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Highly accurate numerical or physical experiments are often time-consuming or expensive to obtain. When time or budget restrictions prohibit the generation of additional data, the amount of available samples may be too limited to provide…

Numerical Analysis · Mathematics 2021-12-22 Mengwu Guo , Andrea Manzoni , Maurice Amendt , Paolo Conti , Jan S. Hesthaven

Highly accurate datasets from numerical or physical experiments are often expensive and time-consuming to acquire, posing a significant challenge for applications that require precise evaluations, potentially across multiple scenarios and…

Machine Learning · Computer Science 2026-02-06 Paolo Conti , Mengwu Guo , Attilio Frangi , Andrea Manzoni

Simulation-based falsification is a practical testing method to increase confidence that the system will meet safety requirements. Because full-fidelity simulations can be computationally demanding, we investigate the use of simulators with…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Zahra Shahrooei , Mykel J. Kochenderfer , Ali Baheri

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Computation · Statistics 2021-12-23 Thomas P Prescott , Ruth E Baker

In traffic flow modeling, incorporating uncertainty is crucial for accurately capturing the complexities of real-world scenarios. In this work we focus on kinetic models of traffic flow, where a key step is to design effective numerical…

Numerical Analysis · Mathematics 2025-01-28 Elisa Iacomini , Lorenzo Pareschi

Multi-fidelity Kriging model is a promising technique in surrogate-based design as it can balance the model accuracy and cost of sample preparation by fusing low- and high-fidelity data. However, the cost for building a multi-fidelity…

Machine Learning · Computer Science 2023-01-03 Youwei He , Jinliang Luo

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

Data assimilation presents computational challenges because many high-fidelity models must be simulated. Various deep-learning-based surrogate modeling techniques have been developed to reduce the simulation costs associated with these…

Machine Learning · Computer Science 2022-12-28 Su Jiang , Louis J. Durlofsky

Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…

Computational Engineering, Finance, and Science · Computer Science 2022-09-02 Jonas Nitzler , Jonas Biehler , Niklas Fehn , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

Standard approaches for uncertainty quantification in cardiovascular modeling pose challenges due to the large number of uncertain inputs and the significant computational cost of realistic three-dimensional simulations. We propose an…

Quantitative Methods · Quantitative Biology 2020-04-20 Casey M. Fleeter , Gianluca Geraci , Daniele E. Schiavazzi , Andrew M. Kahn , Alison L. Marsden

We propose a novel approach to allocating resources for expensive simulations of high fidelity models when used in a multifidelity framework. Allocation decisions that distribute computational resources across several simulation models…

Numerical Analysis · Mathematics 2019-01-01 Daniel J. Perry , Robert M. Kirby , Akil Narayan , Ross T. Whitaker

In the pursuit of efficient optimization of expensive-to-evaluate systems, this paper investigates a novel approach to Bayesian multi-objective and multi-fidelity (MOMF) optimization. Traditional optimization methods, while effective, often…

Machine Learning · Computer Science 2024-03-21 Faran Irshad , Stefan Karsch , Andreas Döpp

Due to their cost, experiments for inertial confinement fusion (ICF) heavily rely on numerical simulations to guide design. As simulation technology progresses, so too can the fidelity of models used to plan for new experiments. However,…

Plasma Physics · Physics 2024-06-11 J. Wang , N. Chiang , A. Gillette , J. L. Peterson

Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…

Machine Learning · Statistics 2022-10-05 Diana Cai , Ryan P. Adams

Operator learning frameworks, because of their ability to learn nonlinear maps between two infinite dimensional functional spaces and utilization of neural networks in doing so, have recently emerged as one of the more pertinent areas in…

Machine Learning · Computer Science 2023-07-31 Akshay Thakur , Tapas Tripura , Souvik Chakraborty

Multifidelity methods are widely used for estimating quantities of interest (QoI) in computational science by employing numerical simulations of differing costs and accuracies. Many methods approximate numerical-valued statistics that…

Computation · Statistics 2022-12-02 Yiming Xu , Akil Narayan

Due to their high degree of expressiveness, neural networks have recently been used as surrogate models for mapping inputs of an engineering system to outputs of interest. Once trained, neural networks are computationally inexpensive to…

Machine Learning · Statistics 2020-02-12 Subhayan De , Jolene Britton , Matthew Reynolds , Ryan Skinner , Kenneth Jansen , Alireza Doostan

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous…

Optimization and Control · Mathematics 2025-04-09 Stéphane Alarie , Charles Audet , Miguel Diago , Sébastien Le Digabel , Xavier Lebeuf

The reliability of atomistic simulations depends on the quality of the underlying energy models providing the source of physical information, for instance for the calculation of migration barriers in atomistic Kinetic Monte Carlo…