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We propose a physics-informed machine learning method for uncertainty quantification in high-dimensional inverse problems. In this method, the states and parameters of partial differential equations (PDEs) are approximated with truncated…

Machine Learning · Computer Science 2023-12-27 Yifei Zong , David Barajas-Solano , Alexandre M. Tartakovsky

We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…

Optimization and Control · Mathematics 2025-05-13 Boyang Shen , Junyi Liu

It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current…

Neural and Evolutionary Computing · Computer Science 2018-03-05 Bei Pang , Zhigang Ren , Yongsheng Liang , An Chen

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

We build surrogate models for dynamic 3D subsurface single-phase flow problems with multiple vertical producing wells. The surrogate model provides efficient pressure estimation of the entire formation at any timestep given a stochastic…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Rui Xu , Dongxiao Zhang , Nanzhe Wang

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

Optimization and Control · Mathematics 2025-12-08 Ruanui Nicholson , Radoslav Vuchkov , Umberto Villa , Noemi Petra

This paper is dedicated to enhancing the computational efficiency of traditional parallel-in-time methods for solving stochastic initial-value problems. The standard parareal algorithm often suffers from slow convergence when applied to…

Numerical Analysis · Mathematics 2025-10-31 Dou Dai , Qiuqi Li , Huailing Song

Oilfield development related decisions are made using reservoir simulation-based optimization study in which different production scenarios and well controls are compared. Such simulations are computationally expensive and so surrogate…

Machine Learning · Computer Science 2022-03-01 Ajitabh Kumar

We propose a novel \textit{capsule} based deep encoder-decoder model for surrogate modeling and uncertainty quantification of systems in mechanics from sparse data. The proposed framework is developed by adapting Capsule Network (CapsNet)…

Machine Learning · Statistics 2022-01-20 Akshay Thakur , Souvik Chakraborty

This paper proposes an effective treatment of hyperparameters in the Bayesian inference of a scalar field from indirect observations. Obtaining the joint posterior distribution of the field and its hyperparameters is challenging. The…

Numerical Analysis · Mathematics 2025-01-20 Nadège Polette , Olivier Le Maître , Pierre Sochala , Alexandrine Gesret

Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification. Despite their flexibility and efficiency, classical surrogate models…

Computation · Statistics 2020-06-29 S. Marelli , P. -R. Wagner , C. Lataniotis , B. Sudret

We present a computational framework for dimension reduction and surrogate modeling to accelerate uncertainty quantification in computationally intensive models with high-dimensional inputs and function-valued outputs. Our driving…

Numerical Analysis · Mathematics 2021-06-30 Helen Cleaves , Alen Alexanderian , Bilal Saad

Detection of abrupt spatial changes in physical properties representing unique geometric features such as buried objects, cavities, and fractures is an important problem in geophysics and many engineering disciplines. In this context,…

Applications · Statistics 2024-12-17 Tatsuya Shibata , Michael Conrad Koch , Iason Papaioannou , Kazunori Fujisawa

We present a combined numerical and data-driven workflow for efficient prediction of nonlinear, instationary convection-diffusion-reaction dynamics on a two-dimensional phenotypic domain, motivated by macroscopic modeling of cancer cell…

Computational Engineering, Finance, and Science · Computer Science 2026-02-02 Michael Urs Lars Kastor , Jan Rottmayer , Anna Hundertmark , Nicolas Ralph Gauger

Axially symmetric processes on spheres, for which the second-order dependency structure may substantially vary with shifts in latitude, are a prominent alternative to model the spatial uncertainty of natural variables located over large…

Statistics Theory · Mathematics 2020-07-07 Alfredo Alegría , Francisco Cuevas-Pacheco

This paper addresses model dimensionality reduction for Bayesian inference based on prior Gaussian fields with uncertainty in the covariance function hyper-parameters. The dimensionality reduction is traditionally achieved using the…

Numerical Analysis · Mathematics 2023-07-19 Ihab Sraj , Olivier P. Le Maître , Omar M. Knio , Ibrahim Hoteit

This article presents an original methodology for the prediction of steady turbulent aerodynamic fields. Due to the important computational cost of high-fidelity aerodynamic simulations, a surrogate model is employed to cope with the…

Fluid Dynamics · Physics 2019-12-05 Romain Dupuis , Jean-Christophe Jouhaud , Pierre Sagaut

This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…

Numerical Analysis · Mathematics 2022-10-31 Gabriele Santin , Bernard Haasdonk

Bayesian Optimization (BO), guided by Gaussian process (GP) surrogates, has proven to be an invaluable technique for efficient, high-dimensional, black-box optimization, a critical problem inherent to many applications such as industrial…

Inspired by recent advancements of simulating periodic systems on quantum computers, we develop a new approach, (SC)$^2$-ADAPT-VQE, to further advance the simulation of these systems. Our approach extends the scalable circuits ADAPT-VQE…