Multifidelity approaches for optimization under uncertainty
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Publication:2952604
DOI10.1002/NME.4761zbMATH Open1352.74230OpenAlexW1926678456MaRDI QIDQ2952604FDOQ2952604
Authors: Leo W. T. Ng, Karen Willcox 
Publication date: 30 December 2016
Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/97193
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optimizationmodel reductionprobabilistic methodsdesign under uncertaintymultifidelitystochastic problems
Reliability, availability, maintenance, inspection in operations research (90B25) Stochastic programming (90C15) Optimization of other properties in solid mechanics (74P10)
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Cited In (56)
- Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques
- Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty
- An adjoint-assisted multilevel multifidelity method for uncertainty quantification and its application to turbomachinery manufacturing variability
- Distributionally robust optimization for engineering design under uncertainty
- Generalized information reuse for optimization under uncertainty with non-sample average estimators
- Uncertain static plane stress analysis with interval fields
- Validation by Monte Carlo sampling of experimental observation functionals
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
- Achieving robust design through statistical effect screening
- Multilevel and multifidelity uncertainty quantification for cardiovascular hemodynamics
- Multi-fidelity uncertainty quantification method with application to nonlinear structural response analysis
- Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations
- A trust region method for noisy unconstrained optimization
- Multifidelity importance sampling
- A transport-based multifidelity preconditioner for Markov chain Monte Carlo
- Ensemble approximate control variate estimators: applications to multifidelity importance sampling
- An efficient multifidelity \(\ell_1\)-minimization method for sparse polynomial chaos
- Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
- An efficient non-intrusive reduced basis model for high dimensional stochastic problems in CFD
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Multi-fidelity design optimisation strategy under uncertainty with limited computational budget
- Robust optimisation of computationally expensive models using adaptive multi-fidelity emulation
- Multi-fidelity analysis and uncertainty quantification of beam vibration using co-kriging interpolation method
- Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis
- A hybrid model reduction method for stochastic parabolic optimal control problems
- A scalable framework for multi-objective PDE-constrained design of building insulation under uncertainty
- Convergence analysis of multifidelity Monte Carlo estimation
- Constrained multifidelity optimization using model calibration
- High-dimensional nonlinear multi-fidelity model with gradient-free active subspace method
- Bi-fidelity stochastic gradient descent for structural optimization under uncertainty
- Efficient multifidelity likelihood-free Bayesian inference with adaptive computational resource allocation
- Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization
- Multifidelity Monte Carlo estimation of variance and sensitivity indices
- A multifidelity Monte Carlo method for realistic computational budgets
- Multi-fidelity non-intrusive polynomial chaos based on regression
- Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation
- Optimal design of acoustic metamaterial cloaks under uncertainty
- Hyper-differential sensitivity analysis with respect to model discrepancy: optimal solution updating
- Multi-output multilevel best linear unbiased estimators via semidefinite programming
- Multifidelity Global Optimization Using DIRECT
- Non-parametric measure approximations for constrained multi-objective optimisation under uncertainty
- Optimal model management for multifidelity Monte Carlo estimation
- Multifidelity uncertainty quantification with models based on dissimilar parameters
- Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification
- Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability
- Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models
- Physics-informed machine learning for backbone identification in discrete fracture networks
- Multifidelity Robust Controller Design with Gradient Sampling
- A generalized approximate control variate framework for multifidelity uncertainty quantification
- Performance Bounds for PDE-Constrained Optimization under Uncertainty
- Two-grid based adaptive proper orthogonal decomposition method for time dependent partial differential equations
- Multi-fidelity optimization via surrogate modelling
- Survey of multifidelity methods in uncertainty propagation, inference, and optimization
- Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey
- Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression
- Constrained Optimization in the Presence of Noise
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