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The fcc Lennard-Jones crystal is used as a generic model of solid to study the elastic properties of thin films as a function of thickness and temperature. The Monte Carlo algorithm is used to calculate the average deformations along the…
Materials with heterogeneous structures exhibit complex physical processes such as delamination, cracks, and plasticity, which require micromechanical parameters for understanding. However, identifying these parameters is challenging due to…
Uncertainties in the high-dimensional space of material parameters pose challenges for the predictive modeling of bcc single crystals, especially under extreme loading conditions. In this work, we identify the key physical assumptions and…
We address the problem of parameter estimation for diffusion driven stochastic volatility models through Markov chain Monte Carlo (MCMC). To avoid degeneracy issues we introduce an innovative reparametrisation defined through…
Since the middle of the 1940's scientists have used Monte Carlo (MC) simulations to obtain information about physical processes. This has proved a accurate and and reliable method to obtain this information. Through out resent years…
Physical models of biological systems can become difficult to interpret when they have a large number of parameters. But the models themselves actually depend on (i.e. are sensitive to) only a subset of those parameters. Rigorously…
We use approximate Bayesian computation (ABC) combined with an "improved" Markov chain Monte Carlo (IMCMC) method to estimate posterior distributions of model parameters in subgrid-scale (SGS) closures for large eddy simulations (LES) of…
In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…
The paper presents an approach for the identification of elasto-static parameters of a robotic manipulator using the virtual experiments in a CAD environment. It is based on the numerical processing of the data extracted from the finite…
Inferring the infinitesimal rates of continuous-time Markov chains (CTMCs) is a central challenge in many scientific domains. This task is hindered by three factors: quadratic growth in the number of rates as the CTMC state space expands,…
Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…
Monte Carlo methods, such as Markov chain Monte Carlo (MCMC), remain the most regularly-used approach for implementing Bayesian inference. However, the computational cost of these approaches usually scales worse than linearly with the…
We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We…
Accurate analysis of plastic strain accumulation under stress-controlled cyclic loading is vital for numerous engineering applications. Typically, models of plastic ratcheting are calibrated against available experimental data. Since actual…
Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations…
The study presents a novel approach for stochastic nonlinear model updating in structural dynamics, employing a Bayesian framework integrated with Markov Chain Monte Carlo (MCMC) sampling for parameter estimation by using an approximated…
Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…
Data-informed predictive maintenance planning largely relies on stochastic deterioration models. Monitoring information can be utilized to update sequentially the knowledge on time-invariant deterioration model parameters either within an…
As a physical fact, randomness is an inherent and ineliminable aspect in all physical measurements and engineering production. As a consequence, material parameters, serving as input data, are only known in a stochastic sense and thus, also…