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A machine-learning-based framework for modeling the error introduced by surrogate models of parameterized dynamical systems is proposed. The framework entails the use of high-dimensional regression techniques (e.g., random forests, LASSO)…

Numerical Analysis · Computer Science 2017-06-02 Sumeet Trehan , Kevin Carlberg , Louis J. Durlofsky

Most practical engineering design problems involve nonlinear spatio-temporal dynamical systems. Multi-physics simulations are often performed to capture the fine spatio-temporal scales which govern the evolution of these systems. However,…

Machine Learning · Computer Science 2026-04-17 Sudeepta Mondal , Soumalya Sarkar

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

We present a time-step targetting scheme to simulate real-time dynamics efficiently using the density matrix renormalization group (DMRG). The algorithm works on ladders and systems with interactions beyond nearest neighbors, in contrast to…

Strongly Correlated Electrons · Physics 2007-05-23 Adrian E. Feiguin , Steven R. White

Time-variant reliability analysis is a critical task for ensuring the safety of engineering dynamical systems subjected to stochastic excitations. However, assessing failure probability for realistic systems with Monte-Carlo…

Methodology · Statistics 2026-05-13 Stefano Marelli , Styfen Schär , Bruno Sudret

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

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

For economic nonlinear model predictive control and dynamic real-time optimization fast and accurate models are necessary. Consequently, the use of dynamic surrogate models to mimic complex rigorous models is increasingly coming into focus.…

Systems and Control · Electrical Eng. & Systems 2021-07-30 Torben Talis , Joris Weigert , Erik Esche , Jens-Uwe Repke

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Engineering design involves demanding models encompassing many decision variables and uncontrollable parameters. In addition, unavoidable aleatoric and epistemic uncertainties can be very impactful and add further complexity. The…

Systems and Control · Electrical Eng. & Systems 2026-02-27 Enrico Ampellio , Blazhe Gjorgiev , Giovanni Sansavini

Characterizing the interior structure of exoplanets is an inverse problem often solved using Bayesian inference, but this approach is hampered by the high computational cost of planetary structure models. To overcome this barrier, we…

Earth and Planetary Astrophysics · Physics 2025-12-22 Tijn De Wringer , Caroline Dorn , Emily O. Garvin , Stefano Marelli

We generalize the idea of relaxation time stepping methods in order to preserve multiple nonlinear conserved quantities of a dynamical system by projecting along directions defined by multiple time stepping algorithms. Similar to the…

Numerical Analysis · Mathematics 2023-02-13 Abhijit Biswas , David I. Ketcheson

Systems driven by multiple physical processes are central to many areas of science and engineering. Time discretization of multiphysics systems is challenging, since different processes have different levels of stiffness and characteristic…

Numerical Analysis · Mathematics 2022-01-19 Adrian Sandu , Michael Günther , Steven Roberts

We propose a model order reduction framework for incompressible fluid-structure interaction (FSI) problems based on high-order implicit Runge-Kutta (IRK) methods. We consider separate reduced spaces for fluid velocity, fluid pressure and…

Numerical Analysis · Mathematics 2025-12-30 Tommaso Taddei , Xuejun Xu , Lei Zhang

Based on current trends in computer architectures, faster compute speeds must come from increased parallelism rather than increased clock speeds, which are currently stagnate. This situation has created the well-known bottleneck for…

Numerical Analysis · Mathematics 2021-07-07 Masumi Sugiyama , Jacob B. Schroder , Ben S. Southworth , Stephanie Friedhoff

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

Segregated Runge-Kutta (SRK) schemes are time integration methods for the incompressible Navier-Stokes equations. In this approach, convection and diffusion can be independently treated either explicitly or implicitly, which in particular…

Numerical Analysis · Mathematics 2025-06-12 Pavel Bakhvalov

This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…

Machine Learning · Computer Science 2024-04-04 Diego Botache , Jens Decke , Winfried Ripken , Abhinay Dornipati , Franz Götz-Hahn , Mohamed Ayeb , Bernhard Sick

Systems governed by partial differential equations (PDEs) require computationally intensive numerical solvers to predict spatiotemporal field evolution. While machine learning (ML) surrogates offer faster solutions, autoregressive inference…

Machine Learning · Computer Science 2025-07-08 Ishan Khurjekar , Indrashish Saha , Lori Graham-Brady , Somdatta Goswami

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the…

Numerical Analysis · Mathematics 2023-10-18 Saibal De , Reese E. Jones , Hemanth Kolla