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In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

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

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…

Computation · Statistics 2017-04-13 Chu V. Mai , Bruno Sudret

Stochastic models for spatio-temporal transport face a critical trade-off between physical realism and interpretability. The advection model with a single constant velocity is interpretable but physically limited by its perfect correlation…

Computation · Statistics 2026-02-10 Maria Laura Battagliola , Sofia Charlotta Olhede

Surrogate endpoints are used in place of long-term outcomes in randomized experiments when observing the real outcome for a large enough cohort is prohibitively expensive or impractical. A short-term surrogate is good if the result of an…

The surrogate matrix methodology delivers low-cost approximations of matrices (i.e., surrogate matrices) which are normally computed in Galerkin methods via element-scale quadrature formulas. In this paper, the methodology is applied to a…

Numerical Analysis · Mathematics 2020-09-14 Daniel Drzisga , Brendan Keith , Barbara Wohlmuth

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

The data-driven modeling of dynamical systems has become an essential tool for the construction of accurate computational models from real-world data. In this process, the inherent differential structures underlying the considered physical…

Numerical Analysis · Mathematics 2025-06-04 Michael S. Ackermann , Ion Victor Gosea , Serkan Gugercin , Steffen W. R. Werner

Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning…

Machine Learning · Computer Science 2026-04-07 Paul Saves , Matthieu Mastio , Nicolas Verstaevel , Benoit Gaudou

Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…

Statistics Theory · Mathematics 2019-01-29 Nan Chen , Andrew J. Majda , Xin T. Tong

We propose an extension to time series with several simultaneously measured variables of the nonlinearity test, which combines the redundancy -- linear redundancy approach with the surrogate data technique. For several variables various…

comp-gas · Physics 2009-10-28 Milan Paluš

Understanding structure-property relations is essential to optimally design materials for specific applications. Two-scale simulations are often employed to analyze the effect of the microstructure on a component's macroscopic properties.…

Computational Engineering, Finance, and Science · Computer Science 2022-10-25 Theron Guo , Francesco A. B. Silva , Ondřej Rokoš , Karen Veroy

We present a stochastic, time-discrete boolean model which mimics the mesoscopic dynamics of the desorption reactions $A+A\to A+S$ and $A+A\to S+S$ in a 1D lattice. In the continuous-time limit, we derive a hierarchy of dynamical equations…

Statistical Mechanics · Physics 2009-11-07 E. Abad , P. Grosfils , G. Nicolis

Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies. These tests cannot be carried out on track in a reasonable amount of time and automotive groups rely on…

Machine Learning · Statistics 2022-12-16 Clara Carlier , Arnaud Franju , Matthieu Lerasle , Mathias Obrebski

We consider the task of data-driven identification of dynamical systems, specifically for systems whose behavior at large frequencies is non-standard, as encoded by a non-trivial relative degree of the transfer function or, alternatively, a…

Numerical Analysis · Mathematics 2025-11-25 Davide Pradovera , Ion Victor Gosea , Jan Heiland

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

We report a new experimental approach using an optoelectronic feedback loop to investigate the dynamics of oscillators coupled on large complex networks with arbitrary topology. Our implementation is based on a single optoelectronic…

Chaotic Dynamics · Physics 2018-01-17 Joseph D. Hart , Don C. Schmadel , Thomas E. Murphy , Rajarshi Roy

We analyze networked heterogeneous nonlinear systems, with diffusive coupling and interconnected over a generic static directed graph. Due to the network's hetereogeneity, complete synchronization is impossible, in general, but an emergent…

Optimization and Control · Mathematics 2022-06-01 Mohamed Maghenem , Elena Panteley , Antonio Loria

A method for the quantitative analysis of the degree and parameters of synchronization of the chaotic oscillations in two coupled oscillators is proposed, which makes it possible to reveal a change in the structure of attractors. The…

Chaotic Dynamics · Physics 2011-08-30 A. V. Makarenko

Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…

Statistical Mechanics · Physics 2009-11-11 Daniel Huber , Lev Tsimring
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