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Surrogate neural network-based models have been lately trained and used in a variety of science and engineering applications where the number of evaluations of a target function is limited by execution time. In cell phone camera systems,…

Computational Engineering, Finance, and Science · Computer Science 2022-06-29 Shantanu Shahane , Erman Guleryuz , Diab W Abueidda , Allen Lee , Joe Liu , Xin Yu , Raymond Chiu , Seid Koric , Narayana R Aluru , Placid M Ferreira

Multiscale simulations utilizing high-fidelity, microscopic Monte Carlo models to provide the nonlinear response for continuum models can easily become computationally intractable. Surrogate models for the high-fidelity Monte Carlo models…

Computational Physics · Physics 2026-02-12 Tobias Hülser , Sebastian Matera

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

For computational efficiency, surrogate models have been used to emulate mathematical simulators for physical or biological processes. High-speed simulation is crucial for conducting uncertainty quantification (UQ) when the simulation is…

Machine Learning · Computer Science 2022-11-21 Lixiang Zhang , Jia Li

Uncertainty quantification (UQ) is an active area of research, and an essential technique used in all fields of science and engineering. The most common methods for UQ are Monte Carlo and surrogate-modelling. The former method is…

Computation · Statistics 2023-09-01 Arnau Albà , Romana Boiger , Dimitri Rochman , Andreas Adelmann

We explore a hybrid technique to quantify the variability in the numerical solutions to a free boundary problem associated with magnetic equilibrium in axisymmetric fusion reactors amidst parameter uncertainties. The method aims at reducing…

Computational Physics · Physics 2026-03-03 Howard Elman , Jiaxing Liang , Tonatiuh Sánchez-Vizuet

Monte-Carlo nuclear reaction and transport codes are widely used to devise accelerator-based nuclear physics experiments; at the same time, many experiments are performed to validate the Monte-Carlo codes, which can be used for the design…

Accelerator Physics · Physics 2020-12-14 Vitaly Pronskikh

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

In offline data-driven multi-objective optimization (MOO), optimization is performed using surrogate models trained only on an offline dataset. These surrogate models contain inherent errors and uncertainty. This epistemic uncertainty can…

Neural and Evolutionary Computing · Computer Science 2026-04-30 Huanbo Lyu , Miqing Li , Shiqiao Zhou , Daniel Herring , Jelena Ninic , Zheming Zuo , Lingfeng Wang , James Andrews , Fabian Spill , Shuo Wang

Multifidelity surrogate modelling combines data of varying accuracy and cost from different sources. It strategically uses low-fidelity models for rapid evaluations, saving computational resources, and high-fidelity models for detailed…

Machine Learning · Computer Science 2024-04-24 Daniel N Wilke

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

Highly accurate datasets from numerical or physical experiments are often expensive and time-consuming to acquire, posing a significant challenge for applications that require precise evaluations, potentially across multiple scenarios and…

Machine Learning · Computer Science 2026-02-06 Paolo Conti , Mengwu Guo , Attilio Frangi , Andrea Manzoni

The optimization of large-scale multibody systems is a numerically challenging task, in particular when considering multiple conflicting criteria at the same time. In this situation, we need to approximate the Pareto set of optimal…

Optimization and Control · Mathematics 2024-12-20 Augustina C. Amakor , Manuel B. Berkemeier , Meike Wohlleben , Walter Sextro , Sebastian Peitz

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

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

The development of efficient surrogates for partial differential equations (PDEs) is a critical step towards scalable modeling of complex, multiscale systems-of-systems. Convolutional neural networks (CNNs) have gained popularity as the…

Machine Learning · Computer Science 2025-06-04 Adrienne M. Propp , Daniel M. Tartakovsky

We consider the problem of constructing surrogate operators for parameter-to-solution maps arising from parametric partial differential equations, where repeated forward model evaluations are computationally expensive. We present a…

Machine Learning · Computer Science 2026-04-02 Josephine Westermann , Benno Huber , Thomas O'Leary-Roseberry , Jakob Zech

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

Accurate proton dose calculation using Monte Carlo (MC) is computationally demanding in workflows like robust optimisation, adaptive replanning, and probabilistic inference, which require repeated evaluations. To address this, we develop a…

Machine Learning · Statistics 2025-09-24 Aaron Pim , Tristan Pryer
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