Related papers: Multi-fidelity methods for uncertainty propagation…

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

Multifidelity surrogate modelling combines data of varying accuracy and cost from different sources. It strategically uses low-fidelity models for rapid evaluations, saving computational resources, and high-fidelity models for detailed…

Multifidelity uncertainty propagation combines the efficiency of low-fidelity models with the accuracy of a high-fidelity model to construct statistical estimators of quantities of interest. It is well known that the effectiveness of such…

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for variance reduction to make tractable uncertainty quantification even when numerically simulating the physical systems of interest with high-fidelity models is…

Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

This work presents the application of a recently developed parametric, non-intrusive, and multi-fidelity reduced-order modeling method on high-dimensional displacement and stress fields arising from the structural analysis of geometries…

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated for modeling a given…

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…

The presence of uncertainty in material properties and geometry of a structure is ubiquitous. The design of robust engineering structures, therefore, needs to incorporate uncertainty in the optimization process. Stochastic gradient descent…

In the context of optimization approaches to engineering applications, time-consuming simulations are often utilized which can be configured to deliver solutions for various levels of accuracy, commonly referred to as different fidelity…

Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…

We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…

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…

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the…

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Multi-fidelity simulation is a widely used strategy to reduce the computational cost of many-query numerical simulation tasks such as uncertainty quantification, design space exploration, and design optimization. The reduced basis approach…

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

The reliability of atomistic simulations depends on the quality of the underlying energy models providing the source of physical information, for instance for the calculation of migration barriers in atomistic Kinetic Monte Carlo…

Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…