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The work focuses on gathering high-fidelity and low-fidelity numerical simulations data using Nektar++ (Solver based on Applied Mathematics) and XFOIL respectively. The utilization of the higher polynomial distribution in calculating the…

Machine Learning · Computer Science 2025-03-12 Swapnil Kumar

Three-dimensional cardiovascular fluid dynamics simulations typically require computation of several cardiac cycles before they reach a periodic solution, rendering them computationally expensive. Furthermore, there is currently no…

Computational Engineering, Finance, and Science · Computer Science 2021-06-28 Martin R. Pfaller , Jonathan Pham , Nathan M. Wilson , David W. Parker , Alison L. Marsden

Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…

We present a simple comparative framework for testing and developing uncertainty modeling in uncertain marching cubes implementations. The selection of a model to represent the probability distribution of uncertain values directly…

Human-Computer Interaction · Computer Science 2024-09-16 Robert Sisneros , Tushar M. Athawale , David Pugmire , Kenneth Moreland

This position paper summarizes a recently developed research program focused on inference in the context of data centric science and engineering applications, and forecasts its trajectory forward over the next decade. Often one endeavours…

Computation · Statistics 2021-12-06 Ajay Jasra , Kody J. H. Law , Alexander Tarakanov , Fangyuan Yu

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

Multimodal foundation models offer a promising framework for robotic perception and planning by processing sensory inputs to generate actionable plans. However, addressing uncertainty in both perception (sensory interpretation) and…

Robotics · Computer Science 2025-04-18 Neel P. Bhatt , Yunhao Yang , Rohan Siva , Daniel Milan , Ufuk Topcu , Zhangyang Wang

We introduce a multifidelity estimator of covariance matrices formulated as the solution to a regression problem on the manifold of symmetric positive definite matrices. The estimator is positive definite by construction, and the…

Computation · Statistics 2024-09-06 Aimee Maurais , Terrence Alsup , Benjamin Peherstorfer , Youssef Marzouk

Numerical models of complex real-world phenomena often necessitate High Performance Computing (HPC). Uncertainties increase problem dimensionality further and pose even greater challenges. We present a parallelization strategy for…

Mathematical Software · Computer Science 2021-08-02 Linus Seelinger , Anne Reinarz , Leonhard Rannabauer , Michael Bader , Peter Bastian , Robert Scheichl

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

Computational Finance · Quantitative Finance 2014-10-07 Denis Belomestny , Tigran Nagapetyan

We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to…

Statistics Theory · Mathematics 2019-04-23 Jose H. Blanchet , Peter W. Glynn , Yanan Pei

In this paper, a validation and uncertainty quantification (VUQ) framework for the Eulerian-Eulerian two-fluid-model based multiphase-computational fluid dynamics solver (MCFD) is formulated. The framework aims to answer the question: how…

Fluid Dynamics · Physics 2018-10-23 Yang Liu , Nam Dinh , Ralph Smith

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

Markov Chain Monte Carlo (MCMC) methods often take many iterations to converge for highly correlated or high-dimensional target density functions. Methods such as Hamiltonian Monte Carlo (HMC) or No-U-Turn Sampling (NUTS) use the…

Numerical Analysis · Mathematics 2024-08-08 Kislaya Ravi , Tobias Neckel , Hans-Joachim Bungartz

The reliability of atomistic simulations depends on the quality of the underlying energy models providing the source of physical information, for instance for the calculation of migration barriers in atomistic Kinetic Monte Carlo…

Accurate medical image segmentation is crucial for diagnosis and analysis. However, the models without calibrated uncertainty estimates might lead to errors in downstream analysis and exhibit low levels of robustness. Estimating the…

Image and Video Processing · Electrical Eng. & Systems 2021-09-16 Yanwu Yang , Xutao Guo , Yiwei Pan , Pengcheng Shi , Haiyan Lv , Ting Ma

High-throughput methods enable accelerated discovery of novel materials in complex systems such as high-entropy alloys, which exhibit intricate phase stability across vast compositional spaces. Computational approaches, including Density…

Traditional deep learning (DL) models are powerful classifiers, but many approaches do not provide uncertainties for their estimates. Uncertainty quantification (UQ) methods for DL models have received increased attention in the literature…

Machine Learning · Computer Science 2023-08-14 Daniel Ries , Joshua Michalenko , Tyler Ganter , Rashad Imad-Fayez Baiyasi , Jason Adams

Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…

Numerical Analysis · Mathematics 2025-10-01 Josef Martínek , Erin Carson , Robert Scheichl

The goals of this chapter are twofold. First, we wish to introduce molecular dynamics (MD) and uncertainty quantification (UQ) in a common setting in order to demonstrate how the latter can increase confidence in the former. In some cases,…

Computational Physics · Physics 2018-01-09 Paul N. Patrone , Andrew Dienstfrey
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