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Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

Gradient-enhanced Uncertainty Quantification (UQ) has received recent attention, in which the derivatives of a Quantity of Interest (QoI) with respect to the uncertain parameters are utilized to improve the surrogate approximation.…

Computation · Statistics 2016-03-23 Ji Peng , Jerrad Hampton , Alireza Doostan

In this work, we combine the idea of data-driven polynomial chaos expansions with the weighted least-square approach to solve uncertainty quantification (UQ) problems. The idea of data-driven polynomial chaos is to use statistical moments…

Numerical Analysis · Mathematics 2019-02-20 Ling Guo , Yongle Liu , Tao Zhou

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

This paper studies the numerical approximation of parametric time-dependent partial differential equations (PDEs) by proper orthogonal decomposition reduced order models (POD-ROMs). Although many papers in the literature consider reduced…

Numerical Analysis · Mathematics 2025-04-28 Bosco García-Arcilla , Alicia García-Mascaraque , Julia Novo

Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate…

Computation · Statistics 2015-02-16 R. Schoebi , B. Sudret , J. Wiart

Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…

Numerical Analysis · Mathematics 2018-04-06 Sharif Rahman

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

In recent years, data-driven deep learning models have gained significant interest in the analysis of turbulent dynamical systems. Within the context of reduced-order models (ROMs), convolutional autoencoders (CAEs) pose a universally…

Polynomial chaos expansions (PCEs) have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs. PCEs for models with independent inputs have been extensively explored in…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Zhanlin Liu , Youngjun Choe

In this paper we present a basis selection method that can be used with $\ell_1$-minimization to adaptively determine the large coefficients of polynomial chaos expansions (PCE). The adaptive construction produces anisotropic basis sets…

Numerical Analysis · Computer Science 2015-06-22 John D. Jakeman , Michael S. Eldred , Khachik Sargsyan

In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…

Numerical Analysis · Mathematics 2025-06-19 Alina Chertock , Arsen S. Iskhakov , Safa Janajra , Alexander Kurganov

The growing need for uncertainty analysis of complex computational models has led to an expanding use of meta-models across engineering and sciences. The efficiency of meta-modeling techniques relies on their ability to provide…

Numerical Analysis · Mathematics 2016-08-24 Katerina Konakli , Bruno Sudret

Deep Learning research is advancing at a fantastic rate, and there is much to gain from transferring this knowledge to older fields like Computational Fluid Dynamics in practical engineering contexts. This work compares state-of-the-art…

Computational Physics · Physics 2020-10-01 Pierre Jacquier , Azzedine Abdedou , Vincent Delmas , Azzeddine Soulaimani

In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas from compressed sensing may be employed to exploit this…

Methodology · Statistics 2018-05-09 Paul Diaz , Alireza Doostan , Jerrad Hampton

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

Machine Learning · Statistics 2025-07-22 Xiaoping Du

In this work we propose and analyze a weighted proper orthogonal decomposition method to solve elliptic partial differential equations depending on random input data, for stochastic problems that can be transformed into parametric systems.…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Francesco Ballarin , Gianluigi Rozza

An integrated optimization method based on the constrained multi-objective evolutionary algorithm (MOEA) and non-intrusive polynomial chaos expansion (PCE) is proposed, which solves robust multi-objective optimization problems under…

Neural and Evolutionary Computing · Computer Science 2022-09-29 Yuji Takubo , Masahiro Kanazaki

Scientific and engineering problems often involve parametric partial differential equations (PDEs), such as uncertainty quantification, optimizations, and inverse problems. However, solving these PDEs repeatedly can be prohibitively…

Numerical Analysis · Mathematics 2023-07-04 Jun Sur Richard Park , Xueyu Zhu

In this paper, we present a new nonintrusive reduced basis method when a cheap low-fidelity model and expensive high-fidelity model are available. The method relies on proper orthogonal decomposition (POD) to generate the high-fidelity…

Machine Learning · Statistics 2019-02-06 Chuan Lu , Xueyu Zhu