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Surrogate models provide a low computational cost alternative to evaluating expensive functions. The construction of accurate surrogate models with large numbers of independent variables is currently prohibitive because it requires a large…

Machine Learning · Computer Science 2017-08-10 Mohamed Amine Bouhlel , Joaquim R. R. A. Martins

Estimating the probability of failure for complex real-world systems using high-fidelity computational models is often prohibitively expensive, especially when the probability is small. Exploiting low-fidelity models can make this process…

Computer experiments have become an indispensable alternative to complex physical and engineering experiments. The Kriging model is the most widely used surrogate model, with the core goal of minimizing the discrepancy between the surrogate…

Methodology · Statistics 2026-01-26 Ruonan Zheng , Min-Qian Liu , Yongdao Zhou , Xuan Chen

In many practical cases, a sensitivity analysis or an optimization of a complex time consuming computer code requires to build a fast running approximation of it - also called surrogate model. We consider in this paper the problem of…

Statistics Theory · Mathematics 2013-01-14 Loic Le Gratiet

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

Reliability-based design optimization (RBDO) is traditionally formulated as a nested optimization and reliability problem. Although surrogate models are generally employed to improve efficiency, the approach remains computationally…

Computation · Statistics 2026-04-08 M. Moustapha , B. Sudret

Integrating uncertainties in the design process of reinforced concrete rail bridges, in a fully probabilistic framework, makes their design more complex and challenging. To propagate these uncertainties and convey their influence on the…

Numerical Analysis · Mathematics 2025-11-13 Mouhammed Achhab , Pierre Jehel , Fabrice Gatuingt

To date, the analysis of high-dimensional, computationally expensive engineering models remains a difficult challenge in risk and reliability engineering. We use a combination of dimensionality reduction and surrogate modelling termed…

Computation · Statistics 2022-06-20 Max Ehre , Iason Papaioannou , Bruno Sudret , Daniel Straub

Complex engineering models are typically computationally demanding and defined by a high-dimensional parameter space challenging the comprehensive exploration of parameter effects and design optimization. To overcome this curse of…

Applications · Statistics 2024-03-01 Corey Arndt , Cody Crusenberry , Bozhi Heng , Rochelle Butler , Stephanie TerMaath

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

Process-based hydrologic models are invaluable tools for understanding the terrestrial water cycle and addressing modern water resources problems. However, many hydrologic models are computationally expensive and, depending on the…

Geophysics · Physics 2025-02-11 Timothy Dai , Kate Maher , Zach Perzan

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

Surrogate modeling is an essential data-driven technique for quantifying relationships between input variables and system responses in manufacturing and engineering systems. Two major challenges limit its effectiveness: (1) large data…

Machine Learning · Computer Science 2026-03-11 Manan Mehta , Zhiqiao Dong , Yuhang Yang , Chenhui Shao

Studying complex phenomena in detail by performing real experiments is often an unfeasible task. Virtual experiments using simulations are usually used to support the development process. However, numerical simulations are limited by their…

Optimization and Control · Mathematics 2022-11-17 Pietro Lualdi , Ralf Sturm , Tjark Siefkes

Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning…

Machine Learning · Computer Science 2026-04-07 Paul Saves , Matthieu Mastio , Nicolas Verstaevel , Benoit Gaudou

Gradient-enhanced Kriging (GE-Kriging) is a well-established surrogate modelling technique for approximating expensive computational models. However, it tends to get impractical for high-dimensional problems due to the size of the inherent…

Machine Learning · Statistics 2024-01-05 Kai Cheng , Ralf Zimmermann

Surrogate models have shown to be an extremely efficient aid in solving engineering problems that require repeated evaluations of an expensive computational model. They are built by sparsely evaluating the costly original model and have…

Machine Learning · Statistics 2022-12-01 M. Moustapha , B. Sudret

Composite materials exhibit strongly hierarchical and anisotropic properties governed by coupled mechanisms spanning constituents, plies, laminates, structures, and manufacturing history. This intrinsic complexity makes predictive modeling…

Computational Physics · Physics 2026-05-05 Haizhou Wen , Elham Kiyani , Gang Li , Srikanth Pilla , George Em Karniadakis , Zhen Li

A multi-fidelity (MF) active learning method is presented for design optimization problems characterized by noisy evaluations of the performance metrics. Namely, a generalized MF surrogate model is used for design-space exploration,…

Optimization and Control · Mathematics 2022-07-12 Riccardo Pellegrini , Jeroen Wackers , Riccardo Broglia , Andrea Serani , Michel Visonneau , Matteo Diez

Active learning methods for emulating complex computer models that rely on stationary Gaussian processes tend to produce design points that uniformly fill the entire experimental region, which can be wasteful for functions which vary only…

Methodology · Statistics 2025-07-16 Shangkun Wang , V. Roshan Joseph