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This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer

The idea of using Feed-Forward Neural Networks (FFNNs) as regression functions for Nonlinear AutoRegressive eXogenous (NARX) models, leading to models herein named Neural NARXs (NNARXs), has been quite popular in the early days of machine…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Fabio Bonassi , Marcello Farina , Riccardo Scattolini

This paper aims to enhance the efficiency of validation and verification campaigns involving fuel sloshing phenomena. Our first contribution is the development of an open-source, high-fidelity and computationally efficient two-dimensional…

Systems and Control · Electrical Eng. & Systems 2026-04-15 E. Javier Olucha , Valentin Preda , Amritam Das , Roland Tóth

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

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

Predicting multiphysics dynamics is computationally expensive and challenging due to the severe coupling of multi-scale, heterogeneous physical processes. While neural surrogates promise a paradigm shift, the field currently suffers from an…

Extreme response assessment is important in the design and operation of engineering structures, and is a crucial part of structural risk and reliability analyses. Structures should be designed in a way that enables them to withstand the…

Computation · Statistics 2025-03-04 Sebastian Winter , Christian Agrell , Juan Camilo Guevara Gómez , Erik Vanem

Multi-fidelity methods leverage low-cost surrogate models to speed up computations and make occasional recourse to expensive high-fidelity models to establish accuracy guarantees. Because surrogate and high-fidelity models are used…

Numerical Analysis · Mathematics 2021-09-14 Terrence Alsup , Benjamin Peherstorfer

In the present work, we consider multi-fidelity surrogate modelling to fuse the output of multiple aero-servo-elastic computer simulators of varying complexity. In many instances, predictions from multiple simulators for the same quantity…

Computation · Statistics 2017-09-25 I. Abdallah , C. Lataniotis , B. Sudret

The Gaussian Process (GP)-based surrogate model has the inherent capability of capturing the anomaly arising from limited data, lack of data, missing data, and data inconsistencies (noisy/erroneous data) present in the modeling and…

Computation · Statistics 2022-11-07 Kazuma Kobayashi , James Daniell , Shoaib Usman , Dinesh Kumar , Syed Alam

Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of RBDO, a complex problem that combines optimization and…

Methodology · Statistics 2019-01-11 M. Moustapha , B. Sudret

This paper deals with inference and prediction for multiple correlated time series, where one has also the choice of using a candidate pool of contemporaneous predictors for each target series. Starting with a structural model for the…

Machine Learning · Statistics 2018-09-20 S. Rao Jammalamadaka , Jinwen Qiu , Ning Ning

Microstructure evolution, which plays a critical role in determining materials properties, is commonly simulated by the high-fidelity but computationally expensive phase-field method. To address this, we approximate microstructure evolution…

Materials Science · Physics 2024-11-22 Saurabh Tiwari , Prathamesh Satpute , Supriyo Ghosh

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

Many physical systems are described by nonlinear differential equations that are too complicated to solve in full. A natural way to proceed is to divide the variables into those that are of direct interest and those that are not, formulate…

Numerical Analysis · Mathematics 2015-11-24 Alexandre J. Chorin , Fei Lu

Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for variance reduction to make tractable uncertainty quantification even when numerically simulating the physical systems of interest with high-fidelity models is…

Numerical Analysis · Mathematics 2022-11-22 Ionut-Gabriel Farcas , Benjamin Peherstorfer , Tobias Neckel , Frank Jenko , Hans-Joachim Bungartz

Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…

Machine Learning · Computer Science 2025-07-31 Ruiqi Zhang , Simon H. Tindemans

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

The high computational cost of phase field simulations remains a major limitation for predicting dendritic solidification in metals, particularly in additive manufacturing, where microstructural control is critical. This work presents a…

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