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Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…

Machine Learning · Statistics 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

In this paper, we propose a local model reduction approach for subsurface flow problems in stochastic and highly heterogeneous media. To guarantee the mass conservation, we consider the mixed formulation of the flow problem and aim to solve…

Numerical Analysis · Mathematics 2022-03-23 Yiran Wang , Eric Chung , Shubin Fu

Metamodeling of complex numerical systems has recently attracted the interest of the mathematical programming community. Despite the progress in high performance computing, simulations remain costly, as a matter of fact, the assessment of…

Other Statistics · Statistics 2018-11-13 Soumaya Azzi , Yuanyuan Huang , Bruno Sudret , Joe Wiart

We present a combined numerical and data-driven workflow for efficient prediction of nonlinear, instationary convection-diffusion-reaction dynamics on a two-dimensional phenotypic domain, motivated by macroscopic modeling of cancer cell…

Computational Engineering, Finance, and Science · Computer Science 2026-02-02 Michael Urs Lars Kastor , Jan Rottmayer , Anna Hundertmark , Nicolas Ralph Gauger

This study proposes a novel framework based on magnitude cumulant and surrogate analyses to reliably detect and estimate the intermittency coefficient from short-length coarse-resolution turbulent time series. Intermittency coefficients…

Fluid Dynamics · Physics 2009-11-13 Sukanta Basu , Efi Foufoula-Georgiou , Bruno Lashermes , Alain Arneodo

This work presents a robust design optimization approach for a char combustion process in a limited-data setting, where simulations of the fluid-solid coupled system are computationally expensive. We integrate a polynomial dimensional…

Optimization and Control · Mathematics 2025-03-11 Yulin Guo , Dongjin Lee , Boris Kramer

We study sensor scheduling for continuous-discrete Kalman filtering with Poisson measurement arrivals and propose an information-form deterministic surrogate for scalable offline design. Unlike the covariance-form surrogate, the sensing…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Hyeongmin Choe , SooJean Han

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Machine Learning · Computer Science 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

The Linear Parameter-Varying (LPV) framework enables the construction of surrogate models of complex nonlinear and high-dimensional systems, facilitating efficient stability and performance analysis together with controller design. Despite…

Systems and Control · Electrical Eng. & Systems 2026-04-01 E. Javier Olucha , Valentin Preda , Amritam Das , Roland Tóth

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

The dominant paradigm for power system dynamic simulation is to build system-level simulations by combining physics-based models of individual components. The sheer size of the system along with the rapid integration of inverter-based…

Systems and Control · Electrical Eng. & Systems 2024-10-24 Matthew Bossart , Jose Daniel Lara , Ciaran Roberts , Rodrigo Henriquez-Auba , Duncan Callaway , Bri-Mathias Hodge

Reduced-order models (ROMs) can efficiently simulate high-dimensional physical systems but lack robust uncertainty quantification methods. Existing approaches are frequently architecture- or training-specific, which limits flexibility and…

Machine Learning · Computer Science 2025-11-18 Jonas E. Katona , Emily K. de Jong , Nipun Gunawardena

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

Soft Condensed Matter · Physics 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

Stochastic modeling has become a popular approach to quantify uncertainty in flows through heterogeneous porous media. The uncertainty in heterogeneous structure properties is often parameterized by a high-dimensional random variable. This…

Numerical Analysis · Mathematics 2013-10-22 Lijian Jiang , J. David Moulton , Jia Wei

Uncertainty Quantification (UQ) is receiving more and more attention for engineering applications in particular from robust optimization. Indeed, running a computer experiment only provides a limited knowledge in terms of uncertainty and…

Turbulent flows have historically presented formidable challenges to predictive computational modeling. Traditional numerical simulations often require vast computational resources, making them infeasible for numerous engineering…

Fluid Dynamics · Physics 2023-11-15 Han Gao , Xu Han , Xiantao Fan , Luning Sun , Li-Ping Liu , Lian Duan , Jian-Xun Wang

We present a new approach for nonlinear dimensionality reduction, specifically designed for computationally expensive mathematical models. We leverage autoencoders to discover a one-dimensional neural active manifold (NeurAM) capturing the…

Numerical Analysis · Mathematics 2025-10-31 Andrea Zanoni , Gianluca Geraci , Matteo Salvador , Alison L. Marsden , Daniele E. Schiavazzi

In the continual effort to improve product quality and decrease operations costs, computational modeling is increasingly being deployed to determine feasibility of product designs or configurations. Surrogate modeling of these computer…

Machine Learning · Statistics 2021-11-10 Nathan Wycoff , Mickaël Binois , Robert B. Gramacy

Highly accurate datasets from numerical or physical experiments are often expensive and time-consuming to acquire, posing a significant challenge for applications that require precise evaluations, potentially across multiple scenarios and…

Machine Learning · Computer Science 2026-02-06 Paolo Conti , Mengwu Guo , Attilio Frangi , Andrea Manzoni

We propose to homogenize a periodic (along one direction) structure, first in order to verify the quasi-static prediction of its response to an acoustic wave arising from mixing theory, then to address the question of what becomes of this…

Applied Physics · Physics 2018-03-14 Armand Wirgin
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