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相关论文: Accurate Data-Driven Surrogates of Dynamical Syste…

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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…

机器学习 · 统计学 2019-01-16 Yibo Yang , Paris Perdikaris

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…

最优化与控制 · 数学 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

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…

最优化与控制 · 数学 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

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…

统计方法学 · 统计学 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

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…

应用统计 · 统计学 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…

系统与控制 · 电气工程与系统科学 2025-10-20 Oliver Schön , Sofie Haesaert , Sadegh Soudjani

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

系统与控制 · 电气工程与系统科学 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…

数据分析、统计与概率 · 物理学 2023-04-07 Di Qi , John Harlim

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…

统计计算 · 统计学 2025-07-17 S. Marelli , S. Schär , B. Sudret

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…

机器学习 · 计算机科学 2026-03-16 Dibyajyoti Chakraborty , Hojin Kim , Romit Maulik

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

统计计算 · 统计学 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…

最优化与控制 · 数学 2025-05-13 Boyang Shen , Junyi Liu

In this paper, we give an in-depth error analysis for surrogate models generated by a variant of the Sparse Identification of Nonlinear Dynamics (SINDy) method. We start with an overview of a variety of non-linear system identification…

数值分析 · 数学 2024-09-21 Benjamin Russo , M. Paul Laiu

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

系统与控制 · 电气工程与系统科学 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

Slurry transportation via pipelines is essential for global industries, offering efficiency and environmental benefits. Specifically, the precise calibration of physical parameters for transporting raw phosphate material to fertilizer…

流体动力学 · 物理学 2024-06-13 Marwane Elkarii , Radouan Boukharfane , Nabil El Moçayd

Chaotic systems pose fundamental challenges for data-driven dynamics discovery, as small modeling errors lead to exponentially growing trajectory discrepancies. Since exact long-term prediction is unattainable, it is natural to ask what a…

机器学习 · 计算机科学 2026-05-15 Joon-Hyuk Ko , Andrus Giraldo , Deok-Sun Lee

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…

数值分析 · 数学 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical…

统计计算 · 统计学 2024-05-10 Jianhua Xian , Ziqi Wang

Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…

统计理论 · 数学 2019-01-29 Nan Chen , Andrew J. Majda , Xin T. Tong

Flexible spacecraft structures present significant challenges for physical and control system design due to nonlinear dynamics, mission constraints, environmental variables, and changing operational conditions. This paper presents a…

系统与控制 · 电气工程与系统科学 2026-01-13 Matthew Hilsenrath , Daniel R. Herber
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