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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

The increasing penetration of renewable energy sources introduces significant uncertainty in power system operations, making traditional deterministic unit commitment approaches computationally expensive. This paper presents a machine…

Systems and Control · Electrical Eng. & Systems 2025-09-15 Amir Bahador Javadi , Amin Kargarian , Mort Naraghi-Pour

Solving inverse problems in cardiovascular modeling is particularly challenging due to the high computational cost of running high-fidelity simulations. In this work, we focus on Bayesian parameter estimation and explore different methods…

Machine Learning · Statistics 2025-12-22 Chloe H. Choi , Andrea Zanoni , Daniele E. Schiavazzi , Alison L. Marsden

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

This work discusses model reduction for differential-algebraic systems with quadratic output equations. Under mild conditions, these systems can be transformed into a Weierstra{\ss} canonical form and, thus, be decoupled into differential…

Dynamical Systems · Mathematics 2024-02-23 Jennifer Przybilla , Igor Pontes Duff , Pawan Goyal , Peter Benner

Heterogeneity and uncertainty in a composite microstructure lead to either computational bottlenecks if modeled rigorously or to solution inaccuracies in the stress field and failure predictions if approximated. Although methods suitable…

Machine Learning · Computer Science 2024-05-31 Emil Pitz , Kishore Pochiraju

Models of complex systems often consist of multiple interconnected subsystem/component models that are developed by multi-disciplinary teams of engineers or scientists. To ensure that such interconnected models can be applied for the…

Systems and Control · Electrical Eng. & Systems 2023-01-23 Lars A. L. Janssen , Bart Besselink , Rob H. B. Fey , Nathan van de Wouw

We consider linear dynamical systems consisting of ordinary differential equations with high dimensionality. The aim of model order reduction is to construct an approximating system of a much lower dimension. Therein, the reduced system may…

Numerical Analysis · Mathematics 2017-11-09 Roland Pulch

Surrogate models are used for global approximation of responses generated by expensive computer experiments like CFD applications. In this paper, we make use of structural similarities which are shared by a class of related problems. We…

Numerical Analysis · Mathematics 2012-06-20 Benjamin Rosenbaum , Volker Schulz

In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an…

Statistics Theory · Mathematics 2017-10-31 Boris Brodsky , Boris Darkhovsky

In order to solve partial differential equations numerically and accurately, a high order spatial discretization is usually needed. Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized systems…

Optimization and Control · Mathematics 2017-12-04 Pawan Goyal , Martin Redmann

In this paper, we compute a low order approximation of a system of large order $n$ that matches $\nu$ moments of order $j_i$ of the transfer function, at $\nu$ interpolation points, has $\ell$ poles and $k$ zeros fixed and also matches…

Optimization and Control · Mathematics 2021-02-25 Tudor C. Ionescu , Orest V. Iftime , Ion Necoara

In this paper, we present an interpolation framework for structure-preserving model order reduction of parametric bilinear dynamical systems. We introduce a general setting, covering a broad variety of different structures for parametric…

Numerical Analysis · Mathematics 2021-07-13 Peter Benner , Serkan Gugercin , Steffen W. R. Werner

Surrogates, models that mimic the behavior of programs, form the basis of a variety of development workflows. We study three surrogate-based design patterns, evaluating each in case studies on a large-scale CPU simulator. With surrogate…

Programming Languages · Computer Science 2021-12-14 Alex Renda , Yi Ding , Michael Carbin

This paper investigates iterative methods for solving bi-level optimization problems where both inner and outer functions have a composite structure. We establish novel theoretical results, including the first analysis that provides…

Optimization and Control · Mathematics 2025-10-07 Shimrit Shtern , Adeolu Taiwo

Parametric model order reduction by matrix interpolation allows for efficient prediction of the behavior of dynamic systems without requiring knowledge about the underlying parametric dependency. Within this approach, reduced models are…

Dynamical Systems · Mathematics 2025-06-03 Sebastian Resch-Schopper , Romain Rumpler , Gerhard Müller

Stochastic majorization-minimization (SMM) is a class of stochastic optimization algorithms that proceed by sampling new data points and minimizing a recursive average of surrogate functions of an objective function. The surrogates are…

Optimization and Control · Mathematics 2023-03-22 Hanbaek Lyu

We present a model reduction approach for the real-time solution of time-dependent nonlinear partial differential equations (PDEs) with parametric dependencies. The approach integrates several ingredients to develop efficient and accurate…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen

We present a Bayesian surrogate model for the analysis of periodic or quasi-periodic time series data. We describe a computationally efficient implementation that enables Bayesian model comparison. We apply this model to simulated and real…

Methodology · Statistics 2011-07-21 Eric B. Ford , Althea V. Moorhead , Dimitri Veras

Surrogate models have shown to be an extremely efficient aid in solving engineering problems that require repeated evaluations of an expensive computational model. They are built by sparsely evaluating the costly original model and have…

Machine Learning · Statistics 2022-12-01 M. Moustapha , B. Sudret