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In this paper, we focus on developing efficient sensitivity analysis methods for a computationally expensive objective function $f(x)$ in the case that the minimization of it has just been performed. Here "computationally expensive" means…
Performing reliability analysis on complex systems is often computationally expensive. In particular, when dealing with systems having high input dimensionality, reliability estimation becomes a daunting task. A popular approach to overcome…
This thesis presents recent advances in model order reduction methods with the primary aim to construct online-efficient reduced surrogate models for parameterized multiscale phenomena and accelerate large-scale PDE-constrained parameter…
Solving high-dimensional PDE-governed inverse problems is often challenging due to complex non-Gaussian posterior distributions, expensive forward model evaluations, and misspecified prior information. To address these issues, we propose a…
For many novel applications, such as patient-specific computer-aided surgery, conventional solution techniques of the underlying nonlinear problems are usually computationally too expensive and are lacking information about how certain can…
The increasing use of stochastic models for describing complex phenomena warrants surrogate models that capture the reference model characteristics at a fraction of the computational cost, foregoing potentially expensive Monte Carlo…
Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…
Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…
Trial level surrogates are useful tools for improving the speed and cost effectiveness of trials, but surrogates that have not been properly evaluated can cause misleading results. The evaluation procedure is often contextual and depends on…
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…
Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification. Despite their flexibility and efficiency, classical surrogate models…
Mathematical models of the human heart are increasingly playing a vital role in understanding the working mechanisms of the heart, both under healthy functioning and during disease. The aim is to aid medical practitioners diagnose and treat…
A multi-fidelity surrogate model for highly nonlinear multiscale problems is proposed. It is based on the introduction of two different surrogate models and an adaptive on-the-fly switching. The two concurrent surrogates are built…
Recent advances in depth sensing technologies allow fast electronic maneuvering of the laser beam, as opposed to fixed mechanical rotations. This will enable future sensors, in principle, to vary in real-time the sampling pattern. We…
Surrogate models are used to reduce the burden of expensive-to-evaluate objective functions in optimization. By creating models which map genomes to objective values, these models can estimate the performance of unknown inputs, and so be…
We propose an algorithm for an optimal adaptive selection of points from the design domain of input random variables that are needed for an accurate estimation of failure probability and the determination of the boundary between safe and…
Efficient surrogate modelling is a key requirement for uncertainty quantification in data-driven scenarios. In this work, a novel approach of using Sparse Random Features for surrogate modelling in combination with self-supervised…
The assessment of safety performance plays a pivotal role in the development and deployment of connected and automated vehicles (CAVs). A common approach involves designing testing scenarios based on prior knowledge of CAVs (e.g., surrogate…
Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…
An important step in the design of autonomous systems is to evaluate the probability that a failure will occur. In safety-critical domains, the failure probability is extremely small so that the evaluation of a policy through Monte Carlo…