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Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

Macroscopically heterogeneous materials, characterised mostly by comparable heterogeneity lengthscale and structural sizes, can no longer be modelled by deterministic approach instead. It is convenient to introduce stochastic approach with…

Computational Engineering, Finance, and Science · Computer Science 2014-02-07 Jan Sýkora , Anna Kučerová

Graph Neural Networks have achieved impressive results across diverse network modeling tasks, but accurately estimating uncertainty on graphs remains difficult, especially under distributional shifts. Unlike traditional uncertainty…

Machine Learning · Computer Science 2025-10-15 Fred Xu , Thomas Markovich

Stochastic partial differential equations (SPDEs) are often difficult to solve numerically due to their low regularity and high dimensionality. These challenges limit the practical use of computer-aided studies and pose significant barriers…

Numerical Analysis · Mathematics 2025-02-04 Abdul-Lateef Haji-Ali , Håkon Hoel , Andreas Petersson

Macroscopic models for spatially extended systems under random influences are often described by stochastic partial differential equations (SPDEs). Some techniques for understanding solutions of such equations, such as estimating…

Dynamical Systems · Mathematics 2009-03-27 Jinqiao Duan

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the…

Numerical Analysis · Mathematics 2018-10-18 Simone Brugiapaglia

In this paper we address the problem of uncertainty management for robust design, and verification of large dynamic networks whose performance is affected by an equally large number of uncertain parameters. Many such networks (e.g. power,…

Computation · Statistics 2011-10-12 Amit Surana , Tuhin Sahai , Andrzej Banaszuk

This work describes a domain embedding technique between two non-matching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is…

Numerical Analysis · Mathematics 2017-12-20 Sarah Osborn , Patrick Zulian , Thomas Benson , Umberto Villa , Rolf Krause , Panayot S. Vassilevski

Uncertainties have become a major concern in integrated circuit design. In order to avoid the huge number of repeated simulations in conventional Monte Carlo flows, this paper presents an intrusive spectral simulator for statistical circuit…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

Uncertainty quantification seeks to provide a quantitative means to understand complex systems that are impacted by parametric uncertainty. The polynomial chaos method is a computational approach to solve stochastic partial differential…

Numerical Analysis · Mathematics 2017-09-27 Melvin Leok , Gautam Wilkins

We introduce an efficient message passing scheme for solving Constraint Satisfaction Problems (CSPs), which uses stochastic perturbation of Belief Propagation (BP) and Survey Propagation (SP) messages to bypass decimation and directly…

Artificial Intelligence · Computer Science 2016-01-05 Siamak Ravanbakhsh , Russell Greiner

Many quantum technologies rely on high-precision dynamics, which raises the question of how these are influenced by the experimental uncertainties that are always present in real-life settings. A standard approach in the literature to…

Quantum Physics · Physics 2022-04-27 Mogens Dalgaard , Carrie A. Weidner , Felix Motzoi

We address the problem of uncertainty propagation and Bayesian fusion on unimodular Lie groups. Starting from a stochastic differential equation (SDE) defined on Lie groups via Mckean-Gangolli injection, we first convert it to a parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-10 Jikai Ye , Gregory S. Chirikjian

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet for fluid problems it only achieves first-order spatial accuracy near embedded boundaries for the velocity field and…

Numerical Analysis · Mathematics 2017-03-08 David B. Stein , Robert D. Guy , Becca Thomases

Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

We propose an enhanced spatial modulation (SM)-based scheme for indoor visible light communication systems. This scheme enhances the achievable throughput of conventional SM schemes by transmitting higher order complex modulation symbol,…

Signal Processing · Electrical Eng. & Systems 2022-01-21 Shimaa Naser , Lina Bariah , Sami Muhaidat , Mahmoud Al-Qutayri , Paschalis C. Sofotasios

We present SPUX - a modular framework for Bayesian inference enabling uncertainty quantification and propagation in linear and nonlinear, deterministic and stochastic models, and supporting Bayesian model selection. SPUX can be coupled to…

Computation · Statistics 2021-05-14 Jonas Šukys , Marco Bacci

Multi-scale wave propagation problems are computationally costly to solve by traditional techniques because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and…

Numerical Analysis · Mathematics 2009-11-16 Bjorn Engquist , Henrik Holst , Olof Runborg