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Multi-physics models governed by coupled partial differential equation (PDE) systems, are naturally suited for partitioned, or modular numerical solution strategies. Although widely used in tackling deterministic coupled models, several…

Numerical Analysis · Mathematics 2014-10-22 Akshay Mittal , Gianluca Iaccarino

A family of semi-intrusive uncertainty propagation (UP) methods for multiscale models is introduced. The methods are semi-intrusive in the sense that inspection of the model is limited up to the level of the single scale systems, and…

Computation · Statistics 2020-02-03 Anna Nikishova , Alfons G. Hoekstra

A multifidelity method for the nonlinear propagation of uncertainties in the presence of stochastic accelerations is presented. The proposed algorithm treats the uncertainty propagation (UP) problem by separating the propagation of the…

Numerical Analysis · Mathematics 2025-08-19 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Francesco Sanfedino

Eulerian nonlinear uncertainty propagation methods often suffer from finite domain limitations and computational inefficiencies. A recent approach to this class of algorithm, Grid-based Bayesian Estimation Exploiting Sparsity, addresses the…

Chaotic Dynamics · Physics 2025-08-20 Benjamin L. Hanson , Carlos Rubio , Adrián García-Gutiérrez , Thomas Bewley

As the penetration of distributed energy resources increases, harnessing their flexibility becomes critical for power system operations. Virtual power plants (VPPs) offer a promising solution. However, existing VPP market scheduling tools…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Lorenzo Zapparoli , Blazhe Gjorgiev , Giovanni Sansavini

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order…

Numerical Analysis · Mathematics 2016-09-14 David B. Stein , Robert D. Guy , Becca Thomases

Proper quantification and propagation of uncertainties in computational simulations are of critical importance. This issue is especially challenging for CFD applications. A particular obstacle for uncertainty quantifications in CFD problems…

Computational Physics · Physics 2018-04-10 Jian-xun Wang , Christopher J. Roy , Heng Xiao

In the framework of the estimation of safety margins in nuclear accident analysis, a quantitative assessment of the uncertainties tainting the results of computer simulations is essential. Accurate uncertainty propagation (estimation of…

Applications · Statistics 2019-01-01 Bertrand Iooss , Amandine Marrel

The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…

Computation · Statistics 2017-05-08 Marta D'Elia , Eric Phipps , Ahmad Rushdi , Mohamed Ebeida

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

Data Analysis, Statistics and Probability · Physics 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…

Numerical Analysis · Mathematics 2020-08-11 Zhibao Zheng

Nonlocal diffusion model provides an appropriate description of the diffusion process of solute in the complex medium, which cannot be described properly by classical theory of PDE. However, the operators in the nonlocal diffusion models…

Numerical Analysis · Mathematics 2018-03-01 Hao Tian , Jing Zhang

Index modulation (IM) is one of the key enabling technologies for beyond fifth generation (B5G) and sixth generation (6G) wireless systems, attracting attention for its inherent energy and spectral efficiency resulting from conveying…

Signal Processing · Electrical Eng. & Systems 2025-03-04 Hyeon Seok Rou , Giuseppe Thadeu Freitas de Abreu , Takumi Takahashi , David González G. , Osvaldo Gonsa

An essential ingredient of a spectral method is the choice of suitable bases for test and trial spaces. On complex domains, these bases are harder to devise, necessitating the use of domain partitioning techniques such as the spectral…

Numerical Analysis · Mathematics 2021-11-17 Saad Qadeer , Ehssan Nazockdast , Boyce E. Griffith

Methods for quantifying the effects of uncertainties in hyperbolic problems can be divided into intrusive and non-intrusive techniques. Non-intrusive methods allow the usage of a given deterministic solver in a black-box manner, while being…

Numerical Analysis · Mathematics 2020-08-26 Jonas Kusch , Jannick Wolters , Martin Frank

Uncertainty estimation, which provides a means of building explainable neural networks for medical imaging applications, have mostly been studied for single deep learning models that focus on a specific task. In this paper, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2023-10-02 Leonhard F. Feiner , Martin J. Menten , Kerstin Hammernik , Paul Hager , Wenqi Huang , Daniel Rueckert , Rickmer F. Braren , Georgios Kaissis

This paper considers the analysis of partial differential equations (PDE) containing multiple random variables. Recently developed collocation methods enable the construction of high-order stochastic solutions by converting a stochastic PDE…

Numerical Analysis · Mathematics 2013-09-17 Daniela Steffes-lai , Eveline Rosseel , Tanja Clees

This paper presents a unified framework for uncertainty propagation in dynamical systems involving hybrid aleatory and epistemic uncertainties. The framework accommodates precise probabilistic, imprecise probabilistic, and non-probabilistic…

Methodology · Statistics 2025-09-12 Yi Luo , Meng-Ze Lyu , Matteo Broggi , Marko Thiele , Vasileios C. Fragkoulis , Michael Beer
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