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Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

Computational simulations with different fidelity have been widely used in engineering design. A high-fidelity (HF) model is generally more accurate but also more time-consuming than an low-fidelity (LF) model. To take advantages of both HF…

Machine Learning · Statistics 2021-08-12 Maolin Shi , Shuo Wang , Wei Sun , Liye Lv , Xueguan Song

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

Multifidelity uncertainty propagation combines the efficiency of low-fidelity models with the accuracy of a high-fidelity model to construct statistical estimators of quantities of interest. It is well known that the effectiveness of such…

Computation · Statistics 2026-01-06 James E. Warner , Geoffrey F. Bomarito , Gianluca Geraci , Michael S. Eldred

For practical model-based demands, such as design space exploration and uncertainty quantification (UQ), a high-fidelity model that produces accurate outputs often has high computational cost, while a low-fidelity model with less accurate…

Numerical Analysis · Mathematics 2017-09-13 Jerrad Hampton , Hillary Fairbanks , Akil Narayan , Alireza Doostan

The field of DNA nanotechnology has made it possible to assemble, with high yields, different structures that have actionable properties. For example, researchers have created components that can be actuated. An exciting next step is to…

Machine Learning · Computer Science 2021-02-01 Emma Benjaminson , Rebecca E. Taylor , Matthew Travers

There has been increasing interest in characterising the error behaviour of systems which contain deep learning models before deploying them into any safety-critical scenario. However, characterising such behaviour usually requires…

Machine Learning · Computer Science 2021-11-08 Jonathan Sadeghi , Blaine Rogers , James Gunn , Thomas Saunders , Sina Samangooei , Puneet Kumar Dokania , John Redford

The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…

Machine Learning · Statistics 2021-03-17 Maximilian Rixner , Phaedon-Stelios Koutsourelakis

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

The key task of physical simulation is to solve partial differential equations (PDEs) on discretized domains, which is known to be costly. In particular, high-fidelity solutions are much more expensive than low-fidelity ones. To reduce the…

Machine Learning · Statistics 2020-06-11 Zheng Wang , Wei Xing , Robert Kirby , Shandian Zhe

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

Numerous applications in biology, statistics, science, and engineering require generating samples from high-dimensional probability distributions. In recent years, the Hamiltonian Monte Carlo (HMC) method has emerged as a state-of-the-art…

Computational Engineering, Finance, and Science · Computer Science 2024-05-09 Dhruv V. Patel , Jonghyun Lee , Matthew W. Farthing , Peter K. Kitanidis , Eric F. Darve

Computational Fluid Dynamics (CFD)-driven training combines machine learning (ML) with CFD solvers to develop physically consistent closure models with improved predictive accuracy. In the original framework, each ML-generated candidate…

Machine Learning · Computer Science 2025-12-23 Yuan Fang , Fabian Waschkowski , Maximilian Reissmann , Richard D. Sandberg , Takuo Oda , Koichi Tanimoto

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Machine Learning · Statistics 2019-07-30 Sayan Ghosh , Jesper Kristensen , Yiming Zhang , Waad Subber , Liping Wang

Concurrent multiscale finite element analysis (FE2) is a powerful approach for high-fidelity modeling of materials for which a suitable macroscopic constitutive model is not available. However, the extreme computational effort associated…

Numerical Analysis · Mathematics 2020-07-16 I. B. C. M. Rocha , P. Kerfriden , F. P. van der Meer

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

Optimization and Control · Mathematics 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

Designing an inexpensive approximate surrogate model that captures the salient features of an expensive high-fidelity behavior is a prevalent approach in design optimization. In recent times, Deep Learning (DL) models are being used as a…

Machine Learning · Computer Science 2022-07-12 Harsh Vardhan , Janos Sztipanovits

Simulations of high energy density physics are expensive, largely in part for the need to produce non-local thermodynamic equilibrium opacities. High-fidelity spectra may reveal new physics in the simulations not seen with low-fidelity…

Plasma Physics · Physics 2023-02-08 Michael D. Vander Wal , Ryan G. McClarren , Kelli D. Humbird

The accuracy of coarse-grained continuum models of dense granular flows is limited by the lack of high-fidelity closure models for granular rheology. One approach to addressing this issue, referred to as the hierarchical multiscale method,…

Soft Condensed Matter · Physics 2025-09-30 B. Siddani , Weiqun Zhang , Andrew Nonaka , John Bell , Ishan Srivastava

Simulation optimization is often hindered by the high cost of running simulations. Multi-fidelity methods offer a promising solution by incorporating cheaper, lower-fidelity simulations to reduce computational time. However, the bias in…

Optimization and Control · Mathematics 2025-08-07 Yunsoo Ha , Juliane Mueller