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Related papers: Comparing Multi-Index Stochastic Collocation and M…

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This paper presents a comparison of two methods for the forward uncertainty quantification (UQ) of complex industrial problems. Specifically, the performance of Multi-Index Stochastic Collocation (MISC) and adaptive multi-fidelity…

Numerical Analysis · Mathematics 2020-11-05 Chiara Piazzola , Lorenzo Tamellini , Riccardo Pellegrini , Riccardo Broglia , Andrea Serani , Matteo Diez

High-fidelity scale-resolving simulations of turbulent flows quickly become prohibitively expensive, especially at high Reynolds numbers. As a remedy, we may use multifidelity models (MFM) to construct predictive models for flow quantities…

Fluid Dynamics · Physics 2023-06-14 Saleh Rezaeiravesh , Timofey Mukha , Philipp Schlatter

Efficiently performing predictive studies of irradiated particle-laden turbulent flows has the potential of providing significant contributions towards better understanding and optimizing, for example, concentrated solar power systems. As…

Computational Physics · Physics 2018-08-20 Hillary R. Fairbanks , Lluis Jofre , Gianluca Geraci , Gianluca Iaccarino , Alireza Doostan

Mathematical models in computational physics contain uncertain parameters that impact prediction accuracy. In turbulence modeling, this challenge is especially significant: Reynolds averaged Navier-Stokes (RANS) models, such as the…

Methodology · Statistics 2025-10-22 Sanjan C. Muchandimath , Joaquim R. R. A. Martins , Alex A. Gorodetsky

A multilevel Monte Carlo (MLMC) method for quantifying model-form uncertainties associated with the Reynolds-Averaged Navier-Stokes (RANS) simulations is presented. Two, high-dimensional, stochastic extensions of the RANS equations are…

Computational Physics · Physics 2018-11-05 Prashant Kumar , Martin Schmelzer , Richard P. Dwight

Explicit quantification of uncertainty in engineering simulations is being increasingly used to inform robust and reliable design practices. In the aerospace industry, computationally-feasible analyses for design optimization purposes often…

Fluid Dynamics · Physics 2019-11-13 Jayant Mukhopadhaya , Brian T. Whitehead , John F. Quindlen , Juan J. Alonso

Despite their well-known limitations, Reynolds-Averaged Navier-Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering application. For many practical flows, the turbulence models are by far…

Computational Physics · Physics 2018-09-11 H. Xiao , J. -L. Wu , J. -X. Wang , R. Sun , C. J. Roy

In this paper, we develop a machine learning-based Bayesian approach to inversely quantify and reduce the uncertainties of the two-fluid model-based multiphase computational fluid dynamics (MCFD) for bubbly flow simulations. The proposed…

Fluid Dynamics · Physics 2020-10-22 Yang Liu , Dewei Wang , Xiaodong Sun , Yang Liu , Nam Dinh , Rui Hu

Forward simulation-based uncertainty quantification that studies the distribution of quantities of interest (QoI) is a crucial component for computationally robust engineering design and prediction. There is a large body of literature…

Computation · Statistics 2023-07-07 Ruijian Han , Boris Kramer , Dongjin Lee , Akil Narayan , Yiming Xu

Meshless solution to differential equations using radial basis functions (RBF) is an alternative to grid based methods commonly used. Since the meshless method does not need an underlying connectivity in the form of control volumes or…

Numerical Analysis · Mathematics 2021-09-15 Shantanu Shahane , Anand Radhakrishnan , Surya Pratap Vanka

The construction of efficient methods for uncertainty quantification in kinetic equations represents a challenge due to the high dimensionality of the models: often the computational costs involved become prohibitive. On the other hand,…

Numerical Analysis · Mathematics 2021-12-03 Giacomo Dimarco , Liu Liu , Lorenzo Pareschi , Xueyu Zhu

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

We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce the cost of approximating expected values of selected,…

Numerical Analysis · Mathematics 2019-09-06 Marco Ballesio , Joakim Beck , Anamika Pandey , Laura Parisi , Erik von Schwerin , Raul Tempone

We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing…

Computational Finance · Quantitative Finance 2018-08-20 Slobodan Milovanović , Victor Shcherbakov

Hybrid methods for simulating rarefied gas flows reduce computational cost by coupling a particle-based model, typically the direct simulation Monte Carlo (DSMC) method, to a continuum-based solver, i.e. a computational fluid dynamics (CFD)…

Fluid Dynamics · Physics 2026-04-28 Arshad Kamal , Arun K. Chinnappan , James R. Kermode , Duncan A. Lockerby

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

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…

Mathematical Finance · Quantitative Finance 2017-04-24 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

In millimeter wave (mmWave) systems, it is challenging to ensure the reliable connectivity of communications due to its sensitivity to the presence of blockages. In order to improve the robustness of the mmWave system under the presence of…

Information Theory · Computer Science 2021-09-01 Gui Zhou , Cunhua Pan , Hong Ren , Kezhi Wang , Marco Di Renzo

Model-form uncertainties in complex mechanics systems are a major obstacle for predictive simulations. Reducing these uncertainties is critical for stake-holders to make risk-informed decisions based on numerical simulations. For example,…

Fluid Dynamics · Physics 2018-09-11 J. -L. Wu , J. -X. Wang , H. Xiao

A specialized mesh-free radial basis function-based finite difference (RBF-FD) discretization is used to solve the large eigenvalue problems arising in hydrodynamic stability analyses of flows in complex domains. Polyharmonic spline…

Fluid Dynamics · Physics 2023-08-15 Tianyi Chu , Oliver T. Schmidt
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