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In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel…

Numerical Analysis · Mathematics 2015-06-18 Yalchin Efendiev , Bangti Jin , Michael Presho , Xiaosi Tan

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

There are essentially three kinds of approaches to Uncertainty Quantification (UQ): (A) robust optimization, (B) Bayesian, (C) decision theory. Although (A) is robust, it is unfavorable with respect to accuracy and data assimilation. (B)…

We numerically study the Euclidean quantum cosmology of a closed, homogeneous and isotropic universe with a cosmological constant. A dust field acts as a clock, and we compute the ground state wavefunction, correlation function, and mean…

General Relativity and Quantum Cosmology · Physics 2025-09-30 Malaik Kabir , Syed Moeez Hassan

We review recent results on dimension-robust higher order convergence rates of Quasi-Monte Carlo Petrov-Galerkin approximations for response functionals of infinite-dimensional, parametric operator equations which arise in computational…

Numerical Analysis · Mathematics 2014-09-30 Josef Dick , Quoc Thong Le Gia , Christoph Schwab

We consider a class of density-driven flow problems. We are particularly interested in the problem of the salinization of coastal aquifers. We consider the Henry saltwater intrusion problem with uncertain porosity, permeability, and…

Numerical Analysis · Mathematics 2023-02-16 Alexander Litvinenko , Dmitry Logashenko , Raul Tempone , Ekaterina Vasilyeva , Gabriel Wittum

We present a comparison of methods for uncertainty quantification (UQ) in deep learning algorithms in the context of a simple physical system. Three of the most common uncertainty quantification methods - Bayesian Neural Networks (BNN),…

Machine Learning · Computer Science 2020-12-08 João Caldeira , Brian Nord

Certain point defects in solids can efficiently be used as qubits for applications in quantum technology. They have spin states that are initializable, readable, robust, and can be manipulated optically. New theoretical methods are needed…

Computational Physics · Physics 2023-09-20 Kristoffer Simula , Ilja Makkonen

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

This study investigates uncertainty quantification (UQ) using quantum-classical hybrid machine learning (ML) models for applications in complex and dynamic fields, such as attaining resiliency in supply chain digital twins and financial…

In this paper we address the problem of the prohibitively large computational cost of existing Markov chain Monte Carlo methods for large--scale applications with high dimensional parameter spaces, e.g. in uncertainty quantification in…

Numerical Analysis · Mathematics 2015-08-11 T. J. Dodwell , C. Ketelsen , R. Scheichl , A. L. Teckentrup

Ice sheet simulations suffer from vast parametric uncertainties, such as the basal sliding boundary condition or geothermal heat flux. Quantifying the resulting uncertainties in predictions is of utmost importance to support judicious…

Geophysics · Physics 2024-12-10 Nicole Aretz , Max Gunzburger , Mathieu Morlighem , Karen Willcox

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

In a random ray method of neutral particle transport simulation, each iteration begins by sampling a set of rays before proceeding to solve the characteristic transport equation along the linear paths the rays follow. Historically,…

Computational Physics · Physics 2025-01-13 Samuel Pasmann , John Tramm

Robust uncertainty quantification (UQ) remains a critical barrier to the safe deployment of deep learning in real-time virtual sensing, particularly in high-stakes domains where sparse, noisy, or non-collocated sensor data are the norm. We…

Machine Learning · Computer Science 2025-07-17 Kazuma Kobayashi , Shailesh Garg , Farid Ahmed , Souvik Chakraborty , Syed Bahauddin Alam

The calibration of rheological parameters in the modeling of complex flows of non-Newtonian fluids can be a daunting task. In this paper we demonstrate how the framework of Uncertainty Quantification (UQ) can be used to improve the…

Fluid Dynamics · Physics 2023-07-11 Aricia Rinkens , Clemens V. Verhoosel , Nick O. Jaensson

The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The…

Computational Physics · Physics 2011-01-28 Jindrich Kolorenc , Lubos Mitas

We present a brief introduction to QCD, the QCD phase diagram, and non-equilibrium phenomena in QCD. We emphasize aspects of the theory that can be addressed using computational methods, in particular euclidean path integral Monte Carlo,…

Nuclear Theory · Physics 2016-12-14 Thomas Schaefer

We introduce a novel approach for calibrating uncertainty quantification (UQ) tailored for multi-modal large language models (LLMs). Existing state-of-the-art UQ methods rely on consistency among multiple responses generated by the LLM on…

Using a cyclotron based model problem, we demonstrate for the first time the applicability and usefulness of a uncertainty quantification (UQ) approach in order to construct surrogate models for quantities such as emittance, energy spread…

Accelerator Physics · Physics 2018-12-13 Andreas Adelmann
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