Multifidelity approaches for optimization under uncertainty
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Publication:2952604
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Cites work
- scientific article; zbMATH DE number 653035 (Why is no real title available?)
- A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation
- A multilevel approach to control variates
- A two-step certified reduced basis method
- A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm
- Accurate uncertainty quantification using inaccurate computational models
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Evaluation of failure probability via surrogate models
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
- IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES
- Implicit filtering
- Introduction to Derivative-Free Optimization
- Introduction to Stochastic Search and Optimization
- Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Multilevel Monte Carlo Path Simulation
- On control variate estimators
- On the use of quadratic models in unconstrained minimization without derivatives
- Predicting the output from a complex computer code when fast approximations are available
- Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
Cited in
(58)- Uncertain static plane stress analysis with interval fields
- Validation by Monte Carlo sampling of experimental observation functionals
- Achieving robust design through statistical effect screening
- Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty
- Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques
- An adjoint-assisted multilevel multifidelity method for uncertainty quantification and its application to turbomachinery manufacturing variability
- Distributionally robust optimization for engineering design under uncertainty
- An efficient multifidelity \(\ell_1\)-minimization method for sparse polynomial chaos
- A scalable framework for multi-objective PDE-constrained design of building insulation under uncertainty
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
- Generalized information reuse for optimization under uncertainty with non-sample average estimators
- Multifidelity Global Optimization Using DIRECT
- Constrained multifidelity optimization using model calibration
- Multilevel and multifidelity uncertainty quantification for cardiovascular hemodynamics
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification
- Performance Bounds for PDE-Constrained Optimization under Uncertainty
- High-dimensional nonlinear multi-fidelity model with gradient-free active subspace method
- Non-parametric measure approximations for constrained multi-objective optimisation under uncertainty
- A multifidelity Monte Carlo method for realistic computational budgets
- Optimal model management for multifidelity Monte Carlo estimation
- Efficient multifidelity likelihood-free Bayesian inference with adaptive computational resource allocation
- Two-grid based adaptive proper orthogonal decomposition method for time dependent partial differential equations
- Convergence analysis of multifidelity Monte Carlo estimation
- Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models
- 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
- Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis
- Multi-fidelity non-intrusive polynomial chaos based on regression
- A hybrid model reduction method for stochastic parabolic optimal control problems
- Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization
- Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability
- Multi-fidelity design optimisation strategy under uncertainty with limited computational budget
- Survey of multifidelity methods in uncertainty propagation, inference, and optimization
- An efficient non-intrusive reduced basis model for high dimensional stochastic problems in CFD
- Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation
- Optimal design of acoustic metamaterial cloaks under uncertainty
- Physics-informed machine learning for backbone identification in discrete fracture networks
- Bi-fidelity stochastic gradient descent for structural optimization under uncertainty
- Robust optimisation of computationally expensive models using adaptive multi-fidelity emulation
- Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
- Multi-fidelity analysis and uncertainty quantification of beam vibration using co-kriging interpolation method
- 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
- A trust region method for noisy unconstrained optimization
- A generalized approximate control variate framework for multifidelity uncertainty quantification
- Multifidelity approaches for uncertainty quantification
- Multifidelity Monte Carlo estimation of variance and sensitivity indices
- Multifidelity Robust Controller Design with Gradient Sampling
- Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics
- Multi-fidelity optimization via surrogate modelling
- Constrained Optimization in the Presence of Noise
- Hyper-differential sensitivity analysis with respect to model discrepancy: optimal solution updating
- Multifidelity uncertainty quantification with models based on dissimilar parameters
- Multi-output multilevel best linear unbiased estimators via semidefinite programming
- Ensemble approximate control variate estimators: applications to multifidelity importance sampling
- Multifidelity importance sampling
- A transport-based multifidelity preconditioner for Markov chain Monte Carlo
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