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Data-driven surrogate modeling has emerged as a promising approach for reducing computational expenses of multiscale simulations. Recurrent Neural Network (RNN) is a common choice for modeling of path-dependent behavior. However, previous…

Computational Engineering, Finance, and Science · Computer Science 2023-12-29 Yangzi He , Shabnam J. Semnani

Recently, contrastive learning has risen to be a promising approach for large-scale self-supervised learning. However, theoretical understanding of how it works is still unclear. In this paper, we propose a new guarantee on the downstream…

Machine Learning · Computer Science 2022-05-30 Yifei Wang , Qi Zhang , Yisen Wang , Jiansheng Yang , Zhouchen Lin

Sequential generative models conditioned on uncertain rewards are central to AI-driven scientific discovery, yet the epistemic uncertainty they inherit from imperfect reward estimates remains unquantified. We propagate this uncertainty…

Presence of a high-dimensional stochastic parameter space with discontinuities poses major computational challenges in analyzing and quantifying the effects of the uncertainties in a physical system. In this paper, we propose a stochastic…

Numerical Analysis · Mathematics 2018-08-01 Anindya Bhaduri , Yanyan He , Michael D. Shields , Lori Graham-Brady , Robert M. Kirby

Deep neural networks (DNNs) are vulnerable to adversarial examples obtained by adding small perturbations to original examples. The added perturbations in existing attacks are mainly determined by the gradient of the loss function with…

Cryptography and Security · Computer Science 2023-06-06 Chen Wan , Fangjun Huang

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń

A surrogate model approximates a computationally expensive solver. Polynomial Chaos is a method to construct surrogate models by summing combinations of carefully chosen polynomials. The polynomials are chosen to respect the probability…

Numerical Analysis · Mathematics 2017-06-29 Thomas A. McCourt , Brodie Lawson , Fengde Zhou , Bevan Thompson , Stephen Tyson , Diane Donovan

Deep surrogate models for parametric partial differential equations (PDEs) can deliver high-fidelity approximations but remain prohibitively data-hungry: training often requires thousands of fine-grid simulations, each incurring substantial…

Machine Learning · Computer Science 2026-03-03 Yang Meng , Ruoxi Jiang , Zhuokai Zhao , Chong Liu , Rebecca Willett , Yuxin Chen

We derive an adaptive hierarchical method of estimating high dimensional probability density functions. We call this method of density estimation the "adaptive cluster expansion" or ACE for short. We present an application of this approach,…

Neural and Evolutionary Computing · Computer Science 2010-12-17 Stephen Luttrell

Human exposure induced by wireless communication systems increasingly draws the public attention. Here, an indoor down-link scenario is concerned and the exposure level is statistically analyzed. The electromagnetic field (EMF) emitted by a…

Applications · Statistics 2020-04-14 Zicheng Liu , Dominique Lesselier , Bruno Sudret , Joe Wiart

We propose an efficient surrogate modeling technique for uncertainty quantification. The method is based on a well-known dimension-adaptive collocation scheme. We improve the scheme by enhancing sparse polynomial surrogates with conformal…

Computational Engineering, Finance, and Science · Computer Science 2020-05-20 Niklas Georg , Dimitrios Loukrezis , Ulrich Römer , Sebastian Schöps

Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…

Machine Learning · Computer Science 2021-09-14 Hao Xu , Dongxiao Zhang , Nanzhe Wang

Methods based on polynomial chaos expansion allow to approximate the behavior of systems with uncertain parameters by deterministic dynamics. These methods are used in a wide range of applications, spanning from simulation of uncertain…

Systems and Control · Computer Science 2017-11-28 Tillmann Mühlpfordt , Rolf Findeisen , Veit Hagenmeyer , Timm Faulwasser

Computational models support high-stakes decisions across engineering and science, and practitioners increasingly seek probabilistic predictions to quantify uncertainty in such models. Existing approaches generate predictions either by…

Computational Engineering, Finance, and Science · Computer Science 2026-04-13 Rileigh Bandy , Enrico Camporeale , Andong Hu , Thomas Berger , Rebecca Morrison

With the mass construction of Gen III nuclear reactors, it is a popular trend to use deep learning (DL) techniques for fast and effective diagnosis of possible accidents. To overcome the common problems of previous work in diagnosing…

Signal Processing · Electrical Eng. & Systems 2022-09-26 Chengyuan Li , Zhifang Qiu , Zhangrui Yan , Meifu Li

State-of-the-art computer codes for simulating real physical systems are often characterized by a vast number of input parameters. Performing uncertainty quantification (UQ) tasks with Monte Carlo (MC) methods is almost always infeasible…

Computational Physics · Physics 2018-10-17 Rohit Tripathy , Ilias Bilionis

Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…

Machine Learning · Computer Science 2022-07-06 Seid H. Pourtakdoust , Amir H. Khodabakhsh

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields