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Statistical surrogate modeling of fluid flows is hard because dynamics are multiscale and highly sensitive to initial conditions. Conditional diffusion surrogates can be accurate, but usually need hundreds of stochastic sampling steps. We…

Machine Learning · Computer Science 2026-02-10 Victor Armegioiu , Yannick Ramic , Siddhartha Mishra

Accurate modeling of contamination in subsurface flow and water aquifers is crucial for agriculture and environmental protection. Here, we demonstrate a parallel method to quantify the propagation of the uncertainty in the dispersal of…

Numerical Analysis · Mathematics 2019-05-07 Alexander Litvinenko , Dmitry Logashenko , Raul Tempone , Gabriel Wittum , David Keyes

This paper presents a hierarchical Bayesian modeling framework for the uncertainty quantification in modal identification of linear dynamical systems using multiple vibration data sets. This novel framework integrates the state-of-the-art…

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

The estimation of the permeability of porous media to fluids is of fundamental importance in fields as diverse as oil and gas industry, agriculture, hydrology and medicine. Despite more than 150 years since the publication of Darcy's linear…

Fluid Dynamics · Physics 2024-06-07 Tairone Paiva Leão

Multi-fidelity methods leverage low-cost surrogate models to speed up computations and make occasional recourse to expensive high-fidelity models to establish accuracy guarantees. Because surrogate and high-fidelity models are used…

Numerical Analysis · Mathematics 2021-09-14 Terrence Alsup , Benjamin Peherstorfer

Fractured porous media or double porosity media are common in nature. At the same time, accurate modeling remains a significant challenge due to bi-modal pore size distribution, anisotropy, multi-field coupling, and various flow patterns.…

Geophysics · Physics 2024-06-13 Qi Zhang , Xia Yan , Jianli Shao

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

Optimization and Control · Mathematics 2025-12-08 Ruanui Nicholson , Radoslav Vuchkov , Umberto Villa , Noemi Petra

We present a methodology for quantifying seismic velocity and pore pressure uncertainty that incorporates information regarding the geological history of a basin, rock physics, well log, drilling and seismic data. In particular, our…

Geophysics · Physics 2019-11-21 Anshuman Pradhan , Huy Q. Le , Nader C. Dutta , Biondo Biondi , Tapan Mukerji

Present work attempts to identify the roles of flow- and geometric-variables on the scaling factor which is a necessary parameter for modeling the apparent viscosity of non-Newtonian fluid in porous media. While idealizing the porous media…

Fluid Dynamics · Physics 2021-02-11 Jithin M. , Nimish Kumar , Ashoke De , Malay K. Das

A Bayesian analytics framework that precisely quantifies uncertainty offers a significant advance for financial risk management. We develop an integrated approach that consistently enhances the handling of risk in market volatility…

Risk Management · Quantitative Finance 2025-12-19 Sharif Al Mamun , Rakib Hossain , Md. Jobayer Rahman , Malay Kumar Devnath , Farhana Afroz , Lisan Al Amin

We present a computational framework for dimension reduction and surrogate modeling to accelerate uncertainty quantification in computationally intensive models with high-dimensional inputs and function-valued outputs. Our driving…

Numerical Analysis · Mathematics 2021-06-30 Helen Cleaves , Alen Alexanderian , Bilal Saad

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

Poroelasticity -- coupled fluid flow and elastic deformation in porous media -- often involves spatially variable permeability, especially in subsurface systems. In such cases, simulations with random permeability fields are widely used for…

Machine Learning · Computer Science 2025-09-16 Sangjoon Park , Yeonjong Shin , Jinhyun Choo

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…

Mathematical Physics · Physics 2015-05-13 P. S. Koutsourelakis

In model development, model calibration and validation play complementary roles toward learning reliable models. In this article, we expand the Bayesian Validation Metric framework to a general calibration and validation framework by…

Methodology · Statistics 2020-08-04 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

Efficient surrogate modelling is a key requirement for uncertainty quantification in data-driven scenarios. In this work, a novel approach of using Sparse Random Features for surrogate modelling in combination with self-supervised…

Machine Learning · Computer Science 2023-01-02 Maternus Herold , Anna Veselovska , Jonas Jehle , Felix Krahmer

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

Despite the ubiquity of fluid flows interacting with porous and elastic materials, we lack a validated non-empirical macroscale method for characterizing the flow over and through a poroelastic medium. We propose a computational tool to…

Fluid Dynamics · Physics 2017-03-24 Uǧis Lācis , Giuseppe Antonio Zampogna , Shervin Bagheri

Flow matching has become a leading framework for generative modeling, but quantifying the uncertainty of its samples remains an open problem. Existing approaches retrain the model with auxiliary variance heads, maintain costly ensembles, or…

Machine Learning · Computer Science 2026-05-22 Jiarui Xing , Song Wang , Jian Wang
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