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We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Optimization and Control · Mathematics 2024-03-13 Janina Schreiber , Pau Batlle , Damar Wicaksono , Michael Hecht

We propose a new uncertainty estimator for gradient-free optimisation of black-box simulators using deep generative surrogate models. Optimisation of these simulators is especially challenging for stochastic simulators and higher…

Machine Learning · Computer Science 2024-11-05 Tigran Ramazyan , Mikhail Hushchyn , Denis Derkach

Discovering configurations that are both high-utility and structurally diverse under expensive black-box evaluation and strict query budgets remains a central challenge in data-driven discovery. Many classical optimizers concentrate on…

Quantum Physics · Physics 2026-02-11 Saisubramaniam Gopalakrishnan , Dagnachew Birru

Gravitational-wave detectors have begun to observe coalescences of heavy black holes at a consistent pace for the past few years. Accurate models of gravitational waveforms are essential for unbiased and precise estimation of source…

In multi-objective design tasks, the computational cost increases rapidly when high-fidelity simulations are used to evaluate objective functions. Surrogate models help mitigate this cost by approximating the simulation output, simplifying…

Applications · Statistics 2025-06-03 Omer F. Erdem , David P. Broughton , Josef Svoboda , Chengkun Huang , Majdi I. Radaideh

The dominant paradigm for power system dynamic simulation is to build system-level simulations by combining physics-based models of individual components. The sheer size of the system along with the rapid integration of inverter-based…

Systems and Control · Electrical Eng. & Systems 2024-10-24 Matthew Bossart , Jose Daniel Lara , Ciaran Roberts , Rodrigo Henriquez-Auba , Duncan Callaway , Bri-Mathias Hodge

Vertical equilibrium (VE) models have been introduced as computationally efficient alternatives to traditional mass and momentum balance equations for fluid flow in porous media. Since VE models are only accurate in regions where phase…

Fluid Dynamics · Physics 2026-04-21 Ivan Buntic , Bernd Flemisch

We investigate the use of amplitude amplification on the gate-based model of quantum computing as a means for solving combinatorial optimization problems. This study focuses primarily on QUBO (quadratic unconstrained binary optimization)…

Quantum Physics · Physics 2023-02-02 Daniel Koch , Massimiliano Cutugno , Saahil Patel , Laura Wessing , Paul M. Alsing

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Machine Learning · Computer Science 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

This work suggests several methods of uncertainty treatment in multiscale modelling and describes their application to a system of coupled turbulent transport simulations of a tokamak plasma. We propose a method to quantify the usually…

Plasma Physics · Physics 2023-07-10 Yehor Yudin , David Coster , Udo von Toussaint , Frank Jenko

Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via…

Machine Learning · Computer Science 2023-02-10 Jonas Nüßlein , Christoph Roch , Thomas Gabor , Jonas Stein , Claudia Linnhoff-Popien , Sebastian Feld

Simulating a binary black hole (BBH) coalescence by solving Einstein's equations is computationally expensive, requiring days to months of supercomputing time. Using reduced order modeling techniques, we construct an accurate surrogate…

General Relativity and Quantum Cosmology · Physics 2015-10-09 Jonathan Blackman , Scott E. Field , Chad R. Galley , Bela Szilagyi , Mark A. Scheel , Manuel Tiglio , Daniel A. Hemberger

Estimation of patient-specific model parameters is important for personalized modeling, although sparse and noisy clinical data can introduce significant uncertainty in the estimated parameter values. This importance source of uncertainty,…

Machine Learning · Statistics 2020-06-04 Jwala Dhamala , John L. Sapp , B. Milan Horácek , Linwei Wang

We introduce the concept of Hybrid Surrogate Models (HSMs) -- combining multivariate polynomials with Heavyside functions -- as approximates of functions with finitely many jump discontinuities. We exploit the HSMs for formulating a…

Numerical Analysis · Mathematics 2024-08-06 Juan-Esteban Suarez Cardona , Shashank Reddy , Michael Hecht

Optimizing commercial aircraft cruise trajectories using the Pontryagin Maximum Principle (PMP) is particularly challenging due to the nonlinear dynamics of aircraft speed, complex costate dynamics, and the inclusion of two continuous…

Optimization and Control · Mathematics 2025-09-03 Amin Jafarimoghaddam , Manuel Soler , María Cerezo-Magaña

Geothermal field modeling is often associated with uncertainties related to the subsurface static properties and the dynamics of fluid flow and heat transfer. Uncertainty quantification using simulations is a useful tool to design optimum…

Geophysics · Physics 2021-12-13 Hussein Hoteit , Xupeng He , Bicheng Yan , Volker Vahrenkam

Fast and accurate waveform models are fundamentally important to modern gravitational wave astrophysics, enabling the study of merging compact objects like black holes and neutron stars. However, generating high-fidelity gravitational…

A fundamental limitation of various Equivalent Linearization Methods (ELMs) in nonlinear random vibration analysis is that they are approximate by their nature. A quantity of interest estimated from an ELM has no guarantee to be the same as…

Optimization and Control · Mathematics 2024-04-11 Ziqi Wang

An inhomogeneous (1+1)-dimensional model of the quantum gravity is considered. It is found, that this model corresponds to a string propagating against some curved background space. The quantization scheme including the Wheeler-DeWitt…

General Relativity and Quantum Cosmology · Physics 2015-05-28 S. L. Cherkas , V. L. Kalashnikov

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a…

Machine Learning · Statistics 2024-05-14 Himanshu Sharma , Lukáš Novák , Michael D. Shields
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