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This paper analyzes the effects of input uncertainties on the outputs of a three dimensional natural convection problem in a differentially heated cubical enclosure. Two different cases are considered for parameter uncertainty propagation…

Numerical Analysis · Computer Science 2020-10-06 Shantanu Shahane , Narayana R. Aluru , Surya Pratap Vanka

The growing need for uncertainty analysis of complex computational models has led to an expanding use of meta-models across engineering and sciences. The efficiency of meta-modeling techniques relies on their ability to provide…

Numerical Analysis · Mathematics 2016-08-24 Katerina Konakli , Bruno Sudret

This paper introduces a new generalized polynomial chaos expansion (PCE) comprising measure-consistent multivariate orthonormal polynomials in dependent random variables. Unlike existing PCEs, whether classical or generalized, no…

Probability · Mathematics 2018-04-17 Sharif Rahman

This paper proposes an adaptive sparse polynomial chaos expansion(PCE)-based method to quantify the impacts of uncertainties on critical clearing time (CCT) that is an important index in transient stability analysis. The proposed method can…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a…

Machine Learning · Statistics 2024-05-14 Himanshu Sharma , Lukáš Novák , Michael D. Shields

Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

Computational Physics · Physics 2020-08-11 Alexander Tarakanov , Ahmed H. Elsheikh

Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate…

Computation · Statistics 2015-02-16 R. Schoebi , B. Sudret , J. Wiart

The present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos…

Numerical Analysis · Mathematics 2022-12-22 Xiaoshu Zeng , Roger Ghanem

This work develops a novel basis-adaptive method for constructing anisotropic polynomial chaos expansions of multidimensional (vector-valued, multi-output) model responses. The adaptive basis selection is based on multivariate sensitivity…

Computational Engineering, Finance, and Science · Computer Science 2024-10-11 Dimitrios Loukrezis , Eric Diehl , Herbert De Gersem

We consider the numerical approximation of different ordinary differential equations (ODEs) and partial differential equations (PDEs) with periodic boundary conditions involving a one-dimensional random parameter, comparing the intrusive…

Numerical Analysis · Mathematics 2023-11-29 Julian Clausnitzer , Andreas Kleefeld

Physics-informed polynomial chaos expansions (PC$^2$) provide an efficient physically constrained surrogate modeling framework by embedding governing equations and other physical constraints into the standard data-driven polynomial chaos…

Machine Learning · Statistics 2025-12-12 Qitian Lu , Himanshu Sharma , Michael D. Shields , Lukáš Novák

Operator learning (OL) has emerged as a powerful tool in scientific machine learning (SciML) for approximating mappings between infinite-dimensional functional spaces. One of its main applications is learning the solution operator of…

Machine Learning · Statistics 2025-08-29 Himanshu Sharma , Lukáš Novák , Michael D. Shields

Learning data representations under uncertainty is an important task that emerges in numerous scientific computing and data analysis applications. However, uncertainty quantification techniques are computationally intensive and become…

Machine Learning · Computer Science 2025-08-06 Paz Fink Shustin , Shashanka Ubaru , Małgorzata J. Zimoń , Songtao Lu , Vasileios Kalantzis , Lior Horesh , Haim Avron

We present a new approach for constructing a data-driven surrogate model and using it for Bayesian parameter estimation in partial differential equation (PDE) models. We first use parameter observations and Gaussian Process regression to…

Numerical Analysis · Mathematics 2020-07-15 Jing Li , Alexandre M Tartakovsky

Constructing accurate and generalizable approximators for complex physico-chemical processes exhibiting highly non-smooth dynamics is challenging. In this work, we propose new developments and perform comparisons for two promising…

Machine Learning · Computer Science 2023-02-17 Katiana Kontolati , Somdatta Goswami , Michael D. Shields , George Em Karniadakis

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Polynomial chaos expansion is a popular way to develop surrogate models for stochastic systems with arbitrary random variables. Standard techniques such as Galerkin projection, stochastic collocation, and least squares approximation, are…

Optimization and Control · Mathematics 2019-09-10 Vedang M. Deshpande , Raktim Bhattacharya

We present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…

Computational Engineering, Finance, and Science · Computer Science 2020-01-13 Dimitrios Loukrezis , Armin Galetzka , Herbert De Gersem

Polynomial chaos expansions (PCE) have seen widespread use in the context of uncertainty quantification. However, their application to structural reliability problems has been hindered by the limited performance of PCE in the tails of the…

Computation · Statistics 2018-08-10 S. Marelli , B. Sudret

As uncertainty and sensitivity analysis of complex models grows ever more important, the difficulty of their timely realizations highlights a need for more efficient numerical operations. Non-intrusive Polynomial Chaos methods are highly…

Numerical Analysis · Mathematics 2022-04-14 Konstantin Weise , Erik Müller , Lucas Poßner , Thomas R. Knösche