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We consider the sample efficient estimation of failure probabilities from expensive oracle evaluations of a limit state function via importance sampling (IS). In contrast to conventional ``two stage'' approaches, which first train a…

Computation · Statistics 2026-04-10 Ashwin Renganathan , Annie S. Booth

The first step towards applying isogeometric analysis techniques to solve PDE problems on a given domain consists in generating an analysis-suitable mapping operator between parametric and physical domains with one or several patches from…

Numerical Analysis · Mathematics 2019-10-29 Jochen Hinz , Matthias Möller , Cornelis Vuik

Surrogates in lieu of expensive-to-evaluate performance functions can accelerate the reliability analysis greatly. This paper proposes a new two-stage framework for surrogate-aided reliability analysis named Surrogates for Importance…

Other Statistics · Statistics 2020-01-29 Wang-Sheng Liu , Sai Hung Cheung , Wen-Jun Cao

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

Limiting the injection rate to restrict the pressure below a threshold at a critical location can be an important goal of simulations that model the subsurface pressure between injection and extraction wells. The pressure is approximated by…

The method of geometric harmonics is adapted to the situation of incomplete data by means of the iterated geometric harmonics (IGH) scheme. The method is tested on natural and synthetic data sets with 50--500 data points and dimensionality…

Machine Learning · Computer Science 2014-11-05 Chad Eckman , Jonathan A. Lindgren , Erin P. J. Pearse , David J. Sacco , Zachariah Zhang

The computational models for geophysical flows are computationally very expensive to employ in multi-query tasks such as data assimilation, uncertainty quantification, and hence surrogate models sought to alleviate the computational burden…

Computational Physics · Physics 2022-01-10 Suraj Pawar , Omer San , Gary G. Yen

We introduce a boundary penalization technique to improve the spectral approximation of isogeometric analysis (IGA). The technique removes the outliers appearing in the high-frequency region of the approximate spectrum when using the…

Numerical Analysis · Mathematics 2021-05-26 Quanling Deng , Victor Calo

Isogeometrically enriched finite elements offer efficient localized isogeometric analysis (IGA) enrichment for numerical simulations involving large computational domains. This is achieved by employing surface enriched elements to interface…

Fluid Dynamics · Physics 2017-11-30 Raheel Rasool , Maximilian Harmel , Roger A. Sauer

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

In this paper we apply the INTERNODES method to solve second order elliptic problems discretized by Isogeometric Analysis methods on non-conforming multiple patches in 2D and 3D geometries. INTERNODES is an interpolation-based method that,…

Numerical Analysis · Mathematics 2019-10-10 Paola Gervasio , Federico Marini

Isogeometric approach applied to Boundary Element Methods is an emerging research area. In this context, the aim of the present contribution is that of investigating, from a numerical point of view, the Symmetric Galerkin Boundary Element…

Numerical Analysis · Mathematics 2022-04-07 A. Aimi , M. Diligenti , M. L. Sampoli , A. Sestini

We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…

General Physics · Physics 2009-11-07 F. Andreozzi , A. Porrino , N. Lo Iudice

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

Numerical simulations are crucial for modeling complex systems, but calibrating them becomes challenging when data are noisy or incomplete and likelihood evaluations are computationally expensive. Bayesian calibration offers an interesting…

Surrogates have been proposed as classical simulations of the pretrained quantum learning models, which are capable of mimicking the input-output relation inherent in the quantum model. Quantum hardware within this framework is used for…

Quantum Physics · Physics 2025-06-12 Sreeraj Rajindran Nair , Christopher Ferrie

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

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

Immersed boundary methods are high-order accurate computational tools used to model geometrically complex problems in computational mechanics. While traditional finite element methods require the construction of high-quality boundary-fitted…

Numerical Analysis · Mathematics 2024-02-27 Jennifer E. Fromm , Nils Wunsch , Kurt Maute , John A. Evans , Jiun-Shyan Chen
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