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Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…
Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…
The complex and computationally expensive nature of landscape evolution models pose significant challenges in the inference and optimisation of unknown parameters. Bayesian inference provides a methodology for estimation and uncertainty…
We present a novel derivative-free interpolation based optimization algorithm. A trust-region method is used where a surrogate model is realized via an interpolation framework. The framework for interpolation is provided by Universal…
The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…
A surrogate function is often employed to reduce the number of objective function evaluations for optimization. However, the effect of using a surrogate model in evolutionary approaches has not been theoretically investigated. This paper…
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…
Random microstructures of heterogeneous materials play a crucial role in the material macroscopic behavior and in predictions of its effective properties. A common approach to modeling random multiphase materials is to develop so-called…
We compare convergence of isogeometric analysis (IGA), a spline modification of finite element method (FEM), with FEM in the context of our real space code for ab-initio electronic structure calculations of non-periodic systems. The…
Although Galerkin discretizations have been intensively employed in the IgA context, an efficient implementation requires special numerical quadrature rules when constructing the system of equations. To avoid this issue, isogeometric…
We propose a numerical method for the solution of electromagnetic problems on axisymmetric domains, based on a combination of a spectral Fourier approximation in the azimuthal direction with an IsoGeometric Analysis (IGA) approach in the…
Surrogate models for partial-differential equations are widely used in the design of meta-materials to rapidly evaluate the behavior of composable components. However, the training cost of accurate surrogates by machine learning can rapidly…
We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…
Multi-material problems often exhibit complex geometries along with physical responses presenting large spatial gradients or discontinuities. In these cases, providing high-quality body-fitted finite element analysis meshes and obtaining…
One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…
Complex geometries as common in industrial applications consist of multiple patches, if spline based parametrizations are used. The requirements for the generation of analysis-suitable models are increasing dramatically since isogeometric…
We investigate a machine learning approach to option Greeks approximation based on Gaussian process (GP) surrogates. The method takes in noisily observed option prices, fits a nonparametric input-output map and then analytically…
Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…
We introduce a new paradigm for immersed finite element and isogeometric methods based on interpolating function spaces from an unfitted background mesh into Lagrange finite element spaces defined on a foreground mesh that captures the…
This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…