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The revolutionary advancements in metal additive manufacturing have enabled the production of alloy-based lattice structures with complex geometrical features and high resolutions. This has encouraged the development of nonlinear material…

Computational Engineering, Finance, and Science · Computer Science 2024-09-27 Hooman Danesh , Lisamarie Heußen , Francisco J. Montáns , Stefanie Reese , Tim Brepols

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…

Computation · Statistics 2020-06-02 Valentin De Bortoli , Alain Durmus , Marcelo Pereyra , Ana F. Vidal

We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations that is accessible to both a rigorous analytical validation…

Probability · Mathematics 2026-04-30 Markus Antoni , Quinten Kürpick , Felix Lindner , Nicole Marheineke , Raimund Wegener

The muon intensity attenuation method to detect heterogeneities in large matter volumes is analyzed. Approximate analytical expressions to estimate the collection time and the signal to noise ratio, are proposed and validated by Monte Carlo…

Instrumentation and Detectors · Physics 2008-11-26 V. Grabski , R. Reche , R. Alfaro , E. Belmont , A. Martinez , A. Sandoval , A. Menchaca-Rocha

We present a novel formalism to characterize elastic heterogeneities in amorphous solids. In particular, we derive high-order strain-energy expansions for pairwise energies under athermal quasistatic dynamics. We then use the presented…

Soft Condensed Matter · Physics 2024-01-03 David Richard

As inelastic structures are ubiquitous in many engineering fields, a central task in computational mechanics is to develop accurate, robust and efficient tools for their analysis. Motivated by the poor performances exhibited by standard…

Numerical Analysis · Mathematics 2018-09-21 Nicola A. Nodargi

The work presented here investigates the application of polynomial chaos expansion toward input shaper design in order to maintain robustness in dynamical systems subject to uncertainty. Furthermore, this work intends to specifically…

Systems and Control · Electrical Eng. & Systems 2026-02-05 Johannes Güttler , Karan Baker , Premjit Saha , James Warner , Adrian Stein

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

Numerical Analysis · Mathematics 2017-12-20 Ralf Kornhuber , Evgenia Youett

In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…

Numerical Analysis · Mathematics 2025-12-01 Moritz Hauck , Alexei Lozinski

This study introduces a novel computational framework for Robust Topology Optimization (RTO) considering imprecise random field parameters. Unlike the worst-case approach, the present method provides upper and lower bounds for the mean and…

Computational Engineering, Finance, and Science · Computer Science 2022-01-28 Kang Gao , Duy Minh Doc , Sheng Chu , Gang Wu , H. Alicia Kim , Carol A. Featherston

We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík , Kookjin Lee

We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…

Numerical Analysis · Mathematics 2014-11-27 V. Reshniak , A. Q. M. Khaliq , D. A. Voss , G. Zhang

In complex materials, numerous intertwined phenomena underlie the overall response at macroscale. These phenomena can pertain to different engineering fields (mechanical , chemical, electrical), occur at different scales, can appear as…

Materials Science · Physics 2016-06-15 Pierre Jehel

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

Mesoscale simulations of woven composites using parameterized analytical geometries offer a way to connect constituent material properties and their geometric arrangement to effective composite properties and performance. However, the…

Materials Science · Physics 2023-02-21 Collin W. Foster , Lincoln N. Collins , Francesco Panerai , Scott A. Roberts

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

This paper considers the design of structures made of engineered materials, accounting for uncertainty in material properties. We present a topology optimization approach that optimizes the structural shape and topology at the macroscale…

Optimization and Control · Mathematics 2021-10-27 Subhayan De , Kurt Maute , Alireza Doostan

Mechanical densification of granular bodies is a process in which a loose material becomes increasingly cohesive as the applied pressure increases. A constitutive description of this process faces the formidable problem that granular and…

Mathematical Physics · Physics 2015-05-20 Andrea Piccolroaz , Davide Bigoni , Alessandro Gajo

Owing to additive manufacturing techniques, a structure at millimeter length scale (macroscale) can be produced by using a lattice substructure at micrometer length scale (microscale). Such a system is called a metamaterial at the…

Computational Engineering, Finance, and Science · Computer Science 2019-11-25 H. Yang , B. E. Abali , W. H. Müller , D. Timofeev

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRF) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods,…

Numerical Analysis · Mathematics 2025-03-19 Sohail Reddy