Related papers: The surrogate matrix methodology: a priori error e…
Simulating the mechanical response of advanced materials can be done more accurately using concurrent multiscale models than with single-scale simulations. However, the computational costs stand in the way of the practical application of…
Concurrent multiscale finite element analysis (FE2) is a powerful approach for high-fidelity modeling of materials for which a suitable macroscopic constitutive model is not available. However, the extreme computational effort associated…
We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many…
The transition of the power grid requires new technologies and methodologies, which can only be developed and tested in simulations. Especially larger simulation setups with many levels of detail can become quite slow. Therefore, the number…
When designing new materials, it is often necessary to design a material with specific desired properties. Unfortunately, as new design variables are added, the search space grows exponentially, which makes synthesizing and validating the…
Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…
We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…
Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…
In order to optimally design materials, it is crucial to understand the structure-property relations in the material by analyzing the effect of microstructure parameters on the macroscopic properties. In computational homogenization, the…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
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…
This work develops user-friendly a posteriori error estimates of finite element methods, based on smoothers of linear iterative solvers. The proposed method employs simple smoothers, such as Jacobi or Gauss-Seidel iteration, on an auxiliary…
We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…
Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…
Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…
This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…
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,…
[Abridged] We propose a solution to the problem of quickly and accurately predicting gravitational waveforms within any given physical model. The method is relevant for both real-time applications and in more traditional scenarios where the…
We introduce a novel hybrid methodology combining classical finite element methods (FEM) with neural networks to create a well-performing and generalizable surrogate model for forward and inverse problems. The residual from finite element…
We present a topological framework for finding low-flop algorithms for evaluating element stiffness matrices associated with multilinear forms for finite element methods posed over straight-sided affine domains. This framework relies on…