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Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

Solving complex problems requires continuous effort in developing theory and practice to cope with larger, more difficult scenarios. Working with surrogates is normal for creating a proxy that realistically models the problem into the…

Neural and Evolutionary Computing · Computer Science 2026-02-10 Tomohiro Harada , Enrique Alba , Gabriel Luque

Developing surrogates for computer models has become increasingly important for addressing complex problems in science and engineering. This article introduces an artificial intelligent (AI) surrogate, referred to as the DeepSurrogate, for…

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

Neural surrogates for partial differential equations (PDEs) have become popular due to their potential to quickly simulate physics. With a few exceptions, neural surrogates generally treat the forward evolution of time-dependent PDEs as a…

Machine Learning · Computer Science 2025-04-18 Anthony Zhou , Amir Barati Farimani

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

Surrogate strategies are used widely for uncertainty quantification of groundwater models in order to improve computational efficiency. However, their application to dynamic multiphase flow problems is hindered by the curse of…

Machine Learning · Statistics 2019-05-02 Shaoxing Mo , Yinhao Zhu , Nicholas Zabaras , Xiaoqing Shi , Jichun Wu

This work introduces a hybrid approach that combines the Proper Generalised Decomposition (PGD) with deep learning techniques to provide real-time solutions for parametrised mechanics problems. By relying on a tensor decomposition, the…

Computational Physics · Physics 2025-09-03 Alexandre Daby-Seesaram , Kateřina Škardová , Martin Genet

The development of efficient surrogates for partial differential equations (PDEs) is a critical step towards scalable modeling of complex, multiscale systems-of-systems. Convolutional neural networks (CNNs) have gained popularity as the…

Machine Learning · Computer Science 2025-06-04 Adrienne M. Propp , Daniel M. Tartakovsky

Surrogate modeling and uncertainty quantification tasks for PDE systems are most often considered as supervised learning problems where input and output data pairs are used for training. The construction of such emulators is by definition a…

Computational Physics · Physics 2019-06-26 Yinhao Zhu , Nicholas Zabaras , Phaedon-Stelios Koutsourelakis , Paris Perdikaris

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

Gradient-based optimization of engineering designs is limited by non-differentiable components in the typical computer-aided engineering (CAE) workflow, which calculates performance metrics from design parameters. While gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2025-11-17 Andrin Rehmann , Nolan Black , Josiah Bjorgaard , Alessandro Angioi , Andrei Paleyes , Niklas Heim , Dion Häfner , Alexander Lavin

Time-dependent partial differential equations (PDEs) are ubiquitous in science and engineering. Recently, mostly due to the high computational cost of traditional solution techniques, deep neural network based surrogates have gained…

Machine Learning · Computer Science 2023-10-24 Phillip Lippe , Bastiaan S. Veeling , Paris Perdikaris , Richard E. Turner , Johannes Brandstetter

An efficient strategy to construct physics-based local surrogate models for parametric linear elliptic problems is presented. The method relies on proper generalized decomposition (PGD) to reduce the dimensionality of the problem and on an…

Numerical Analysis · Mathematics 2025-12-03 Marco Discacciati , Ben J. Evans , Matteo Giacomini

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

In certain practical engineering applications, there is an urgent need to perform repetitive solving of partial differential equations (PDEs) in a short period. This paper primarily considers three scenarios requiring extensive repetitive…

Numerical Analysis · Mathematics 2025-08-06 Bo Yang , Xingquan Li , Jie Zhao , Ying Jiang

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Optimization and uncertainty quantification have been playing an increasingly important role in computational hemodynamics. However, existing methods based on principled modeling and classic numerical techniques have faced significant…

Medical Physics · Physics 2022-09-07 Pan Du , Xiaozhi Zhu , Jian-Xun Wang

Solving partial differential equations (PDE) is an indispensable part of many branches of science as many processes can be modelled in terms of PDEs. However, recent numerical solvers require manual discretization of the underlying equation…

We propose a neural network-based meta-learning method to efficiently solve partial differential equation (PDE) problems. The proposed method is designed to meta-learn how to solve a wide variety of PDE problems, and uses the knowledge for…

Machine Learning · Statistics 2023-10-23 Tomoharu Iwata , Yusuke Tanaka , Naonori Ueda