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Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

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

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

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 paper presents a particle swarm optimization algorithm that leverages surrogate modeling to replace the conventional global best solution with the minimum of an n-dimensional quadratic form, providing a better-conditioned dynamic…

Neural and Evolutionary Computing · Computer Science 2026-03-19 Maurizio Clemente , Marcello Canova

We consider the numerical approximation of boundary conditions in radiative transfer problems by a perfectly matched layer approach. The main idea is to extend the computational domain by an absorbing layer and to use an appropriate…

Numerical Analysis · Mathematics 2018-02-26 Herbert Egger , Matthias Schlottbom

Neural network surrogate models have emerged as a promising approach to model solution fields for a wide variety of boundary value problems encountered in physical modeling. Stochastic problems represent an area of particularly high…

Machine Learning · Statistics 2026-05-18 Noah Wade , Kirubel Teferra

We present a spectral approach to design approximation algorithms for network design problems. We observe that the underlying mathematical questions are the spectral rounding problems, which were studied in spectral sparsification and in…

Data Structures and Algorithms · Computer Science 2020-03-19 Lap Chi Lau , Hong Zhou

We introduce several spatially adaptive model order reduction approaches tailored to non-coercive elliptic boundary value problems, specifically, parametric-in-frequency Helmholtz problems. The offline information is computed by means of…

Numerical Analysis · Mathematics 2022-10-31 Francesca Bonizzoni , Davide Pradovera , Michele Ruggeri

Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive…

Numerical Analysis · Mathematics 2026-05-18 Zhiwei Gao , George Karniadakis

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…

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

Computation · Statistics 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

Many problems in computer vision have recently been tackled using models whose predictions cannot be easily interpreted, most commonly deep neural networks. Surrogate explainers are a popular post-hoc interpretability method to further…

Computer Vision and Pattern Recognition · Computer Science 2022-10-11 Ricardo Kleinlein , Alexander Hepburn , Raúl Santos-Rodríguez , Fernando Fernández-Martínez

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

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

Surrogate models are used for global approximation of responses generated by expensive computer experiments like CFD applications. In this paper, we make use of structural similarities which are shared by a class of related problems. We…

Numerical Analysis · Mathematics 2012-06-20 Benjamin Rosenbaum , Volker Schulz

The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…

Computation · Statistics 2017-05-08 Marta D'Elia , Eric Phipps , Ahmad Rushdi , Mohamed Ebeida

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

Recent developments in surrogate construction predominantly focused on two strategies to improve surrogate accuracy. Firstly, component-wise domain scaling informed by cross-validation. Secondly, regression to construct response surfaces…

Optimization and Control · Mathematics 2023-04-03 Johann Bouwer , Daniel N. Wilke , Schalk Kok

We propose an efficient surrogate modeling technique for uncertainty quantification. The method is based on a well-known dimension-adaptive collocation scheme. We improve the scheme by enhancing sparse polynomial surrogates with conformal…

Computational Engineering, Finance, and Science · Computer Science 2020-05-20 Niklas Georg , Dimitrios Loukrezis , Ulrich Römer , Sebastian Schöps
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