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This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

Data assimilation presents computational challenges because many high-fidelity models must be simulated. Various deep-learning-based surrogate modeling techniques have been developed to reduce the simulation costs associated with these…

Machine Learning · Computer Science 2022-12-28 Su Jiang , Louis J. Durlofsky

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter $y$. The performance parameter $y$ is random due to the presence of various sources…

Numerical Analysis · Mathematics 2016-07-20 Keyi Wu , Jinglai Li

This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…

Numerical Analysis · Mathematics 2022-10-31 Gabriele Santin , Bernard Haasdonk

Surrogate modelling is widely applied in computational science and engineering to mitigate computational efficiency issues for the real-time simulations of complex and large-scale computational models or for many-query scenarios, such as…

Machine Learning · Computer Science 2024-09-26 Konstantinos Kevopoulos , Dongwei Ye

Leveraging neural networks as surrogate models for turbulence simulation is a topic of growing interest. At the same time, embodying the inherent uncertainty of simulations in the predictions of surrogate models remains very challenging.…

Fluid Dynamics · Physics 2024-10-10 Qiang Liu , Nils Thuerey

Optimizing expensive black-box systems with limited data is an extremely challenging problem. As a resolution, we present a new surrogate optimization approach by addressing two gaps in prior research -- unimportant input variables and…

Optimization and Control · Mathematics 2021-09-10 Hadis Anahideh , Jay Rosenberger , Victoria 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

Accurate yet efficient surrogate models are essential for large-scale simulations of partial differential equations (PDEs), particularly for uncertainty quantification (UQ) tasks that demand hundreds or thousands of evaluations. We develop…

Computational Fluid Dynamics (CFD)-driven training combines machine learning (ML) with CFD solvers to develop physically consistent closure models with improved predictive accuracy. In the original framework, each ML-generated candidate…

Machine Learning · Computer Science 2025-12-23 Yuan Fang , Fabian Waschkowski , Maximilian Reissmann , Richard D. Sandberg , Takuo Oda , Koichi Tanimoto

Methods for generating sequences of surrogates approximating fine scale models of two-phase random heterogeneous media are presented that are designed to adaptively control the modeling error in key quantities of interest (QoIs). For…

Numerical Analysis · Mathematics 2019-03-07 Laura Scarabosio , Barbara Wohlmuth , J. Tinsley Oden , Danial Faghihi

We propose a new unfitted finite element method for simulation of two-phase flows in presence of insoluble surfactant. The key features of the method are 1) discrete conservation of surfactant mass; 2) the possibility of having meshes that…

Numerical Analysis · Mathematics 2022-11-30 Thomas Frachon , Sara Zahedi

Phase-field simulations of liquid metal dealloying (LMD) can capture complex microstructural evolutions but can be prohibitively expensive for large domains and long time horizons. In this paper, we introduce a fully convolutional,…

Computational Engineering, Finance, and Science · Computer Science 2026-02-10 Christophe Bonneville , Nathan Bieberdorf , Pieterjan Robbe , Mark Asta , Habib Najm , Laurent Capolungo , Cosmin Safta

The permeability of complex porous materials can be obtained via direct flow simulation, which provides the most accurate results, but is very computationally expensive. In particular, the simulation convergence time scales poorly as…

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

High-dimensional/high-fidelity nonlinear dynamical systems appear naturally when the goal is to accurately model real-world phenomena. Many physical properties are thereby encoded in the internal differential structure of these resulting…

Numerical Analysis · Mathematics 2024-03-14 Peter Benner , Serkan Gugercin , Steffen W. R. Werner

Physical based simulations can be very time and computationally demanding tasks. One way of accelerating these processes is by making use of data-driven surrogate models that learn from existing simulations. Ensembling methods are…

Machine Learning · Computer Science 2023-12-22 Anthony Kalaydjian , Anton Balykov , Alexi Semiz , Adrien Chan-Hon-Tong

Coupled problems with various combinations of multiple physics, scales, and domains are found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled numerical models is…

Analysis of PDEs · Mathematics 2012-04-17 Maarten Arnst , Roger Ghanem , Eric Phipps , John Red-Horse

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

Surrogate models are used for global approximation of responses generated by expensive computer experiments like CFD applications. In this paper, we make use of structural similarities which are shared by a class of related problems. We…

Numerical Analysis · Mathematics 2012-06-20 Benjamin Rosenbaum , Volker Schulz
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