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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

We propose an adaptive sparse grid stochastic collocation approach based upon Leja interpolation sequences for approximation of parameterized functions with high-dimensional parameters. Leja sequences are arbitrarily granular (any number of…

Numerical Analysis · Mathematics 2021-05-04 Akil Narayan , John Jakeman

In this paper we are concerned with the stabilization of MUSCL-type finite volume schemes in arbitrary space dimensions. We consider a number of limited reconstruction techniques which are defined in terms inequality-constrained linear or…

Numerical Analysis · Mathematics 2017-01-24 Christoph Gersbacher , Martin Nolte

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

Methodology · Statistics 2009-05-16 Nicolai Meinshausen , Peter Buehlmann

In this paper we introduce concepts from uncertainty quantification (UQ) and numerical analysis for the efficient evaluation of stochastic high dimensional Newton iterates. In particular, we develop complex analytic regularity theory of the…

Numerical Analysis · Mathematics 2019-05-23 Julio Enrique Castrillon-Candas , Mark Kon

We study mathematical and computational models for computing the deformation of fiber-reinforced cross-plied laminates due to external forces. This requires an understanding of both micro-structural effects and different sources of…

Numerical Analysis · Mathematics 2016-04-20 Ivo Babuska , Mohammad Motamed

We provide a comprehensive overview of meshfree collocation methods for numerically approximating differential operators on continuously labeled unstructured point clouds. Meshfree collocation methods do not require a computational grid or…

Numerical Analysis · Mathematics 2025-10-03 Tomas Halada , Serhii Yaskovets , Abhinav Singh , Ludek Benes , Pratik Suchde , Ivo F. Sbalzarini

Localized patterns are coherent structures embedded in a quiescent state and occur in both discrete and continuous media across a wide range of applications. While it is well-understood how domain covering patterns (for example stripes and…

Pattern Formation and Solitons · Physics 2025-03-19 Jason J. Bramburger , Dan J. Hill , David J. B. Lloyd

Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…

Numerical Analysis · Mathematics 2014-05-23 Aretha L. Teckentrup , Peter Jantsch , Clayton G. Webster , Max Gunzburger

Determining process-structure-property linkages is one of the key objectives in material science, and uncertainty quantification plays a critical role in understanding both process-structure and structure-property linkages. In this work, we…

Computational Engineering, Finance, and Science · Computer Science 2023-01-27 Anh Tran , Tim Wildey

In real communication and transportation networks, the geographical positions of nodes are very important for the efficiency and the tolerance of connectivity. Considering spatially inhomogeneous positions of nodes according to a…

Physics and Society · Physics 2010-07-23 Yukio Hayashi , Yasumasa Ono

A new framework is proposed for analyzing staggered-grid finite difference finite volume methods on unstructured meshes. The new framework employs the concept of external approximation of function spaces, and gauge convergence of numerical…

Numerical Analysis · Mathematics 2016-02-15 Qingshan Chen

Regularized M-estimators are used in diverse areas of science and engineering to fit high-dimensional models with some low-dimensional structure. Usually the low-dimensional structure is encoded by the presence of the (unknown) parameters…

Statistics Theory · Mathematics 2014-10-14 Jason D. Lee , Yuekai Sun , Jonathan E. Taylor

Uncertainty quantification (UQ) in mathematical models is essential for accurately predicting system behavior under variability. This study provides guidance on method selection for reliable UQ across varied functional behaviors in…

Numerical Analysis · Mathematics 2025-01-17 Alina Chertock , Arsen S. Iskhakov , Anna Iskhakova , Alexander Kurganov

We propose a multiscale approach for an elliptic multiscale setting with general unstructured diffusion coefficients that is able to achieve high-order convergence rates with respect to the mesh parameter and the polynomial degree. The…

Numerical Analysis · Mathematics 2020-09-03 Roland Maier

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

The advent of fabrication techniques like additive manufacturing has focused attention on the considerable variability of material response due to defects and other micro-structural aspects. This variability motivates the development of an…

Applied Physics · Physics 2018-02-06 F. Rizzi , R. E. Jones , J. A. Templeton , J. T. Ostien , B. L. Boyce

We consider a multiphysics system with multiple component models coupled together through network coupling interfaces, i.e., a handful of scalars. If each component model contains uncertainties represented by a set of parameters, a…

Numerical Analysis · Mathematics 2014-07-28 Paul G. Constantine , Eric T. Phipps , Timothy M. Wildey

Presence of a high-dimensional stochastic parameter space with discontinuities poses major computational challenges in analyzing and quantifying the effects of the uncertainties in a physical system. In this paper, we propose a stochastic…

Numerical Analysis · Mathematics 2018-08-01 Anindya Bhaduri , Yanyan He , Michael D. Shields , Lori Graham-Brady , Robert M. Kirby

This paper proposes a novel collocation-type numerical stochastic homogenization method for prototypical stochastic homogenization problems with random coefficient fields of small correlation lengths. The presented method is based on a…

Numerical Analysis · Mathematics 2024-11-05 Moritz Hauck , Hannah Mohr , Daniel Peterseim