Pieterjan Robbe

Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered to be the method of choice for solving PDEs with random coefficients when many uncertainties are involved. When using Full Multigrid to solve the deterministic problem, coarse solutions obtained by the solver can be recycled as samples in the Multilevel Monte Carlo method, as was pointed out by Kumar, Oosterlee and Dwight [Int. J. Uncertain. Quantif., 7 (2017), pp. 57--81]. In this article, an alternative approach is considered, using Quasi-Monte Carlo points, to speed up convergence. Additionally, our method comes with an improved variance estimate which is also valid in case of the Monte Carlo based approach. The new method is illustrated on the example of an elliptic PDE with lognormal diffusion coefficient. Numerical results for a variety of random fields with different smoothness parameters in the Matérn covariance function show that sample recycling is more efficient when the input random field is nonsmooth.

Philippe Blondeel, Pieterjan Robbe, Cédric van hoorickx et al.

Practical structural engineering problems often exhibit a significant degree of uncertainty in the material properties being used, the dimensions of the modeled structures, etc. In this paper, we consider a cantilever beam and a beam clamped at both ends, both subjected to a static and a dynamic load. The material uncertainty resides in the Young's modulus, which is modeled by means of one random variable, sampled from a univariate Gamma distribution, or with multiple random variables, sampled from a Gamma random field. Three different responses are considered: the static elastic, the dynamic elastic and the static elastoplastic response. In the first two cases, we simulate the spatial displacement of a concrete beam and its frequency response in the elastic domain. The third case simulates the spatial displacement of a steel beam in the elastoplastic domain. In order to compute the statistical quantities of the static deflection and frequency response function, Multilevel Monte Carlo (MLMC) is combined with a Finite Element solver. In this paper, the computational costs and run times of the MLMC method are compared with those of the classical Monte Carlo method, demonstrating a significant speedup of up to several orders of magnitude for the studied cases.

Christophe Bonneville, Nathan Bieberdorf, Pieterjan Robbe et al.

Phase-field simulations of liquid metal dealloying (LMD) can capture complex microstructural evolutions but can be prohibitively expensive for large domains and long time horizons. In this paper, we introduce a fully convolutional, conditionally parameterized U-Net surrogate designed to extrapolate far beyond its training data in both space and time. The architecture integrates convolutional self-attention, physically informed padding, and a flood-fill corrector method to maintain accuracy under extreme extrapolation, while conditioning on simulation parameters allows for flexible time-step skipping and adaptation to varying alloy compositions. To remove the need for costly solver-based initialization, we couple the surrogate with a conditional diffusion model that generates synthetic, physically consistent initial conditions. We train our surrogate on simulations generated over small domain sizes and short time spans, but, by taking advantage of the convolutional nature of U-Nets, we are able to run and extrapolate surrogate simulations for longer time horizons than what would be achievable with classic numerical solvers. Across multiple alloy compositions, the framework is able to reproduce the LMD physics accurately. It predicts key quantities of interest and spatial statistics with relative errors typically below 5% in the training regime and under 15% during large-scale, long time-horizon extrapolations. Our framework can also deliver speed-ups of up to 36,000 times, bringing the time to run weeks-long simulations down to a few seconds. This work is a first stepping stone towards high-fidelity extrapolation in both space and time of phase-field simulation for LMD.

Christophe Bonneville, Nathan Bieberdorf, Pieterjan Robbe et al.

Phase-field models of liquid metal dealloying (LMD) can resolve rich microstructural dynamics but become intractable for large domains or long time horizons. We present a conditionally parameterized, fully convolutional U-Net surrogate that generalizes far beyond its training window in both space and time. The design integrates convolutional self-attention and physics-aware padding, while parameter conditioning enables variable time-step skipping and adaptation to diverse alloy systems. Although trained only on short, small-scale simulations, the surrogate exploits the translational invariance of convolutions to extend predictions to much longer horizons than traditional solvers. It accurately reproduces key LMD physics, with relative errors typically under 5% within the training regime and below 10% when extrapolating to larger domains and later times. The method accelerates computations by up to 16,000 times, cutting weeks of simulation down to seconds, and marks an early step toward scalable, high-fidelity extrapolation of LMD phase-field models.

Pieterjan Robbe, Andre Ruybalid, Arun Hegde et al.

Mechanistic microstructure-informed constitutive models for the mechanical response of polycrystals are a cornerstone of computational materials science. However, as these models become increasingly more complex - often involving coupled differential equations describing the effect of specific deformation modes - their associated computational costs can become prohibitive, particularly in optimization or uncertainty quantification tasks that require numerous model evaluations. To address this challenge, surrogate constitutive models that balance accuracy and computational efficiency are highly desirable. Data-driven surrogate models, that learn the constitutive relation directly from data, have emerged as a promising solution. In this work, we develop two local surrogate models for the viscoplastic response of a steel: a piecewise response surface method and a mixture of experts model. These surrogates are designed to adapt to complex material behavior, which may vary with material parameters or operating conditions. The surrogate constitutive models are applied to creep simulations of HT-9 steel, an alloy of considerable interest to the nuclear energy sector due to its high tolerance to radiation damage, using training data generated from viscoplastic self-consistent (VPSC) simulations. We define a set of test metrics to numerically assess the accuracy of our surrogate models for predicting viscoplastic material behavior, and show that the mixture of experts model outperforms the piecewise response surface method in terms of accuracy.

Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle

We present an adaptive version of the Multi-Index Monte Carlo method, introduced by Haji-Ali, Nobile and Tempone (2016), for simulating PDEs with coefficients that are random fields. A classical technique for sampling from these random fields is the Karhunen-Loève expansion. Our adaptive algorithm is based on the adaptive algorithm used in sparse grid cubature as introduced by Gerstner and Griebel (2003), and automatically chooses the number of terms needed in this expansion, as well as the required spatial discretizations of the PDE model. We apply the method to a simplified model of a heat exchanger with random insulator material, where the stochastic characteristics are modeled as a lognormal random field, and we show consistent computational savings.

Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle

We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential equations with random coefficients. By combining the multi-index sampling idea with randomly shifted rank-1 lattice rules, the algorithm constructs an estimator for the expected value of some functional of the solution. The efficiency of this new method is illustrated on a three-dimensional subsurface flow problem with lognormal diffusion coefficient with underlying Matérn covariance function. This example is particularly challenging because of the small correlation length considered, and thus the large number of uncertainties that must be included. We show numerical evidence that it is possible to achieve a cost inversely proportional to the requested tolerance on the root-mean-square error, for problems with a smoothly varying random field