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In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…

Methodology · Statistics 2021-05-20 Henry Lam , Huajie Qian

Complex engineering systems require integration of simulation of sub-systems and calculation of metrics to drive design decisions. This paper introduces a methodology for designing computational or physical experiments for system-level…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Efe Y. Yarbasi , Dimitri N. Mavris

Registering accurately point clouds from a cheap low-resolution sensor is a challenging task. Existing rigid registration methods failed to use the physical 3D uncertainty distribution of each point from a real sensor in the dynamic…

Computer Vision and Pattern Recognition · Computer Science 2018-08-03 Can Pu , Nanbo Li , Radim Tylecek , Robert B Fisher

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However,…

Data Analysis, Statistics and Probability · Physics 2018-03-14 Xun Huan , Cosmin Safta , Khachik Sargsyan , Gianluca Geraci , Michael S. Eldred , Zachary P. Vane , Guilhem Lacaze , Joseph C. Oefelein , Habib N. Najm

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

We consider the fusion of two aerodynamic data sets originating from differing fidelity physical or computer experiments. We specifically address the fusion of: 1) noisy and in-complete fields from wind tunnel measurements and 2)…

Computational Engineering, Finance, and Science · Computer Science 2020-08-04 S. Ashwin Renganathan , Kohei Harada , Dimitri N. Mavris

The widespread adoption of machine learning surrogate models has significantly improved the scale and complexity of systems and processes that can be explored accurately and efficiently using atomistic modeling. However, the inherently…

Chemical Physics · Physics 2025-03-13 Federico Grasselli , Sanggyu Chong , Venkat Kapil , Silvia Bonfanti , Kevin Rossi

Model updating of engineering systems inevitably involves handling both aleatory or inherent randomness and epistemic uncertainties or uncertainities arising from a lack of knowledge or information about the system. Addressing these…

Applications · Statistics 2025-05-27 Sangwon Lee , Taro Yaoyama , Masaru Kitahara , Tatsuya Itoi

Spatial dynamic microsimulations probabilistically project geographically referenced units with individual characteristics over time. Like any projection method, their outcomes are inherently uncertain and sensitive to multiple factors.…

Computation · Statistics 2025-11-19 Morgane Dumont , Ahmed Alsaloum , Julian Ernst , Jan Weymeirsch , Ralf Münnich

A covariant energy density functional is calibrated using a principled Bayesian statistical framework informed by experimental binding energies and charge radii of several magic and semi-magic nuclei. The Bayesian sampling required for the…

Nuclear Theory · Physics 2022-09-28 Pablo Giuliani , Kyle Godbey , Edgard Bonilla , Frederi Viens , Jorge Piekarewicz

Surrogate models are extensively employed for forward and inverse uncertainty quantification in complex, computation-intensive engineering problems. Nonetheless, constructing high-accuracy surrogate models for complex dynamical systems with…

Dynamical Systems · Mathematics 2025-03-20 Zhouzhou Song , Weiyun Xu , Marcos A. Valdebenito , Matthias G. R. Faes

Incorporating computational fluid dynamics in the design process of jets, spacecraft, or gas turbine engines is often challenged by the required computational resources and simulation time, which depend on the chosen physics-based…

Computational Physics · Physics 2019-12-09 Cristina White , Daniela Ushizima , Charbel Farhat

Ensuring the runtime safety of autonomous systems remains challenging due to deep learning components' inherent uncertainty and their sensitivity to environmental changes. In this paper, we propose an enhancement of traditional uncertainty…

Software Engineering · Computer Science 2025-07-08 Radouane Bouchekir , Michell Guzman Cancimance

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

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…

Computation · Statistics 2025-12-15 Jinglai Li , Hongqiao Wang

There is wide agreement that the accuracy of turbulence models suffer from their sensitivity with respect to physical input data, the uncertainties of user-elected parameters, as well as the model inadequacy. However, the application of…

Numerical Analysis · Mathematics 2015-08-07 Hoang A. Tran , Clayton G. Webster , Guannan Zhang

When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is both simulation and input uncertainty in the performance…

Methodology · Statistics 2020-11-10 Wei Xie , Barry L. Nelson , Russell R. Barton

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…

Computational Engineering, Finance, and Science · Computer Science 2022-09-02 Jonas Nitzler , Jonas Biehler , Niklas Fehn , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall