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Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

Fatigue crack growth is one of the most common types of deterioration in metal structures with significant implications on their reliability. Recent advances in Structural Health Monitoring (SHM) have motivated the use of structural…

Machine Learning · Statistics 2023-10-12 Nicholas E. Silionis , Konstantinos N. Anyfantis

To reduce training costs, several Deep neural networks (DNNs) that can learn from a small set of HF data and a sufficient number of low-fidelity (LF) data have been proposed. In these established neural networks, a parallel structure is…

Computational Physics · Physics 2024-05-08 Zhihui Li , Francesco Montomoli

This paper deals with the compensation of nonlinearities in dynamical systems using nonlinear polynomial autoregressive models with exogenous inputs (NARX). The compensation approach is formulated for static and dynamical contexts, as well…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Lucas A. Tavares , Petrus E. O. G. B. Abreu , Luis A. Aguirre

Traditional physics-based models of geophysical flows, such as debris flows and landslides that pose significant risks to human lives and infrastructure are computationally expensive, limiting their utility for large-scale parameter sweeps,…

Fluid Dynamics · Physics 2025-04-11 Palak Patel , Luke McGuire , Abani Patra

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence…

Numerical Analysis · Mathematics 2025-06-13 Wei Chen , Giacomo Dimarco , Lorenzo Pareschi

The quantification of uncertainty on fluid flow in porous media is often hampered by multi-scale heterogeneity and insufficient site characterization. Monte-Carlo simulation (MCS), which runs numerical simulations for a large number of…

Machine Learning · Computer Science 2020-10-16 Hyung Jun Yang , Timothy Yeo , Jaewoo An

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

When facing time-variant problems in analog computing, the desirable RNN design requires finite-time convergence and robustness with respect to various types of uncertainties, due to the time-variant nature and difficulties in…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Mingxuan Sun , Xing Li , Han Wang

Time-dependent reliability analysis of nonlinear dynamical systems under stochastic excitations is a critical yet computationally demanding task. Conventional approaches, such as Monte Carlo simulation, necessitate repeated evaluations of…

Machine Learning · Statistics 2026-03-24 Shailesh Garg , Souvik Chakraborty

Flexible continuous-time survival modeling is critical for capturing complex time-varying hazard dynamics in high-dimensional data; however, training such models remains challenging due to the intractable integral required for likelihood…

Machine Learning · Statistics 2026-05-18 Chaeyeon Lee , Sehwan Kim , Hyungrok Do

The development of surrogate models to study uncertainties in hydrologic systems requires significant effort in the development of sampling strategies and forward model simulations. Furthermore, in applications where prediction time is…

Computational Physics · Physics 2023-01-19 Chen Chen , Clint Dawson , Eirik Valseth

The ubiquity of fluids in the physical world explains the need to accurately simulate their dynamics for many scientific and engineering applications. Traditionally, well established but resource intensive CFD solvers provide such…

Machine Learning · Computer Science 2021-12-21 Lucas Meyer , Louen Pottier , Alejandro Ribes , Bruno Raffin

Simulating the mechanical response of advanced materials can be done more accurately using concurrent multiscale models than with single-scale simulations. However, the computational costs stand in the way of the practical application of…

Machine Learning · Computer Science 2024-02-21 J. Storm , I. B. C. M. Rocha , F. P. van der Meer

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

Methodology · Statistics 2025-07-08 A. Pires , M. Moustapha , S. Marelli , B. Sudret

The classification of time series is essential for extracting meaningful insights and aiding decision-making in engineering domains. Parametric modeling techniques like NARX are invaluable for comprehending intricate processes, such as…

Signal Processing · Electrical Eng. & Systems 2024-10-07 P. H. O. Silva , A. S. Cerqueira , E. G. Nepomuceno

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

Active multi-fidelity surrogate modeling is developed for multi-condition airfoil shape optimization to reduce high-fidelity CFD cost while retaining RANS-level accuracy. The framework couples a low-fidelity-informed Gaussian process…