English
Related papers

Related papers: A two-step surrogate method for sequential uncerta…

200 papers

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

This study presents a Bayesian framework for (inverse) uncertainty quantification and parameter estimation in a two-step Chemical Vapor Deposition coating process using production data. We develop an XGBoost surrogate model that maps…

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

One of the main challenges in surrogate modeling is the limited availability of data due to resource constraints associated with computationally expensive simulations. Multi-fidelity methods provide a solution by chaining models in a…

The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence…

Numerical Analysis · Mathematics 2025-06-13 Wei Chen , Giacomo Dimarco , Lorenzo Pareschi

Industry 4.0 targets the conversion of the traditional industries into intelligent ones through technological revolution. This revolution is only possible through innovation, optimization, interconnection, and rapid decision-making…

Machine Learning · Computer Science 2022-10-17 M. Rahman , Abid Khan , Sayeed Anowar , Md Al-Imran , Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…

Optimization and Control · Mathematics 2023-12-27 Rishabh Gupta , Qi Zhang

Surrogate models are extensively employed for forward and inverse uncertainty quantification in complex, computation-intensive engineering problems. Nonetheless, constructing high-accuracy surrogate models for complex dynamical systems with…

Dynamical Systems · Mathematics 2025-03-20 Zhouzhou Song , Weiyun Xu , Marcos A. Valdebenito , Matthias G. R. Faes

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

Multi-fidelity methods leverage low-cost surrogate models to speed up computations and make occasional recourse to expensive high-fidelity models to establish accuracy guarantees. Because surrogate and high-fidelity models are used…

Numerical Analysis · Mathematics 2021-09-14 Terrence Alsup , Benjamin Peherstorfer

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or…

Computation · Statistics 2014-12-23 Jinglai Li , Youssef M. Marzouk

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

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

Numerical Analysis · Mathematics 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo

Uncertainty quantification (UQ) plays a pivotal role in reduction of uncertainties during both optimization and decision making processes. It can be applied to solve a variety of real-world applications in science and engineering. Bayesian…

Machine learning surrogates are increasingly employed to replace expensive computational models for physics-based reliability analysis. However, their use introduces epistemic uncertainty from model approximation errors, which couples with…

Machine Learning · Computer Science 2025-09-24 Amirreza Tootchi , Xiaoping Du

Using a cyclotron based model problem, we demonstrate for the first time the applicability and usefulness of a uncertainty quantification (UQ) approach in order to construct surrogate models for quantities such as emittance, energy spread…

Accelerator Physics · Physics 2018-12-13 Andreas Adelmann

The use of surrogate models instead of computationally expensive simulation codes is very convenient in engineering. Roughly speaking, there are two kinds of surrogate models: the deterministic and the probabilistic ones. These last are…

Applications · Statistics 2015-12-24 Malek Ben Salem , Olivier Roustant , Fabrice Gamboa , Lionel Tomaso

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

Systems and Control · Electrical Eng. & Systems 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

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 considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer
‹ Prev 1 3 4 5 6 7 10 Next ›