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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

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…

Numerical Analysis · Mathematics 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

Surrogate strategies are used widely for uncertainty quantification of groundwater models in order to improve computational efficiency. However, their application to dynamic multiphase flow problems is hindered by the curse of…

Machine Learning · Statistics 2019-05-02 Shaoxing Mo , Yinhao Zhu , Nicholas Zabaras , Xiaoqing Shi , Jichun Wu

Slurry transportation via pipelines is essential for global industries, offering efficiency and environmental benefits. Specifically, the precise calibration of physical parameters for transporting raw phosphate material to fertilizer…

Fluid Dynamics · Physics 2024-06-13 Marwane Elkarii , Radouan Boukharfane , Nabil El Moçayd

Existing deep learning-based surrogate models facilitate efficient data generation, but fall short in uncertainty quantification, efficient parameter space exploration, and reverse prediction. In our work, we introduce SurroFlow, a novel…

Machine Learning · Computer Science 2024-07-19 Jingyi Shen , Yuhan Duan , Han-Wei Shen

We build surrogate models for dynamic 3D subsurface single-phase flow problems with multiple vertical producing wells. The surrogate model provides efficient pressure estimation of the entire formation at any timestep given a stochastic…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Rui Xu , Dongxiao Zhang , Nanzhe Wang

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

Surrogate models are extensively employed for forward and inverse uncertainty quantification in complex, computation-intensive engineering problems. Nonetheless, constructing high-accuracy surrogate models for complex dynamical systems with…

Dynamical Systems · Mathematics 2025-03-20 Zhouzhou Song , Weiyun Xu , Marcos A. Valdebenito , Matthias G. R. Faes

State-of-the-art computer codes for simulating real physical systems are often characterized by a vast number of input parameters. Performing uncertainty quantification (UQ) tasks with Monte Carlo (MC) methods is almost always infeasible…

Computational Physics · Physics 2018-10-17 Rohit Tripathy , Ilias Bilionis

We present a distributed active subspace method for training surrogate models of complex physical processes with high-dimensional inputs and function valued outputs. Specifically, we represent the model output with a truncated…

Computational Physics · Physics 2019-08-09 Hayley Guy , Alen Alexanderian , Meilin Yu

Thanks to their versatility, ease of deployment and high-performance, surrogate models have become staple tools in the arsenal of uncertainty quantification (UQ). From local interpolants to global spectral decompositions, surrogates are…

Machine Learning · Statistics 2020-02-12 C. Lataniotis , S. Marelli , B. Sudret

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

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

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

Subsurface flow problems usually involve some degree of uncertainty. Consequently, uncertainty quantification is commonly necessary for subsurface flow prediction. In this work, we propose a methodology for efficient uncertainty…

Signal Processing · Electrical Eng. & Systems 2020-12-02 Nanzhe Wang , Haibin Chang , Dongxiao Zhang

A problem of considerable importance within the field of uncertainty quantification (UQ) is the development of efficient methods for the construction of accurate surrogate models. Such efforts are particularly important to applications…

Computational Physics · Physics 2019-03-01 Rohit Tripathy , Ilias Bilionis

Efficient surrogate modelling is a key requirement for uncertainty quantification in data-driven scenarios. In this work, a novel approach of using Sparse Random Features for surrogate modelling in combination with self-supervised…

Machine Learning · Computer Science 2023-01-02 Maternus Herold , Anna Veselovska , Jonas Jehle , Felix Krahmer

In the quest for advanced propulsion and power-generation systems, high-fidelity simulations are too computationally expensive to survey the desired design space, and a new design methodology is needed that combines engineering physics,…

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

Computation · Statistics 2025-07-17 S. Marelli , S. Schär , B. Sudret

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris
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