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Calculation of phase diagrams is one of the fundamental tools in alloy design---more specifically under the framework of Integrated Computational Materials Engineering. Uncertainty quantification of phase diagrams is the first step required…

Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…

Computational Engineering, Finance, and Science · Computer Science 2016-03-22 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…

Optimization and Control · Mathematics 2018-01-29 Thibaut Cuvelier , Pierre Archambeau , Benjamin Dewals , Quentin Louveaux

The history of oil and gas well stimulation through hydraulic fracturing is characterized by a pursuit of optimal designs tailored to reservoir properties. However, as with many engineering systems, the impact of variability and uncertainty…

Optimization and Control · Mathematics 2020-11-30 Cheng Cheng

Thermal history models, that have been used to understand the geological history of Earth, are now being coupled to climate models to map conditions that allow planets to maintain surface water over geologic time - a criteria considered…

Earth and Planetary Astrophysics · Physics 2020-01-08 Johnny Seales , Adrian Lenardic , William Moore

Numerical models of geothermal reservoirs typically depend on hundreds or thousands of unknown parameters, which must be estimated using sparse, noisy data. However, these models capture complex physical processes, which frequently results…

Many engineering systems are subject to spatially distributed uncertainty, i.e. uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will in general change the statistical distribution of…

Optimization and Control · Mathematics 2014-07-09 Eric Dow , Qiqi Wang

A framework is developed based on different uncertainty quantification (UQ) techniques in order to assess validation and verification (V&V) metrics in computational physics problems, in general, and computational fluid dynamics (CFD), in…

Computational Physics · Physics 2020-07-15 Saleh Rezaeiravesh , Ricardo Vinuesa , Philipp Schlatter

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Machine Learning · Computer Science 2024-11-01 Ruda Zhang , Negin Alemazkoor

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

Subsurface flow problems usually involve some degree of uncertainty. Consequently, uncertainty quantification is commonly necessary for subsurface flow prediction. In this work, we propose a methodology for efficient uncertainty…

Signal Processing · Electrical Eng. & Systems 2020-12-02 Nanzhe Wang , Haibin Chang , Dongxiao Zhang

Well known oil recovery factor estimation techniques such as analogy, volumetric calculations, material balance, decline curve analysis, hydrodynamic simulations have certain limitations. Those techniques are time-consuming, require…

It is necessary to estimate the expected energy usage of a building to determine how to reduce energy usage. The expected energy usage of a building can be reliably simulated using a Building Energy Model (BEM). Many of the numerous input…

Computational Engineering, Finance, and Science · Computer Science 2020-04-21 Arpan Mukherjee , Anna Kuechle Szweda , Andrew Alegria , Rahul Rai , Tarunraj Singh

The high-performance computing resources and the constant improvement of both numerical simulation accuracy and the experimental measurements with which they are confronted, bring a new compulsory step to strengthen the credence given to…

Computation · Statistics 2019-03-01 J-B. Blanchard , G. Damblin , J-M. Martinez , G. Arnaud , F. Gaudier

Phase fractions, compositions and energies of the stable phases as a function of macroscopic composition, temperature, and pressure (X-T-P) are the principle correlations needed for the design of new materials and improvement of existing…

Materials Science · Physics 2020-02-04 Noah H Paulson , Brandon J Bocklund , Richard A Otis , Zi-Kui Liu , Marius Stan

Quantification of the impact of uncertainty in material properties as well as the input ground motion on structural responses is an important step in implementing a performance-based earthquake engineering (PBEE) framework. Among various…

Computational Engineering, Finance, and Science · Computer Science 2020-08-12 Mohammad Amin Hariri-Ardebili , Farhad Pourkamali-Anaraki , Siamak Sattar

Methods for model parameter estimation, uncertainty quantification and experimental design are summarized in this paper. They are based on the generalized least squares estimator and different approximations of its covariance matrix using…

Applications · Statistics 2019-12-17 Joscha Reimer

Data science and informatics tools have been proliferating recently within the computational materials science and catalysis fields. This proliferation has spurned the creation of various frameworks for automated materials screening,…

Materials Science · Physics 2020-02-21 Kevin Tran , Willie Neiswanger , Junwoong Yoon , Qingyang Zhang , Eric Xing , Zachary W. Ulissi

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…

Optimization and Control · Mathematics 2026-05-26 Timothy C. Y. Chan , Nathan Sandholtz , Nasrin Yousefi