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

ArXi:2603.21308v1 Announce Type: new 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.