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The use of model-based numerical simulation of wave propagation in rooms for engineering applications requires that acoustic conditions for multiple parameters are evaluated iteratively and this is computationally expensive. We present a…

The radiative transfer equation (RTE) is a fundamental mathematical model to describe physical phenomena involving the propagation of radiation and its interactions with the host medium. Deterministic methods can produce accurate solutions…

Numerical Analysis · Mathematics 2025-12-18 Kimberly Matsuda , Yanlai Chen , Yingda Cheng , Fengyan Li

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

This paper focuses on the problem of quantifying the effects of model-structure uncertainty in the context of time-evolving dynamical systems. This is motivated by multi-model uncertainty in computer physics simulations: developers often…

Dynamical Systems · Mathematics 2019-02-01 Anthony M. DeGennaro , Nathan M. Urban , Balasubramanya T. Nadiga , Terry Haut

In inverse problems, distribution-free uncertainty quantification (UQ) aims to obtain error bars with coverage guarantees that are independent of any prior assumptions about the data distribution. In the context of mass mapping,…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-26 Hubert Leterme , Jalal Fadili , Jean-Luc Starck

Consistency-based methods have emerged as an effective approach to uncertainty quantification (UQ) in large language models. These methods typically rely on several generations obtained via multinomial sampling, measuring their agreement…

We demonstrate that the recently developed Optimal Uncertainty Quantification (OUQ) theory, combined with recent software enabling fast global solutions of constrained non-convex optimization problems, provides a methodology for rigorous…

Numerical Analysis · Mathematics 2020-09-16 M. McKerns , F. J. Alexander , K. S. Hickmann , T. J. Sullivan , D. E. Vaughan

In recent years, large-scale numerical simulations played an essential role in estimating the effects of explosion events in urban environments, for the purpose of ensuring the security and safety of cities. Such simulations are…

We describe modern variants of Monte Carlo methods for Uncertainty Quantification (UQ) of the Neutron Transport Equation, when it is approximated by the discrete ordinates method with diamond differencing. We focus on the mono-energetic 1D…

Numerical Analysis · Mathematics 2017-10-18 Ivan G. Graham , Matthew J. Parkinson , Robert Scheichl

Time-dependent basis reduced order models (TDB ROMs) have successfully been used for approximating the solution to nonlinear stochastic partial differential equations (PDEs). For many practical problems of interest, discretizing these PDEs…

Numerical Analysis · Mathematics 2023-08-21 M. Donello , G. Palkar , M. H. Naderi , D. C. Del Rey Fernández , H. Babaee

Linear time-invariant quadratic output (LTIQO) systems generalize linear time-invariant systems to nonlinear regimes. Problems of this class occur in multiple applications naturally, such as port-Hamiltonian systems, optimal control, and…

Optimization and Control · Mathematics 2025-05-20 Birgit Hillebrecht , Benjamin Unger

The paper introduces a reduced order model (ROM) for numerical integration of a dynamical system which depends on multiple parameters. The ROM is a projection of the dynamical system on a low dimensional space that is both problem-dependent…

Numerical Analysis · Mathematics 2022-06-08 Alexander V. Mamonov , Maxim A. Olshanskii

A comprehensive approach for real-time computations using a database of parameterized linear reduced-order models (ROMs) is proposed. The method proceeds by sampling offline ROMs for specific values of the parameters and interpolating…

Numerical Analysis · Mathematics 2015-06-24 David Amsallem , Radek Tezaur , Charbel Farhat

Spatial filtering has been central in the development of large eddy simulation reduced order models (LES-ROMs) and regularized reduced order models (Reg-ROMs), In this paper, we perform a numerical investigation of spatial filtering. To…

Numerical Analysis · Mathematics 2017-07-14 L. C. Berselli , D. Wells , X. Xie , T. Iliescu

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

We analyse and implement a quasi-Monte Carlo (QMC) finite element method (FEM) for the forward problem of uncertainty quantification (UQ) for the Helmholtz equation with random coefficients, both in the second-order and zero-order terms of…

Numerical Analysis · Mathematics 2025-11-04 Ivan G. Graham , Frances Y. Kuo , Dirk Nuyens , Ian H. Sloan , Euan A. Spence

Scientific and engineering problems often involve parametric partial differential equations (PDEs), such as uncertainty quantification, optimizations, and inverse problems. However, solving these PDEs repeatedly can be prohibitively…

Numerical Analysis · Mathematics 2023-07-04 Jun Sur Richard Park , Xueyu Zhu

Model order reduction (MOR) is essential in integrated circuit design, particularly when dealing with large-scale electromagnetic models extracted from complex designs. The numerous passive elements introduced in these models pose…

Numerical Analysis · Mathematics 2024-11-22 Christos Giamouzis , Dimitrios Garyfallou , Nestor Evmorfopoulos , George Stamoulis

For many applications, analyzing the uncertainty of a machine learning model is indispensable. While research of uncertainty quantification (UQ) techniques is very advanced for computer vision applications, UQ methods for spatio-temporal…

Computer Vision and Pattern Recognition · Computer Science 2024-10-08 Andreas Klaß , Sven M. Lorenz , Martin W. Lauer-Schmaltz , David Rügamer , Bernd Bischl , Christopher Mutschler , Felix Ott

Reduced-order modeling (ROM) of time-dependent and parameterized differential equations aims to accelerate the simulation of complex high-dimensional systems by learning a compact latent manifold representation that captures the…

Machine Learning · Computer Science 2025-10-28 Nima Hosseini Dashtbayaz , Hesam Salehipour , Adrian Butscher , Nigel Morris