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Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

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

High-fidelity numerical simulations of chaotic, high dimensional nonlinear dynamical systems are computationally expensive, necessitating the development of efficient surrogate models. Most surrogate models for such systems are…

Machine Learning · Computer Science 2026-03-16 Dibyajyoti Chakraborty , Hojin Kim , Romit Maulik

Analogs are nearest neighbors of the state of a system. By using analogs and their successors in time, one is able to produce empirical forecasts. Several analog forecasting methods have been used in atmospheric applications and tested on…

Data Analysis, Statistics and Probability · Physics 2021-07-28 P Platzer , P. Yiou , P. Naveau , P Tandeo , Y Zhen , P Ailliot , J-F Filipot

Polynomial chaos expansion is a popular way to develop surrogate models for stochastic systems with arbitrary random variables. Standard techniques such as Galerkin projection, stochastic collocation, and least squares approximation, are…

Optimization and Control · Mathematics 2019-09-10 Vedang M. Deshpande , Raktim Bhattacharya

Forecasting timeseries based upon measured data is needed in a wide range of applications and has been the subject of extensive research. A particularly challenging task is the forecasting of timeseries generated by chaotic dynamics. In…

Machine Learning · Computer Science 2024-11-06 Lina Jaurigue

Temporal surrogate models are effective for predicting chaotic dynamical systems where computational cost can be prohibitive. Several deep neural network architectures can be used for such purposes. In this work, a few commonly used…

Machine Learning · Computer Science 2026-05-26 Rajarshi Biswas

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

In climate systems, physiological models, optics, and many more, surrogate models are developed to reconstruct chaotic dynamical systems. We introduce four data-driven measures using global attractor properties to evaluate the quality of…

Computational Physics · Physics 2025-06-12 Luci Fumagalli , Kathy Lüdge , Jana de Wiljes , Heikki Haario , Lina Jaurigue

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

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the…

Numerical Analysis · Mathematics 2023-10-18 Saibal De , Reese E. Jones , Hemanth Kolla

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

A world model creates a surrogate world to train a controller and predict safety violations by learning the internal dynamic model of systems. However, the existing world models rely solely on statistical learning of how observations change…

Machine Learning · Computer Science 2024-05-06 Zhenjiang Mao , Siqi Dai , Yuang Geng , Ivan Ruchkin

Chaotic dynamics, commonly seen in weather systems and fluid turbulence, are characterized by their sensitivity to initial conditions, which makes accurate prediction challenging. Recent approaches have focused on developing data-driven…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Sunbochen Tang , Themistoklis Sapsis , Navid Azizan

This work introduces a method to equip data-driven polynomial chaos expansion surrogate models with intervals that quantify the predictive uncertainty of the surrogate. To that end, jackknife-based conformal prediction is integrated into…

Methodology · Statistics 2025-12-18 Dimitrios Loukrezis , Dimitris G. Giovanis

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

To make predictions or design control, information on local sensitivity of initial conditions and state-space contraction is both central, and often instrumental. However, it is not always simple to reliably determine instability fields or…

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

Computation · Statistics 2025-07-17 S. Marelli , S. Schär , B. Sudret

Complex chaotic dynamics, seen in natural and industrial systems like turbulent flows and weather patterns, often span vast spatial domains with interactions across scales. Accurately capturing these features requires a high-dimensional…

Chaotic Dynamics · Physics 2024-10-03 C. Ricardo Constante-Amores , Alec J. Linot , Michael D. Graham

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
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