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In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…

Numerical Analysis · Mathematics 2023-12-13 Daniel Elfverson , Robert Scheichl , Simon Weissmann , F. Alejandro DiazDelaO

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

We propose a methodology for falsifying safety properties in robotic vehicle systems through property-guided reduction and surrogate execution. By isolating only the control logic and physical dynamics relevant to a given specification, we…

Cryptography and Security · Computer Science 2025-12-03 Nazmus Shakib Sayom , Luis Garcia

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

This paper presents a probabilistic surrogate model for the accelerated design of electric vehicle battery enclosures with a focus on crash performance. The study integrates high-throughput finite element simulations and Gaussian Process…

Machine Learning · Computer Science 2024-08-08 Shadab Anwar Shaikh , Harish Cherukuri , Kranthi Balusu , Ram Devanathan , Ayoub Soulami

The increasing penetration of renewable generation introduces uncertainty into power systems, challenging traditional deterministic optimization methods. Chance-constrained optimization offers an approach to balancing cost and risk;…

Optimization and Control · Mathematics 2025-11-06 Amir Bahador Javadi , Amin Kargarian

Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive…

Numerical Analysis · Mathematics 2026-05-18 Zhiwei Gao , George Karniadakis

Predicting and simulating aerodynamic fields for civil aircraft over wide flight envelopes represent a real challenge mainly due to significant numerical costs and complex flows. Surrogate models and reduced-order models help to estimate…

Fluid Dynamics · Physics 2019-12-11 Romain Dupuis , Jean-Christophe Jouhaud , Pierre Sagaut

Chance-constrained optimization is a suitable modeling framework for safety-critical applications where violating constraints is nearly unacceptable. The scenario approach is a popular solution method for these problems, due to its…

Optimization and Control · Mathematics 2026-03-19 Jaeseok Choi , Anand Deo , Constantino Lagoa , Anirudh Subramanyam

We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…

Optimization and Control · Mathematics 2023-12-27 Rishabh Gupta , Qi Zhang

Rare events are events that are expected to occur infrequently, or more technically, those that have low probabilities (say, order of $10^{-3}$ or less) of occurring according to a probability model. In the context of uncertainty…

Computation · Statistics 2015-08-21 James L. Beck , Konstantin M. Zuev

High-speed flight vehicles, which travel much faster than the speed of sound, are crucial for national defense and space exploration. However, accurately predicting their behavior under numerous, varied flight conditions is a challenge and…

Machine Learning · Computer Science 2024-11-07 Tyler E. Korenyi-Both , Nathan J. Falkiewicz , Matthew C. Jones

The paper presents a new efficient and robust method for rare event probability estimation for computational models of an engineering product or a process returning categorical information only, for example, either success or failure. For…

Computational Engineering, Finance, and Science · Computer Science 2022-10-11 Miroslav Vořechovský

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

Systems and Control · Electrical Eng. & Systems 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

This study focuses on two important problems related to applying offline model-based optimization to real-world industrial control problems. The first problem is how to create a reliable probabilistic model that accurately captures the…

Machine Learning · Computer Science 2024-03-26 Cheng Feng

Recently surrogate functions based on the tail inequalities were developed to evaluate the chance constraints in the context of evolutionary computation and several Pareto optimization algorithms using these surrogates were successfully…

Artificial Intelligence · Computer Science 2024-04-19 Xiankun Yan , Aneta Neumann , Frank Neumann

Surrogate models are effective tools for accelerated design of complex systems. The result of a design optimization procedure using surrogate models can be used to initialize an optimization routine using the full order system. High…

Computational Engineering, Finance, and Science · Computer Science 2025-01-15 Anas Abdelrehim , Dhairya Gandhi , Sharan Yalburgi , Ashutosh Bharambe , Ranjan Anantharaman , Chris Rackauckas

Offline optimization is an emerging problem in many experimental engineering domains including protein, drug or aircraft design, where online experimentation to collect evaluation data is too expensive or dangerous. To avoid that, one has…

Machine Learning · Computer Science 2024-05-10 Yassine Chemingui , Aryan Deshwal , Trong Nghia Hoang , Janardhan Rao Doppa

Parametric reduced-order modelling often serves as a surrogate method for hemodynamics simulations to improve the computational efficiency in many-query scenarios or to perform real-time simulations. However, the snapshots of the method…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Dongwei Ye , Valeria Krzhizhanovskaya , Alfons G. Hoekstra

In computer-aided engineering design, the goal of a designer is to find an optimal design on a given requirement using the numerical simulator in loop with an optimization method. In this design optimization process, a good design…

Machine Learning · Computer Science 2023-03-01 Harsh Vardhan , Peter Volgyesi , Janos Sztipanovits