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Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…

Machine Learning · Computer Science 2024-03-12 Kaiwen Wu , Jonathan Wenger , Haydn Jones , Geoff Pleiss , Jacob R. Gardner

Numerical integration and emulation are fundamental topics across scientific fields. We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate…

Computation · Statistics 2021-01-20 F. Llorente , L. Martino , V. Elvira , D. Delgado , J. López-Santiago

In this paper the isogeometric Nystr\"om method is presented. It's outstanding features are: it allows the analysis of domains described by many different geometrical mapping methods in computer aided geometric design and it requires only…

Numerical Analysis · Computer Science 2015-06-15 Jürgen Zechner , Benjamin Marussig , Gernot Beer , Thomas-Peter Fries

The root mean squared error is an important measure used in a variety of applications such as structural dynamics and acoustics to model averaged deviations from standard behavior. For large-scale systems, simulations of this quantity…

Numerical Analysis · Mathematics 2025-04-22 Sean Reiter , Steffen W. R. Werner

An Isogeometric Boundary Element Method (IgA-BEM) is considered for the numerical solution of Helmholtz problems on 3D bounded or unbounded domains, admitting a smooth conformal multi-patch representation of their finite boundary surface.…

Numerical Analysis · Mathematics 2022-12-26 Antonella Falini , Tadej Kanduc , Maria Lucia Sampoli , Alessandra Sestini

Isogeometric Analysis (IgA) is a framework for setting up spline-based discretizations of partial differential equations, which has been introduced around a decade ago and has gained much attention since then. If large spline degrees are…

Numerical Analysis · Mathematics 2021-03-05 Christoph Hofer , Stefan Takacs

This paper introduces a novel two-stage machine learning-based surrogate modeling framework to address inverse problems in scientific and engineering fields. In the first stage of the proposed framework, a machine learning model termed the…

Machine Learning · Computer Science 2024-01-05 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Evan J. Pineda , Brett A. Bednarcyk , Scott E. Stapleton

This paper presents a novel methodology that uses surrogate models in the form of neural networks to reduce the computation time of simulation-based optimization of a reference trajectory. Simulation-based optimization is necessary when…

Optimization and Control · Mathematics 2023-03-31 Evelyn Ruff , Rebecca Russell , Matthew Stoeckle , Piero Miotto , Jonathan P. How

Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive…

Numerical Analysis · Mathematics 2026-05-18 Zhiwei Gao , George Karniadakis

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

This paper reviews the state of the art and discusses recent developments in the field of adaptive isogeometric analysis, with special focus on the mathematical theory. This includes an overview of available spline technologies for the…

Numerical Analysis · Mathematics 2022-11-18 Annalisa Buffa , Gregor Gantner , Carlotta Giannelli , Dirk Praetorius , Rafael Vázquez

The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…

Machine Learning · Statistics 2021-03-17 Maximilian Rixner , Phaedon-Stelios Koutsourelakis

This work is concerned with linear matrix equations that arise from the space-time discretization of time-dependent linear partial differential equations (PDEs). Such matrix equations have been considered, for example, in the context of…

Numerical Analysis · Mathematics 2023-06-16 Daniel Kressner , Stefano Massei , Junli Zhu

We present an introduction to some of the state of the art in reduced order and surrogate modeling in gravitational wave (GW) science. Approaches that we cover include Principal Component Analysis, Proper Orthogonal Decomposition, the…

General Relativity and Quantum Cosmology · Physics 2022-05-04 Manuel Tiglio , Aarón Villanueva

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

Accurate calibration of finite element (FE) models is essential across various biomechanical applications, including human intervertebral discs (IVDs), to ensure their reliability and use in diagnosing and planning treatments. However,…

Gaussian process (GP) surrogate modeling for large computer experiments is limited by cubic runtimes, especially with data from stochastic simulations with input-dependent noise. A popular workaround to reduce computational complexity…

Methodology · Statistics 2022-06-01 D Austin Cole , Robert B Gramacy , Mike Ludkovski

Performing reliability analysis on complex systems is often computationally expensive. In particular, when dealing with systems having high input dimensionality, reliability estimation becomes a daunting task. A popular approach to overcome…

Machine Learning · Statistics 2021-12-22 Navaneeth N. , Souvik Chakraborty

We present PetIGA, a code framework to approximate the solution of partial differential equations using isogeometric analysis. PetIGA can be used to assemble matrices and vectors which come from a Galerkin weak form, discretized with…

Mathematical Software · Computer Science 2015-07-29 Lisandro Dalcin , Nathan Collier , Philippe Vignal , Adriano M. A. Cortes , V. M. Calo