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Gradient-enhanced Uncertainty Quantification (UQ) has received recent attention, in which the derivatives of a Quantity of Interest (QoI) with respect to the uncertain parameters are utilized to improve the surrogate approximation.…

Computation · Statistics 2016-03-23 Ji Peng , Jerrad Hampton , Alireza Doostan

This work is directed to uncertainty quantification of homogenized effective properties for composite materials with complex, three dimensional microstructure. The uncertainties arise in the material parameters of the single constituents as…

Machine Learning · Computer Science 2021-10-27 Alexander Henkes , Ismail Caylak , Rolf Mahnken

This paper presents an approach for the modelling of dependent random variables using generalised polynomial chaos. This allows to write chance-constrained optimization problems with respect to a joint distribution modelling dependencies…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Nicola Ramseyer , Matthieu Jacobs , Mario Paolone

We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

Efficient surrogate modelling is a key requirement for uncertainty quantification in data-driven scenarios. In this work, a novel approach of using Sparse Random Features for surrogate modelling in combination with self-supervised…

Machine Learning · Computer Science 2023-01-02 Maternus Herold , Anna Veselovska , Jonas Jehle , Felix Krahmer

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

Methodology · Statistics 2025-07-08 A. Pires , M. Moustapha , S. Marelli , B. Sudret

Operator learning (OL) has emerged as a powerful tool in scientific machine learning (SciML) for approximating mappings between infinite-dimensional functional spaces. One of its main applications is learning the solution operator of…

Machine Learning · Statistics 2025-08-29 Himanshu Sharma , Lukáš Novák , Michael D. Shields

Generalized Polynomial Chaos (gPC) expansions are well established for forward uncertainty propagation in many application areas. Although the associated computational effort may be reduced in comparison to Monte Carlo techniques, for…

Computational Engineering, Finance, and Science · Computer Science 2023-07-26 Niklas Georg , Ulrich Römer

Characterizing the interior structure of exoplanets is an inverse problem often solved using Bayesian inference, but this approach is hampered by the high computational cost of planetary structure models. To overcome this barrier, we…

Earth and Planetary Astrophysics · Physics 2025-12-22 Tijn De Wringer , Caroline Dorn , Emily O. Garvin , Stefano Marelli

Data assimilation is widely used to improve flood forecasting capability, especially through parameter inference requiring statistical information on the uncertain input parameters (upstream discharge, friction coefficient) as well as on…

This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2022-12-06 J. C. García-Merino , C. Calvo-Jurado , E. Martínez-Pañeda , E. García-Macías

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

This study investigates whether Physically Recurrent Neural Networks (PRNNs), a recent surrogate model for heterogeneous materials, trained on a micromodel with fixed material parameters, can maintain accuracy for varying material…

Disordered Systems and Neural Networks · Physics 2025-04-17 N. Kovács , I. B. C. M. Rocha , F. P. van der Meer , C. Furtado , P. P. Camanho

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

Biomolecules exhibit conformational fluctuations near equilibrium states, inducing uncertainty in various biological properties in a dynamic way. We have developed a general method to quantify the uncertainty of target properties induced by…

Biomolecules · Quantitative Biology 2018-10-02 Huan Lei , Xiu Yang , Bin Zheng , Guang Lin , Nathan A. Baker

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

Meta-materials are an important emerging class of engineered materials in which complex macroscopic behaviour--whether electromagnetic, thermal, or mechanical--arises from modular substructure. Simulation and optimization of these materials…

Machine Learning · Computer Science 2020-05-18 Alex Beatson , Jordan T. Ash , Geoffrey Roeder , Tianju Xue , Ryan P. Adams

Within the performance-based earthquake engineering (PBEE) framework, the fragility model plays a pivotal role. Such a model represents the probability that the engineering demand parameter (EDP) exceeds a certain safety threshold given a…

Applications · Statistics 2023-02-02 X. Zhu , M. Broccardo , B. Sudret
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