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We present a new physics-informed machine learning approach for the inversion of PDE models with heterogeneous parameters. In our approach, the space-dependent partially-observed parameters and states are approximated via Karhunen-Lo\`eve…

Analysis of PDEs · Mathematics 2019-12-06 Alexandre M. Tartakovsky , David A. Barajas-Solano , Qizhi He

High-performance scientific simulations, important for comprehension of complex systems, encounter computational challenges especially when exploring extensive parameter spaces. There has been an increasing interest in developing deep…

Machine Learning · Computer Science 2024-07-15 Pradeep Bajracharya , Javier Quetzalcóatl Toledo-Marín , Geoffrey Fox , Shantenu Jha , Linwei Wang

In the framework of reduced basis methods, we recently introduced a new certified hierarchical and adaptive surrogate model, which can be used for efficient approximation of input-output maps that are governed by parametrized partial…

Numerical Analysis · Mathematics 2023-03-01 Tizian Wenzel , Bernard Haasdonk , Hendrik Kleikamp , Mario Ohlberger , Felix Schindler

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRF) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods,…

Numerical Analysis · Mathematics 2025-03-19 Sohail Reddy

This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov…

Data Analysis, Statistics and Probability · Physics 2013-12-25 AbdoulAhad Validi

The Karhunen-Lo\`{e}ve (KL) expansion is a popular method for approximating random fields by transforming an infinite-dimensional stochastic domain into a finite-dimensional parameter space. Its numerical approximation is of central…

Numerical Analysis · Mathematics 2019-08-02 Michael Griebel , Guanglian Li

This paper proposes several approaches as baselines to compute a shared active subspace for multivariate vector-valued functions. The goal is to minimize the deviation between the function evaluations on the original space and those on the…

Methodology · Statistics 2024-01-08 Khadija Musayeva , Mickael Binois

This paper considers the creation of parametric surrogate models for applications in science and engineering where the goal is to predict high-dimensional spatiotemporal output quantities of interest, such as pressure, temperature and…

Computational Physics · Physics 2022-03-24 Chi Hoang , Kenny Chowdhary , Kookjin Lee , Jaideep Ray

The Worldwide LHC Computing Grid (WLCG) provides the robust computing infrastructure essential for the LHC experiments by integrating global computing resources into a cohesive entity. Simulations of different compute models present a…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-14 Larissa Schmid , Maximilian Horzela , Valerii Zhyla , Manuel Giffels , Günter Quast , Anne Koziolek

We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…

Applications · Statistics 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

This paper proposes a log-linear model for the latent intensity functions of a replicated spatio-temporal point process. By simultaneously fitting correlated spatial and temporal Karhunen-Lo\`eve expansions, the model produces spatial and…

Methodology · Statistics 2019-03-25 Daniel Gervini

Model reduction is an active research field to construct low-dimensional surrogate models of high fidelity to accelerate engineering design cycles. In this work, we investigate model reduction for linear structured systems using dominant…

Machine Learning · Statistics 2024-09-09 Celine Reddig , Pawan Goyal , Igor Pontes Duff , Peter Benner

Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification. Despite their flexibility and efficiency, classical surrogate models…

Computation · Statistics 2020-06-29 S. Marelli , P. -R. Wagner , C. Lataniotis , B. Sudret

Parameter space reduction has been proved to be a crucial tool to speed-up the execution of many numerical tasks such as optimization, inverse problems, sensitivity analysis, and surrogate models' design, especially when in presence of…

Machine Learning · Statistics 2024-05-08 Francesco Romor , Marco Tezzele , Gianluigi Rozza

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…

Machine Learning · Computer Science 2020-09-30 Sergey Shirobokov , Vladislav Belavin , Michael Kagan , Andrey Ustyuzhanin , Atılım Güneş Baydin

In reliability engineering, conventional surrogate models encounter the "curse of dimensionality" as the number of random variables increases. While the active learning Kriging surrogate approaches with high-dimensional model representation…

Machine Learning · Computer Science 2025-09-10 Wenxiong Li , Hanyu Liao , Suiyin Chen

A common trend in simulation-driven engineering applications is the ever-increasing size and complexity of the problem, where classical numerical methods typically suffer from significant computational time and huge memory cost. Methods…

Computational Engineering, Finance, and Science · Computer Science 2025-10-28 Jiachen Guo , Chanwook Park , Xiaoyu Xie , Zhongsheng Sang , Gregory J. Wagner , Wing Kam Liu

We propose VDL-Surrogate, a view-dependent neural-network-latent-based surrogate model for parameter space exploration of ensemble simulations that allows high-resolution visualizations and user-specified visual mappings. Surrogate-enabled…

Graphics · Computer Science 2022-08-01 Neng Shi , Jiayi Xu , Haoyu Li , Hanqi Guo , Jonathan Woodring , Han-Wei Shen