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This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

Recently, neural surrogate models have emerged as a compelling alternative to traditional simulation workflows. This is accomplished by modeling the underlying function of scientific simulations, removing the need to run expensive…

Machine Learning · Computer Science 2025-08-19 Xiaohan Wang , Zhimin Li , Joshua A. Levine , Matthew Berger

Parameter estimation in structural dynamics generally involves inferring the values of physical, geometric, or even customized parameters based on first principles or expert knowledge, which is challenging for complex structural systems. In…

Computational Engineering, Finance, and Science · Computer Science 2025-04-08 Mingyuan Zhou , Haoze Song , Wenjing Ye , Wei Wang , Zhilu Lai

Stochastic nonlinear dynamical systems are ubiquitous in modern, real-world applications. Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem. The majority of existing methods…

Machine Learning · Statistics 2022-05-06 Anubhab Ghosh , Mohamed Abdalmoaty , Saikat Chatterjee , Håkan Hjalmarsson

A surrogate model approximates the outputs of a solver of Partial Differential Equations (PDEs) with a low computational cost. In this article, we propose a method to build learning-based surrogates in the context of parameterized PDEs,…

Machine Learning · Computer Science 2024-06-28 Alejandro Ribés , Nawfal Benchekroun , Théo Delagnes

The paper addresses Bayesian inferences in inverse problems with uncertainty quantification involving a computationally expensive forward map associated with solving a partial differential equations. To mitigate the computational cost, the…

Methodology · Statistics 2023-12-18 A. Galaviz , J. A. Christen , A. Capella

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

Bayesian optimization has been shown to be a powerful tool for solving black box problems during online accelerator optimization. The major advantage of Bayesian based optimization techniques is the ability to include prior information…

Accelerator Physics · Physics 2022-11-17 Connie Xu , Ryan Roussel , Auralee Edelen

We are interested in the development of surrogate models for uncertainty quantification and propagation in problems governed by stochastic PDEs using a deep convolutional encoder-decoder network in a similar fashion to approaches considered…

Computational Physics · Physics 2018-05-09 Yinhao Zhu , Nicholas Zabaras

The dominant paradigm for power system dynamic simulation is to build system-level simulations by combining physics-based models of individual components. The sheer size of the system along with the rapid integration of inverter-based…

Systems and Control · Electrical Eng. & Systems 2024-10-24 Matthew Bossart , Jose Daniel Lara , Ciaran Roberts , Rodrigo Henriquez-Auba , Duncan Callaway , Bri-Mathias Hodge

Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome $Y$ to a large number of covariates $\mathbf {X}$, for example,…

Applications · Statistics 2014-01-13 Philip S. Boonstra , Bhramar Mukherjee , Jeremy M. G. Taylor

Numerical models based on physics represent the state-of-the-art in earth system modeling and comprise our best tools for generating insights and predictions. Despite rapid growth in computational power, the perceived need for higher model…

Machine Learning · Computer Science 2022-01-10 Kate Duffy , Thomas Vandal , Weile Wang , Ramakrishna Nemani , Auroop R. Ganguly

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

Computational models provide crucial insights into complex biological processes such as cancer evolution, but their mechanistic nature often makes them nonlinear and parameter-rich, complicating calibration. We systematically evaluate…

Analysis of PDEs · Mathematics 2025-09-24 Christina Schenk , Jacobo Ayensa Jiménez , Ignacio Romero

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Machine Learning · Statistics 2025-02-05 Haoxian Chen , Henry Lam

The Linear Parameter-Varying (LPV) framework enables the construction of surrogate models of complex nonlinear and high-dimensional systems, facilitating efficient stability and performance analysis together with controller design. Despite…

Systems and Control · Electrical Eng. & Systems 2026-04-01 E. Javier Olucha , Valentin Preda , Amritam Das , Roland Tóth

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these…

Methodology · Statistics 2023-05-04 Moses Y-H. Chan , Matthew Plumlee , Stefan M. Wild