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This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators'…

Numerical Analysis · Computer Science 2015-04-16 Martin Drohmann , Kevin Carlberg

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

Statistical surrogate modeling of fluid flows is hard because dynamics are multiscale and highly sensitive to initial conditions. Conditional diffusion surrogates can be accurate, but usually need hundreds of stochastic sampling steps. We…

Machine Learning · Computer Science 2026-02-10 Victor Armegioiu , Yannick Ramic , Siddhartha Mishra

In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to…

Machine Learning · Computer Science 2020-07-06 Michał Dereziński , Burak Bartan , Mert Pilanci , Michael W. Mahoney

In this work, we describe a new data-driven approach for inverse problems that exploits technologies from machine learning, in particular autoencoder network structures. We consider a paired autoencoder framework, where two autoencoders are…

Machine Learning · Computer Science 2025-01-27 Emma Hart , Julianne Chung , Matthias Chung

Aerodynamic shape optimization in industry still faces challenges related to robustness and scalability. This aspect becomes crucial for advanced optimizations that rely on expensive high-fidelity flow solvers, where computational budget…

Fluid Dynamics · Physics 2025-05-26 Marc Schouler , Anca Belme , Paola Cinnella

The idea of using machine learning (ML) methods to reconstruct the dynamics of a system is the topic of recent studies in the geosciences, in which the key output is a surrogate model meant to emulate the dynamical model. In order to treat…

Machine Learning · Statistics 2021-09-22 Alban Farchi , Patrick Laloyaux , Massimo Bonavita , Marc Bocquet

The use of transfer learning within Bayesian optimization addresses the disadvantages of the so-called \textit{cold start} problem by using source data to aid in the optimization of a target problem. We present a method that leverages an…

Optimization and Control · Mathematics 2026-04-01 Ali Tfaily , Youssef Diouane , Nathalie Bartoli , Michael Kokkolaras

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation…

Applications · Statistics 2018-02-12 Keren Yang , Nilabja Guha , Yalchin Efendiev , Bani K. Mallick

Bayesian inverse problems arise in various scientific and engineering domains, and solving them can be computationally demanding. This is especially the case for problems governed by partial differential equations, where the repeated…

Numerical Analysis · Mathematics 2025-11-04 Juntao Yang , Jeff Adie , Simon See , Adriano Gualandi , Gianmarco Mengaldo

Testing and evaluating decision-making agents remains challenging due to unknown system architectures, limited access to internal states, and the vastness of high-dimensional scenario spaces. Existing testing approaches often rely on…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Jingxuan Yang , Weichao Xu , Yuchen Shi , Yi Zhang , Shuo Feng , Huaxin Pei

Real-world optimisation problems typically have objective functions which cannot be expressed analytically. These optimisation problems are evaluated through expensive physical experiments or simulations. Cheap approximations of the…

Neural and Evolutionary Computing · Computer Science 2022-11-01 Mohamed Z. Variawa , Terence L. Van Zyl , Matthew Woolway

We introduce a conditional pseudo-reversible normalizing flow for constructing surrogate models of a physical model polluted by additive noise to efficiently quantify forward and inverse uncertainty propagation. Existing surrogate modeling…

Machine Learning · Computer Science 2024-04-02 Minglei Yang , Pengjun Wang , Ming Fan , Dan Lu , Yanzhao Cao , Guannan Zhang

Bayesian observer and actor models have provided normative explanations for many behavioral phenomena in perception, sensorimotor control, and other areas of cognitive science and neuroscience. They attribute behavioral variability and…

Machine Learning · Computer Science 2025-02-03 Dominik Straub , Tobias F. Niehues , Jan Peters , Constantin A. Rothkopf

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

In this contribution, we develop an efficient surrogate modeling framework for simulation-based optimization of enhanced oil recovery, where we particularly focus on polymer flooding. The computational approach is based on an adaptive…

Numerical Analysis · Mathematics 2022-03-04 Tim Keil , Hendrik Kleikamp , Rolf J Lorentzen , Micheal B Oguntola , Mario Ohlberger

A multi-fidelity surrogate model for highly nonlinear multiscale problems is proposed. It is based on the introduction of two different surrogate models and an adaptive on-the-fly switching. The two concurrent surrogates are built…

Computational Physics · Physics 2019-05-03 Felix Fritzen , Mauricio Fernández , Fredrik Larsson

Bayesian inference applied to microseismic activity monitoring allows the accurate location of microseismic events from recorded seismograms and the estimation of the associated uncertainties. However, the forward modelling of these…

The optimization of large-scale multibody systems is a numerically challenging task, in particular when considering multiple conflicting criteria at the same time. In this situation, we need to approximate the Pareto set of optimal…

Optimization and Control · Mathematics 2024-12-20 Augustina C. Amakor , Manuel B. Berkemeier , Meike Wohlleben , Walter Sextro , Sebastian Peitz

Bayesian optimization (BO) has well-documented merits for optimizing black-box functions with an expensive evaluation cost. Such functions emerge in applications as diverse as hyperparameter tuning, drug discovery, and robotics. BO hinges…

Machine Learning · Statistics 2026-05-28 Qin Lu , Konstantinos D. Polyzos , Bingcong Li , Georgios B. Giannakis