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Delayed-acceptance is a technique for reducing computational effort for Bayesian models with expensive likelihoods. Using a delayed-acceptance kernel for Markov chain Monte Carlo can reduce the number of expensive likelihoods evaluations…

Computation · Statistics 2026-01-07 Joshua J Bon , Anthony Lee , Christopher Drovandi

Nowadays the city-wide traffic contains hundreds of thousands of vehicles with different scenarios of their behavior. If a microscopic approach is used it leads to solving tremendous systems of ordinary differential equations whose…

Physics and Society · Physics 2016-10-19 Valentina Kurtc , Igor Anufriev

This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards…

Numerical Analysis · Computer Science 2019-03-06 Svenja Schoeder , Katharina Kormann , Wolfgang Wall , Martin Kronbichler

One of the main challenges in building high-fidelity surrogate models of tokamak turbulence is the substantial demand for high-quality data. Typically, producing high-quality data involves simulating complex physical processes, which…

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

This work introduces a novel approach for data-driven model reduction of time-dependent parametric partial differential equations. Using a multi-step procedure consisting of proper orthogonal decomposition, dynamic mode decomposition and…

Numerical Analysis · Mathematics 2022-11-23 Martin W. Hess , Annalisa Quaini , Gianluigi Rozza

Global aerodynamic design optimization using Euler or Navier-Stokes equations requires very reliable surrogate modeling techniques since the computational effort for the underlying flow simulations is usually high. In general, for such…

Optimization and Control · Mathematics 2018-11-02 Emre Özkaya , Nicolas R. Gauger

Time integration of Fourier pseudo-spectral DNS is usually performed using the classical fourth-order accurate Runge--Kutta method, or other methods of second or third order, with a fixed step size. We investigate the use of higher-order…

Numerical Analysis · Mathematics 2019-11-11 David I. Ketcheson , Mikael Mortensen , Matteo Parsani , Nathanael Schilling

We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…

Data Analysis, Statistics and Probability · Physics 2023-04-07 Di Qi , John Harlim

In networked dynamical systems, inferring governing parameters is crucial for predicting nodal dynamics, such as gene expression levels, species abundance, or population density. While many parameter estimation techniques rely on…

Adaptation and Self-Organizing Systems · Physics 2025-03-25 Yanna Ding , Malik Magdon-Ismail , Jianxi Gao

High-fidelity computational models of cardiac mechanics provide mechanistic insight into the heart function but are computationally prohibitive for routine clinical use. Surrogate models can accelerate simulations, but generalization across…

Machine Learning · Computer Science 2026-02-25 Davide Carrara , Marc Hirschvogel , Francesca Bonizzoni , Stefano Pagani , Simone Pezzuto , Francesco Regazzoni

The idea of using machine learning (ML) methods to reconstruct the dynamics of a system is the topic of recent studies in the geosciences, in which the key output is a surrogate model meant to emulate the dynamical model. In order to treat…

Machine Learning · Statistics 2021-09-22 Alban Farchi , Patrick Laloyaux , Massimo Bonavita , Marc Bocquet

We introduce a new class of Runge-Kutta type methods suitable for time stepping to propagate hyperbolic solutions within tent-shaped spacetime regions. Unlike standard Runge-Kutta methods, the new methods yield expected convergence…

Numerical Analysis · Mathematics 2020-02-28 Jay Gopalakrishnan , Joachim Schöberl , Christoph Wintersteiger

This study introduces a surrogate modeling framework merging proper orthogonal decomposition, long short-term memory networks, and multi-task learning, to accurately predict elastoplastic deformations in real-time. Superior to single-task…

Computational Engineering, Finance, and Science · Computer Science 2024-11-11 Ruben Schmeitz , Joris Remmers , Olga Mula , Olaf van der Sluis

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

Computation · Statistics 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

We give the first mathematically rigorous analysis of an emerging approach to finite element analysis (see, e.g., Bauer et al. [Appl. Numer. Math., 2017]), which we hereby refer to as the surrogate matrix methodology. This methodology is…

Numerical Analysis · Mathematics 2020-08-11 Daniel Drzisga , Brendan Keith , Barbara Wohlmuth

We present novel entropy-conservative and entropy-stable multirate Runge-Kutta methods based on Paired Explicit Runge-Kutta (P-ERK) schemes with relaxation for conservation laws and related systems of partial differential equations.…

Numerical Analysis · Mathematics 2025-07-09 Daniel Doehring , Hendrik Ranocha , Manuel Torrilhon

Understanding structure-property relations is essential to optimally design materials for specific applications. Two-scale simulations are often employed to analyze the effect of the microstructure on a component's macroscopic properties.…

Computational Engineering, Finance, and Science · Computer Science 2022-10-25 Theron Guo , Francesco A. B. Silva , Ondřej Rokoš , Karen Veroy

We consider the task of data-driven identification of dynamical systems, specifically for systems whose behavior at large frequencies is non-standard, as encoded by a non-trivial relative degree of the transfer function or, alternatively, a…

Numerical Analysis · Mathematics 2025-11-25 Davide Pradovera , Ion Victor Gosea , Jan Heiland

When evaluating quantities of interest that depend on the solutions to differential equations, we inevitably face the trade-off between accuracy and efficiency. Especially for parametrized, time dependent problems in engineering…

Numerical Analysis · Mathematics 2022-12-21 Paolo Conti , Mengwu Guo , Andrea Manzoni , Jan S. Hesthaven
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