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We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…

Applications · Statistics 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

Unit commitment (UC) are essential tools to transmission system operators for finding the most economical and feasible generation schedules and dispatch signals. Constraint screening has been receiving attention as it holds the promise for…

Optimization and Control · Mathematics 2022-12-02 Xuan He , Honglin Wen , Yufan Zhang , Yize Chen

Sample efficiency in the face of computationally expensive simulations is a common concern in surrogate modeling. Current strategies to minimize the number of samples needed are not as effective in simulated environments with wide state…

Machine Learning · Computer Science 2025-09-03 Julen Cestero , Marco Quartulli , Marcello Restelli

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

In this paper we study the efficacy of combining machine-learning methods with projection-based model reduction techniques for creating data-driven surrogate models of computationally expensive, high-fidelity physics models. Such surrogate…

Fluid Dynamics · Physics 2022-09-28 Kenny Chowdhary , Chi Hoang , Kookjin Lee , Jaideep Ray

High-fidelity simulation models are widely used to analyze complex stochastic systems, but their high computational cost motivates the development of cheaper surrogate models that approximate the simulation model's input-output…

Machine Learning · Statistics 2026-05-28 Mohammadmahdi Ghasemloo , David J. Eckman , Yaxian Li

Predicting power system component outages in response to an imminent hurricane plays a major role in preevent planning and post-event recovery of the power system. An exact prediction of components states, however, is a challenging task and…

Systems and Control · Computer Science 2018-02-19 Rozhin Eskandarpour , Amin Khodaei

We build surrogate models for dynamic 3D subsurface single-phase flow problems with multiple vertical producing wells. The surrogate model provides efficient pressure estimation of the entire formation at any timestep given a stochastic…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Rui Xu , Dongxiao Zhang , Nanzhe Wang

The growing number of individual generating units, hybrid resources, and security constraints has significantly increased the computational burden of network-constrained unit commitment (UC), where most solution time is spent exploring…

Machine Learning · Computer Science 2026-04-06 Guangwen Wang , Jiaqi Wu , Yang Weng , Baosen Zhang

A Transient Stability-Constrained Optimal Power Flow (TSC-OPF) problem is proposed that enforces frequency stability constraints using Neural Network (NN) surrogate models. NNs are trained using a novel model-driven active sampling…

Optimization and Control · Mathematics 2025-02-05 Manuel Garcia , Nicole LoGiudice , Robert Parker , Russell Bent

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

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

This article presents an original methodology for the prediction of steady turbulent aerodynamic fields. Due to the important computational cost of high-fidelity aerodynamic simulations, a surrogate model is employed to cope with the…

Fluid Dynamics · Physics 2019-12-05 Romain Dupuis , Jean-Christophe Jouhaud , Pierre Sagaut

Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-06-20 Jeyanthi Narasimhan , Abhinav Vishnu , Lawrence Holder , Adolfy Hoisie

Uncertainty quantification (UQ) of subsurface two-phase flow usually requires numerous executions of forward simulations under varying conditions. In this work, a novel coupled theory-guided neural network (TgNN) based surrogate model is…

Fluid Dynamics · Physics 2023-09-08 Jian Li , Dongxiao Zhang , Tianhao He , Qiang Zheng

Unit maintenance and unit commitment are two critical and interrelated aspects of electric power system operation, both of which face the challenge of coordinating efforts to enhance reliability and economic performance. This challenge…

Systems and Control · Electrical Eng. & Systems 2024-12-03 Hongrui Lu , Yuxiong Huang , Tong He , Gengfeng Li

Support Vector Machine (SVM) is a powerful tool in binary classification, known to attain excellent misclassification rates. On the other hand, many realworld classification problems, such as those found in medical diagnosis, churn or fraud…

Machine Learning · Statistics 2023-12-25 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

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

Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relies on budget-constrained polyhedral uncertainty sets to…

Optimization and Control · Mathematics 2019-05-14 Alexandre Velloso , Alexandre Street , David Pozo , José M. Arroyo , Noemi G. Cobos

We consider the problem of learning local Volt/Var controllers in distribution grids (DGs). Our approach starts from learning separable surrogates that take both local voltages and reactive powers as arguments and predict the reactive power…

Systems and Control · Electrical Eng. & Systems 2023-11-06 Zhenyi Yuan , Guido Cavraro , Jorge Cortés