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Surrogate modelling techniques have opened up new possibilities to overcome the limitations of computationally intensive numerical models in various areas of engineering and science. However, while fundamental in many engineering…

Numerical Analysis · Mathematics 2024-02-20 José Calos García-Marino , Carmen Calvo-Jurado , Enrique García-Macías

Differential equations with random parameters have gained significant prominence in recent years due to their importance in mathematical modelling and data assimilation. In many cases, random ordinary differential equations (RODEs) are…

Dynamical Systems · Mathematics 2018-12-13 Maxime Breden , Christian Kuehn

Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…

Machine Learning · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

Physics-Informed Neural Networks (PINNs) are machine learning tools that approximate the solution of general partial differential equations (PDEs) by adding them in some form as terms of the loss/cost function of a Neural Network. Most…

Numerical Analysis · Mathematics 2022-08-29 Antonio Tadeu Azevedo Gomes , Larissa Miguez da Silva , Frederic Valentin

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

Solving parametric Partial Differential Equations (PDEs) for a broad range of parameters is a critical challenge in scientific computing. To this end, neural operators, which \textcolor{black}{predicts the PDE solution with variable PDE…

Numerical Analysis · Mathematics 2024-11-14 Weiheng Zhong , Hadi Meidani

A fundamental challenge in physics-informed machine learning (PIML) is the design of robust PIML methods for out-of-distribution (OOD) forecasting tasks. These OOD tasks require learning-to-learn from observations of the same (ODE)…

Machine Learning · Computer Science 2023-03-07 S Chandra Mouli , Muhammad Ashraful Alam , Bruno Ribeiro

Kinetic equations are crucial for modeling non-equilibrium phenomena, but their computational complexity is a challenge. This paper presents a data-driven approach using reduced order models (ROM) to efficiently model non-equilibrium flows…

Fluid Dynamics · Physics 2023-10-09 Julian Koellermeier , Philipp Krah , Julius Reiss , Zachary Schellin

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

Numerical Analysis · Mathematics 2020-10-16 Mahadevan Ganesh , Stuart C Hawkins , Alexandre Tartakovsky , Ramakrishna Tipireddy

Neural networks are one tool for approximating non-linear differential equations used in scientific computing tasks such as surrogate modeling, real-time predictions, and optimal control. PDE foundation models utilize neural networks to…

Machine Learning · Computer Science 2025-02-11 Elisa Negrini , Yuxuan Liu , Liu Yang , Stanley J. Osher , Hayden Schaeffer

Principal Component Analysis (PCA) minimizes the reconstruction error given a class of linear models of fixed component dimensionality. Probabilistic PCA adds a probabilistic structure by learning the probability distribution of the PCA…

Machine Learning · Computer Science 2022-09-20 Vanessa Böhm , Uroš Seljak

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

Modelling complex multiphysics systems governed by nonlinear and strongly coupled partial differential equations (PDEs) is a cornerstone in computational science and engineering. However, it remains a formidable challenge for traditional…

Machine Learning · Computer Science 2025-02-28 Biao Yuan , He Wang , Yanjie Song , Ana Heitor , Xiaohui Chen

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many…

Methodology · Statistics 2024-06-19 Joy N. Mueller , Khachik Sargsyan , Craig J. Daniels , Habib N. Najm

Dimensionality reduction is critical across various domains of science including neuroscience. Probabilistic Principal Component Analysis (PPCA) is a prominent dimensionality reduction method that provides a probabilistic approach unlike…

Machine Learning · Computer Science 2025-09-24 Han-Lin Hsieh , Maryam M. Shanechi

Frequency response functions (FRFs) are important for assessing the behavior of stochastic linear dynamic systems. For large systems, their evaluations are time-consuming even for a single simulation. In such cases, uncertainty…

Computation · Statistics 2017-03-23 V. Yaghoubi , S. Marelli , B. Sudret , T. Abrahamsson

Data-driven decompositions are becoming essential tools in fluid dynamics, allowing for tracking the evolution of coherent patterns in large datasets, and for constructing low order models of complex phenomena. In this work, we analyze the…

Fluid Dynamics · Physics 2020-04-15 M. A. Mendez , M. Balabane , J. -M. Buchlin

Since the early 1900s, numerous research efforts have been devoted to developing quantitative solutions to stochastic mechanical systems. In general, the problem is perceived as solved when a complete or partial probabilistic description on…

Machine Learning · Statistics 2020-03-05 Ziqi Wang , Marco Broccardo , Junho Song