Related papers: Quantifying the Temporal Uncertainties of Nonlinea…
In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…
The application of linear kinetic treatments to plasma waves, damping, and instability requires favorable inequalities between the associated linear timescales and timescales for nonlinear (e.g., turbulence) evolution. In the solar wind…
Atomistic simulations often rely on interatomic potentials to access greater time- and length- scales than those accessible to first principles methods such as density functional theory (DFT). However, since a parameterised potential…
The modeling of turbulence, whether it be numerical or analytical, is a difficult challenge. Turbulence is amenable to analysis with linear theory if it is subject to rapid distortions, i.e., motions occurring on a time scale that is short…
ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…
This paper is concerned with a simulation study for a stochastic production network model, where the capacities of machines may change randomly. We introduce performance measures motivated by risk measures from finance leading to a…
This article introduces a physically realistic model for explaining how electromagnetic waves can be internally generated, propagate and interact in strongly magnetized plasmas or in nuclear magnetic resonance experiments. It studies high…
A general model for stationary, time-wise turbulent velocity is presented and discussed. This approach, inspired by modeling ideas of Barndorff-Nielsen and Schimgel, is coherent with the K41 hypothesis of local isotropy, and it allows us to…
Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…
Aerodynamic optimization is ubiquitous in the design of most engineering systems interacting with fluids. A common approach is to optimize a performance function defined by a choice of an aerodynamic model, e.g., turbulence RANS model, and…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
Shell model turbulence is a simplified mathematical framework that captures essential features of incompressible fluid turbulence such as the energy cascade, intermittency and anomalous scaling of the fluid observables. We perform a…
Temperature uncertainty models for land and sea surfaces can be developed based on statistical methods. In this paper, we developed a novel time series temperature uncertainty model which is the Auto-regressive Moving Average (ARMA)(1, 1)…
The response of a vibrating beam to a force depends on many physical parameters including those determined by material properties. Damage caused by fatigue or cracks result in local reductions in stiffness parameters and may drastically…
Data-driven turbulence modelling approaches are gaining increasing interest from the CFD community. However, the introduction of a machine learning (ML) model introduces a new source of uncertainty, the ML model itself. Quantification of…
We overview some recent results in the field of uncertainty quantification for kinetic equations and related problems with random inputs. Uncertainties may be due to various reasons, such as lack of knowledge on the microscopic interaction…
In the past years we have experienced an increasing interest in understanding of the physical properties of collisionless plasmas, mostly because of the large number of astrophysical environments, e.g. the intracluster medium (ICM),…
We present a reformulation of unsteady turbulent flow simulations. The initial condition is relaxed and information is allowed to propagate both forward and backward in time. Simulations of chaotic dynamical systems with this reformulation…
We study an optimization-based approach to construct statistically accurate confidence intervals for simulation performance measures under nonparametric input uncertainty. This approach computes confidence bounds from simulation runs driven…
Various approaches to estimate turbulent transport coefficients from numerical simulations of hydromagnetic turbulence are discussed. A quantitative comparison between the averaged magnetic field obtained from a specific three-dimensional…