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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

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 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

Surrogate Neural Networks are nowadays routinely used in industry as substitutes for computationally demanding engineering simulations (e.g., in structural analysis). They allow to generate faster predictions and thus analyses in industrial…

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

Optimization and Control · Mathematics 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

The problem of constructing data-based, predictive, reduced models for the Kuramoto-Sivashinsky equation is considered, under circumstances where one has observation data only for a small subset of the dynamical variables. Accurate…

Numerical Analysis · Mathematics 2016-08-11 Fei Lu , Kevin Lin , Alexandre J. Chorin

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

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

Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies. These tests cannot be carried out on track in a reasonable amount of time and automotive groups rely on…

Machine Learning · Statistics 2022-12-16 Clara Carlier , Arnaud Franju , Matthieu Lerasle , Mathias Obrebski

This work presents a new meta-heuristic approach to select the structure of polynomial NARX models for regression and classification problems. The method takes into account the complexity of the model and the contribution of each term to…

Machine Learning · Computer Science 2021-09-22 W. R. Lacerda Junior , S. A. M. Martins , E. G. Nepomuceno

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

This work targets the identification of a class of models for hybrid dynamical systems characterized by nonlinear autoregressive exogenous (NARX) components, with finite-dimensional polynomial expansions, and by a Markovian switching…

Machine Learning · Computer Science 2020-09-30 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli

Surrogate testing techniques have been used widely to investigate the presence of dynamical nonlinearities, an essential ingredient of deterministic chaotic processes. Traditional surrogate testing subscribes to statistical hypothesis…

Signal Processing · Electrical Eng. & Systems 2019-07-18 Radhakrishnan Nagarajan

Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate…

Methodology · Statistics 2011-05-10 V. Dubourg , F. Deheeger , B. Sudret

Random microstructures of heterogeneous materials play a crucial role in the material macroscopic behavior and in predictions of its effective properties. A common approach to modeling random multiphase materials is to develop so-called…

The aim of this study is to develop surrogate models for quick, accurate prediction of thrust forces generated through flapping fin propulsion for given operating conditions and fin geometries. Different network architectures and…

Computational Physics · Physics 2019-11-01 Kamal Viswanath , Alisha Sharma , Saketh Gabbita , Jason Geder , Ravi Ramamurti , Marius Pruessner

Reinforced concrete rail bridges are essential components of railway infrastructure, where reliability, durability, and adaptability are key design priorities. However, the design process is often complicated by uncertainties stemming from…

Numerical Analysis · Mathematics 2025-11-14 Mouhammed Achhab , Pierre Jehel , Fabrice Gatuingt

This study demonstrates the feasibility of developing machine learning (ML) surrogates based on Recurrent Neural Networks (RNN) for predicting the unsteady aeroelastic response of transonic pitching and plunging wing-fuel tank sloshing…

Computational Engineering, Finance, and Science · Computer Science 2019-11-25 Shashank Srivastava , Murali Damodaran , Boo Cheong Khoo

Reynolds-Averaged Navier-Stokes (RANS) models are widely used for turbulent flow simulations due to their computational efficiency, but their accuracy strongly depends on the selected turbulence closure and may vary across the flow domain.…

Numerical Analysis · Mathematics 2026-03-18 Piero Zappi , Anna Ivagnes , Niccolò Tonicello , Gianluigi Rozza

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