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Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

机器学习 · 统计学 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used…

数值分析 · 数学 2018-07-04 Steven Mattis , Barbara Wohlmuth

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…

统计计算 · 统计学 2020-06-29 S. Marelli , P. -R. Wagner , C. Lataniotis , B. Sudret

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

This paper presents a particle swarm optimization algorithm that leverages surrogate modeling to replace the conventional global best solution with the minimum of an n-dimensional quadratic form, providing a better-conditioned dynamic…

神经与进化计算 · 计算机科学 2026-03-19 Maurizio Clemente , Marcello Canova

We consider the numerical approximation of boundary conditions in radiative transfer problems by a perfectly matched layer approach. The main idea is to extend the computational domain by an absorbing layer and to use an appropriate…

数值分析 · 数学 2018-02-26 Herbert Egger , Matthias Schlottbom

Neural network surrogate models have emerged as a promising approach to model solution fields for a wide variety of boundary value problems encountered in physical modeling. Stochastic problems represent an area of particularly high…

机器学习 · 统计学 2026-05-18 Noah Wade , Kirubel Teferra

We present a spectral approach to design approximation algorithms for network design problems. We observe that the underlying mathematical questions are the spectral rounding problems, which were studied in spectral sparsification and in…

数据结构与算法 · 计算机科学 2020-03-19 Lap Chi Lau , Hong Zhou

We introduce several spatially adaptive model order reduction approaches tailored to non-coercive elliptic boundary value problems, specifically, parametric-in-frequency Helmholtz problems. The offline information is computed by means of…

数值分析 · 数学 2022-10-31 Francesca Bonizzoni , Davide Pradovera , Michele Ruggeri

Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive…

数值分析 · 数学 2026-05-18 Zhiwei Gao , George Karniadakis

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…

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

统计计算 · 统计学 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

Many problems in computer vision have recently been tackled using models whose predictions cannot be easily interpreted, most commonly deep neural networks. Surrogate explainers are a popular post-hoc interpretability method to further…

计算机视觉与模式识别 · 计算机科学 2022-10-11 Ricardo Kleinlein , Alexander Hepburn , Raúl Santos-Rodríguez , Fernando Fernández-Martínez

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…

数值分析 · 数学 2026-03-16 Matteo Giacomini , Pedro Díez

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

Surrogate models are used for global approximation of responses generated by expensive computer experiments like CFD applications. In this paper, we make use of structural similarities which are shared by a class of related problems. We…

数值分析 · 数学 2012-06-20 Benjamin Rosenbaum , Volker Schulz

The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…

统计计算 · 统计学 2017-05-08 Marta D'Elia , Eric Phipps , Ahmad Rushdi , Mohamed Ebeida

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

Recent developments in surrogate construction predominantly focused on two strategies to improve surrogate accuracy. Firstly, component-wise domain scaling informed by cross-validation. Secondly, regression to construct response surfaces…

最优化与控制 · 数学 2023-04-03 Johann Bouwer , Daniel N. Wilke , Schalk Kok

We propose an efficient surrogate modeling technique for uncertainty quantification. The method is based on a well-known dimension-adaptive collocation scheme. We improve the scheme by enhancing sparse polynomial surrogates with conformal…

计算工程、金融与科学 · 计算机科学 2020-05-20 Niklas Georg , Dimitrios Loukrezis , Ulrich Römer , Sebastian Schöps
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