. Within the…

Numerical Analysis · Mathematics 2020-03-18 Michael Merritt , Alen Alexanderian , Pierre A. Gremaud

In recent years, increasingly complex computational models are being built to describe physical systems which has led to increased use of surrogate models to reduce computational cost. In problems related to Structural Health Monitoring…

Machine Learning · Computer Science 2024-07-08 Nicholas E. Silionis , Theodora Liangou , Konstantinos N. Anyfantis

Sequential design is a highly active field of research in active learning which provides a general framework for designing computer experiments with limited computational budgets. It aims to create efficient surrogate models to replace…

Methodology · Statistics 2025-01-03 Paul Lartaud , Philippe Humbert , Josselin Garnier

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure…

Numerical Analysis · Mathematics 2019-07-10 Yous van Halder , Benjamin Sanderse , Barry Koren

Optimal design under uncertainty has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows the analyst…

Methodology · Statistics 2017-04-13 V. Dubourg , J. -M. Bourinet , B. Sudret

Skeletal reaction models are derived for a four-component gasoline surrogate model via an instantaneous local sensitivity analysis technique. The sensitivities of the species mass fractions and the temperature with respect to the reaction…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Yinmin Liu , Hessam Babaee , Peyman Givi , Daniel Livescu , Arash Nouri

Integrating uncertainties in the design process of reinforced concrete rail bridges, in a fully probabilistic framework, makes their design more complex and challenging. To propagate these uncertainties and convey their influence on the…

Numerical Analysis · Mathematics 2025-11-13 Mouhammed Achhab , Pierre Jehel , Fabrice Gatuingt

Multidisciplinary design optimization methods aim at adapting numerical optimization techniques to the design of engineering systems involving multiple disciplines. In this context, a large number of mixed continuous, integer and…

Strategies and recommendations for performing skeletal reductions of multicomponent surrogate fuels are presented, through the generation and validation of skeletal mechanisms for a three-component toluene reference fuel. Using the directed…

Chemical Physics · Physics 2014-09-29 Kyle E Niemeyer , Chih-Jen Sung

In this paper, we present a novel tolerance allocation algorithm for the assessment and control of geometric variation on system performance that is applicable to any system of partial differential equations. In particular, we parameterize…

Numerical Analysis · Mathematics 2019-04-16 Joseph Benzaken , Alireza Doostan , John A. Evans

Surrogate modeling and active subspaces have emerged as powerful paradigms in computational science and engineering. Porting such techniques to computational models in the social sciences brings into sharp relief their limitations in…

Machine Learning · Statistics 2023-10-19 Nathan Wycoff

The optimal and robust design of structures has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows…

Applications · Statistics 2017-04-12 Vincent Dubourg , Jean-Marc Bourinet , Bruno Sudret

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…

Optimization and Control · Mathematics 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

The paper presents a new efficient and robust method for rare event probability estimation for computational models of an engineering product or a process returning categorical information only, for example, either success or failure. For…

Computational Engineering, Finance, and Science · Computer Science 2022-10-11 Miroslav Vořechovský

Many multivariate functions in engineering models vary primarily along a few directions in the space of input parameters. When these directions correspond to coordinate directions, one may apply global sensitivity measures to determine the…

Numerical Analysis · Mathematics 2014-07-28 Paul G. Constantine , Eric Dow , Qiqi Wang

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…

Machine Learning · Computer Science 2020-09-30 Sergey Shirobokov , Vladislav Belavin , Michael Kagan , Andrey Ustyuzhanin , Atılım Güneş Baydin

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
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