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Spatial prediction requires expensive computation to invert the spatial covariance matrix it depends on and also has considerable storage needs. This work concentrates on computationally efficient algorithms for prediction using very large…

Computation · Statistics 2019-06-11 Roberto Rivera

Pseudo-arclength continuation is a well-established method for generating a numerical curve approximating the solution of an underdetermined system of nonlinear equations. It is an inherently sequential predictor-corrector method in which…

Numerical Analysis · Mathematics 2013-12-13 Dhavide Aruliah , Lennaert van Veen , Alex Dubitski

Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used…

Numerical Analysis · Mathematics 2018-07-04 Steven Mattis , Barbara Wohlmuth

The curse of dimensionality presents a pervasive challenge in optimization problems, with exponential expansion of the search space rapidly causing traditional algorithms to become inefficient or infeasible. An adaptive sampling strategy is…

Numerical Analysis · Mathematics 2025-11-18 Julian Soltes

High-fidelity numerical simulations of chaotic, high dimensional nonlinear dynamical systems are computationally expensive, necessitating the development of efficient surrogate models. Most surrogate models for such systems are…

Machine Learning · Computer Science 2026-03-16 Dibyajyoti Chakraborty , Hojin Kim , Romit Maulik

Reliable plasma transport modeling for magnetic confinement fusion depends on accurately resolving the ion charge state distribution and radiative power losses of the plasma. These quantities can be obtained from solutions of a…

Plasma Physics · Physics 2022-09-28 Nathan A. Garland , Romit Maulik , Qi Tang , Xian-Zhu Tang , Prasanna Balaprakash

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

In this paper, we focus on developing efficient sensitivity analysis methods for a computationally expensive objective function $f(x)$ in the case that the minimization of it has just been performed. Here "computationally expensive" means…

Machine Learning · Statistics 2015-02-24 Yilun Wang , Christine A. Shoemaker

Cutting plane methods, particularly outer approximation, are a well-established approach for solving nonlinear discrete optimization problems without relaxing the integrality of decision variables. While powerful in theory, their…

Optimization and Control · Mathematics 2025-11-04 Hòa T. Bùi , Alberto De Marchi

Support vector regression (SVR) has been widely used to reduce the high computational cost of computer simulation. SVR assumes the input parameters have equal sample sizes, but unequal sample sizes are often encountered in engineering…

Signal Processing · Electrical Eng. & Systems 2021-11-09 Maolin Shi , Wei Sun , Xueguan Song , Hongyou Li

The problem of developing an adaptive isogeometric method (AIGM) for solving elliptic second-order partial differential equations with truncated hierarchical B-splines of arbitrary degree and different order of continuity is addressed. The…

Numerical Analysis · Mathematics 2015-04-21 Annalisa Buffa , Carlotta Giannelli

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

The Primal-Dual hybrid gradient (PDHG) method is a powerful optimization scheme that breaks complex problems into simple sub-steps. Unfortunately, PDHG methods require the user to choose stepsize parameters, and the speed of convergence is…

Numerical Analysis · Mathematics 2015-03-25 Tom Goldstein , Min Li , Xiaoming Yuan , Ernie Esser , Richard Baraniuk

Crash simulations play an essential role in improving vehicle safety, design optimization, and injury risk estimation. Unfortunately, numerical solutions of such problems using state-of-the-art high-fidelity models require significant…

Machine Learning · Computer Science 2024-02-16 Jonas Kneifl , Jörg Fehr , Steven L. Brunton , J. Nathan Kutz

A severe limitation of many nonparametric estimators for random coefficient models is the exponential increase of the number of parameters in the number of random coefficients included into the model. This property, known as the curse of…

Econometrics · Economics 2024-08-15 Maximilian Osterhaus

Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate…

Methodology · Statistics 2011-05-10 V. Dubourg , F. Deheeger , B. Sudret

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

We propose a new model-order reduction framework to poorly reducible problems arising from parametric partial differential equations with geometric variability. In such problems, the solution manifold exhibits a slowly decaying Kolmogorov…

Numerical Analysis · Mathematics 2025-10-30 Abbas Kabalan , Fabien Casenave , Felipe Bordeu , Virginie Ehrlacher , Alexandre Ern

We introduce a novel variant of cutting production planning problems named Integrated Cutting and Packing Heterogeneous Precast Beams Multiperiod Production Planning (ICP-HPBMPP). We propose an integer linear programming model for the…

Optimization and Control · Mathematics 2020-08-27 Kennedy Araujo , Tiberius Bonates , Bruno Prata

In real case applications within the virtual prototyping process, it is not always possible to reduce the complexity of the physical models and to obtain numerical models which can be solved quickly. Usually, every single numerical…

Methodology · Statistics 2024-08-08 Thomas Most , Johannes Will