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Reliability updating refers to a problem that integrates Bayesian updating technique with structural reliability analysis and cannot be directly solved by structural reliability methods (SRMs) when it involves equality information. The…

Machine Learning · Computer Science 2023-04-19 Xiong Xiao , Zeyu Wang , Quanwang Li

Reservoir simulators utilize numerical techniques to solve the governing equations of fluid flow in porous media and they are essential tool for oil and gas fields development. In practical reservoir simulation, the finite difference method…

Fluid Dynamics · Physics 2023-11-14 Taofik H. Nassan , Mohd Amro

In this paper, we propose a general approach called Generalized Multiscale Finite Element Method (GMsFEM) for performing multiscale simulations for problems without scale separation over a complex input space. As in multiscale finite…

Numerical Analysis · Mathematics 2015-06-12 Yalchin Efendiev , Juan Galvis , Thomas Y. Hou

We propose an efficient and accurate parametric finite element method (PFEM) for solving sharp-interface continuum models for solid-state dewetting of thin films with anisotropic surface energies. The governing equations of the…

Numerical Analysis · Mathematics 2017-01-10 Weizhu Bao , Wei Jiang , Yan Wang , Quan Zhao

Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for SEMs have received more attention thanks to their potential…

Methodology · Statistics 2024-07-12 Khue-Dung Dang , Luca Maestrini , Francis K. C. Hui

In this work, we introduce a time memory formalism in poroelasticity model that couples the pressure and displacement. We assume this multiphysics process occurs in multicontinuum media. The mathematical model contains a coupled system of…

Numerical Analysis · Mathematics 2022-01-20 Aleksei Tyrylgin , Maria Vasilyeva , Anatoly Alikhanov , Dongwoo Sheen

The analytic continuation of imaginary-time quantum Monte Carlo data to extract real-frequency spectra remains a key problem in connecting theory with experiment. Here we present a fast and efficient stochastic optimization method (FESOM)…

Strongly Correlated Electrons · Physics 2016-11-03 F. Bao , Y. Tang , M. Summers , G. Zhang , C. Webster , V. Scarola , T. A. Maier

The abundance of observed data in recent years has increased the number of statistical augmentations to complex models across science and engineering. By augmentation we mean coherent statistical methods that incorporate measurements upon…

Data Analysis, Statistics and Probability · Physics 2023-07-12 Connor Duffin , Paul Branson , Matt Rayson , Mark Girolami , Edward Cripps , Thomas Stemler

In this paper, we compute finite sample bounds for data-driven approximations of the solution to stochastic reachability problems. Our approach uses a nonparametric technique known as kernel distribution embeddings, and provides…

Optimization and Control · Mathematics 2021-12-09 Adam J. Thorpe , Kendric R. Ortiz , Meeko M. K. Oishi

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…

Numerical Analysis · Mathematics 2025-03-12 José Joaquín Carvajal , Davood Damircheli , Thomas Führer , Francisco Fuica , Michael Karkulik

In this paper, we develop a multiscale finite element method for solving flows in fractured media. Our approach is based on Generalized Multiscale Finite Element Method (GMsFEM), where we represent the fracture effects on a coarse grid via…

Numerical Analysis · Mathematics 2015-02-16 Yalchin Efendiev , Seong Lee , Guanglian Li , Jun Yao , Na Zhang

We revisit the cell-based smoothed finite element method (SFEM) for quadrilateral elements and extend it to arbitrary polygons and polyhedrons in 2D and 3D, respectively. We highlight the similarity between the SFEM and the virtual element…

Numerical Analysis · Mathematics 2014-10-08 Sundararajan Natarajan , Stéphane P. A. Bordas , Ean Tat Ooi

Stochastic modeling has become a popular approach to quantify uncertainty in flows through heterogeneous porous media. The uncertainty in heterogeneous structure properties is often parameterized by a high-dimensional random variable. This…

Numerical Analysis · Mathematics 2013-10-22 Lijian Jiang , J. David Moulton , Jia Wei

Statistical learning methods typically assume that the training and test data originate from the same distribution, enabling effective risk minimization. However, real-world applications frequently involve distributional shifts, leading to…

Statistics Theory · Mathematics 2025-03-27 Philip Kennerberg , Ernst C. Wit

Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…

Analysis of PDEs · Mathematics 2017-04-05 Leila Taghizadeh , Amirreza Khodadadian , Clemens Heitzinger

In variational phase-field modeling of brittle fracture, the functional to be minimized is not convex, so that the necessary stationarity conditions of the functional may admit multiple solutions. The solution obtained in an actual…

Computational Engineering, Finance, and Science · Computer Science 2023-07-19 Tymofiy Gerasimov , Ulrich Römer , Jaroslav Vondřejc , Hermann G. Matthies , Laura De Lorenzis

This paper analyses the classical mixed finite element method (FEM) and a pressure-robust variant with divergence-free reconstruction operators for the coupled Stokes-Darcy problem. Its main contribution is to provide viscosity-explicit a…

Numerical Analysis · Mathematics 2026-02-02 Jiachuan Zhang

This paper presents three new computational methods for calculating design sensitivities of statistical moments and reliability of high-dimensional complex systems subject to random input. The first method represents a novel integration of…

Numerical Analysis · Mathematics 2014-02-18 Sharif Rahman , Xuchun Ren

We present a fully Bayesian sequential strategy for predicting the mean response surface of heteroscedastic stochastic simulation functions. Leveraging dual Gaussian processes as the surrogate model and a criterion based on empirical…

Methodology · Statistics 2025-06-12 Yuying Huang , Samuel W. K. Wong