Direct Interval Propagation Methods using Neural-Network Surrogates for Uncertainty Quantification in Physical Systems Surrogate Model

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Main Authors: Faza, Ghifari Adam, Wauters, Jolan, Cuzzolin, Fabio, Hallez, Hans, Moens, David
Format: Preprint
Published: 2026
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author Faza, Ghifari Adam
Wauters, Jolan
Cuzzolin, Fabio
Hallez, Hans
Moens, David
author_facet Faza, Ghifari Adam
Wauters, Jolan
Cuzzolin, Fabio
Hallez, Hans
Moens, David
contents In engineering, uncertainty propagation aims to characterise system outputs under uncertain inputs. For interval uncertainty, the goal is to determine output bounds given interval-valued inputs, which is critical for robust design optimisation and reliability analysis. However, standard interval propagation relies on solving optimisation problems that become computationally expensive for complex systems. Surrogate models alleviate this cost but typically replace only the evaluator within the optimisation loop, still requiring many inference calls. To overcome this limitation, we reformulate interval propagation as an interval-valued regression problem that directly predicts output bounds. We present a comprehensive study of neural network-based surrogate models, including multilayer perceptrons (MLPs) and deep operator networks (DeepONet), for this task. Three approaches are investigated: (i) naive interval propagation through standard architectures, (ii) bound propagation methods such as Interval Bound Propagation (IBP) and CROWN, and (iii) interval neural networks (INNs) with interval weights. Results show that these methods significantly improve computational efficiency over traditional optimisation-based approaches while maintaining accurate interval estimates. We further discuss practical limitations and open challenges in applying interval-based propagation methods.
format Preprint
id arxiv_https___arxiv_org_abs_2603_21308
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Direct Interval Propagation Methods using Neural-Network Surrogates for Uncertainty Quantification in Physical Systems Surrogate Model
Faza, Ghifari Adam
Wauters, Jolan
Cuzzolin, Fabio
Hallez, Hans
Moens, David
Machine Learning
In engineering, uncertainty propagation aims to characterise system outputs under uncertain inputs. For interval uncertainty, the goal is to determine output bounds given interval-valued inputs, which is critical for robust design optimisation and reliability analysis. However, standard interval propagation relies on solving optimisation problems that become computationally expensive for complex systems. Surrogate models alleviate this cost but typically replace only the evaluator within the optimisation loop, still requiring many inference calls. To overcome this limitation, we reformulate interval propagation as an interval-valued regression problem that directly predicts output bounds. We present a comprehensive study of neural network-based surrogate models, including multilayer perceptrons (MLPs) and deep operator networks (DeepONet), for this task. Three approaches are investigated: (i) naive interval propagation through standard architectures, (ii) bound propagation methods such as Interval Bound Propagation (IBP) and CROWN, and (iii) interval neural networks (INNs) with interval weights. Results show that these methods significantly improve computational efficiency over traditional optimisation-based approaches while maintaining accurate interval estimates. We further discuss practical limitations and open challenges in applying interval-based propagation methods.
title Direct Interval Propagation Methods using Neural-Network Surrogates for Uncertainty Quantification in Physical Systems Surrogate Model
topic Machine Learning
url https://arxiv.org/abs/2603.21308