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Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…

Methodology · Statistics 2020-06-18 Niccolò Dalmasso , Ann B. Lee , Rafael Izbicki , Taylor Pospisil , Ilmun Kim , Chieh-An Lin

Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…

Optimization and Control · Mathematics 2021-02-23 Jon Cockayne , Andrew B. Duncan

Global sensitivity analysis is often impracticable for complex and time demanding numerical models, as it requires a large number of runs. The reduced-basis approach provides a way to replace the original model by a much faster to run code.…

Computation · Statistics 2011-02-25 Alexandre Janon , Maëlle Nodet , Clémentine Prieur

Making good predictions of a physical system using a computer code requires the inputs to be carefully specified. Some of these inputs called control variables have to reproduce physical conditions whereas other inputs, called parameters,…

Computation · Statistics 2018-04-04 Guillaume Damblin , Pierre Barbillon , Merlin Keller , Alberto Pasanisi , Eric Parent

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Parameter sensitivity analysis is a powerful tool in the building and analysis of biochemical network models. For stochastic simulations, parameter sensitivity analysis can be computationally expensive, requiring multiple simulations for…

Computational Physics · Physics 2015-06-04 Patrick B. Warren , Rosalind J. Allen

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

Motivated by learning from experience and exploiting existing knowledge in civil nuclear operations, we have developed in-house generic PSA models for pressurized and boiling water reactors. The models are computationally light, handy,…

Physics and Society · Physics 2021-12-01 Ali Ayoub , Wolfgang Kröger , Didier Sornette

The use of simulation-based sensitivity analyses is fundamental to evaluate and compare candidate designs for future clinical trials. In this context, sensitivity analyses are especially useful to assess the dependence of important design…

Methodology · Statistics 2022-08-09 Larry Han , Andrea Arfe , Lorenzo Trippa

Chronic disease progression models are governed by three main parameters: sensitivity, preclinical intensity, and sojourn time. The estimation of these parameters helps in optimizing screening programs and examine the improvement in…

Applications · Statistics 2020-01-22 Ayman Hijazy , András Zempléni

A framework is developed based on different uncertainty quantification (UQ) techniques in order to assess validation and verification (V&V) metrics in computational physics problems, in general, and computational fluid dynamics (CFD), in…

Computational Physics · Physics 2020-07-15 Saleh Rezaeiravesh , Ricardo Vinuesa , Philipp Schlatter

Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output…

Methodology · Statistics 2023-06-02 Juraj Kardos , Wouter Edeling , Diana Suleimenova , Derek Groen , Olaf Schenk

Stochastic models for chemical reaction networks have become very popular in recent years. For such models, the estimation of parameter sensitivities is an important and challenging problem. Sensitivity values help in analyzing the network,…

Probability · Mathematics 2013-10-08 Ankit Gupta , Mustafa Khammash

Numerical modeling of proton exchange membrane fuel cells is at the verge of becoming predictive. A crucial requisite for this, though, is that material properties of the membrane-electrode assembly and their functional dependence on the…

Applied Physics · Physics 2019-10-03 Roman Vetter , Jürgen O. Schumacher

Numerical simulations of relativistic plasmas have become more feasible, popular, and crucial for various astrophysical sources with the availability of computational resources. The necessity for high-accuracy particle dynamics is…

High Energy Astrophysical Phenomena · Physics 2024-07-24 L. Du Plessis , C. Venter , A. K. Harding , Z. Wadiasingh , C. Kalapotharakos , P. Els

Quantifying uncertainty in predictive simulations for real-world problems is of paramount importance - and far from trivial, mainly due to the large number of stochastic parameters and significant computational requirements. Adaptive sparse…

Computational Physics · Physics 2019-11-25 Ionut-Gabriel Farcas , Tobias Görler , Hans-Joachim Bungartz , Frank Jenko , Tobias Neckel

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

We present two analytical formulae for estimating the sensitivity -- namely, the gradient or Jacobian -- at given realizations of an arbitrary-dimensional random vector with respect to its distributional parameters. The first formula…

Machine Learning · Statistics 2025-08-14 Pi-Yueh Chuang , Ahmed Attia , Emil Constantinescu

Global sensitivity analysis (GSA) aims to detect influential input factors that lead a model to arrive at a certain decision and is a significant approach for mitigating the computational burden of processing high dimensional data. In this…

Machine Learning · Computer Science 2024-06-26 Zahra Sadeghi , Stan Matwin