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The study of complex systems is often based on computationally intensive, high-fidelity, simulations. To build confidence in the prediction accuracy of such simulations, the impact of uncertainties in model inputs on the quantities of…

Computational Physics · Physics 2018-01-19 Lluis Jofre , Gianluca Geraci , Hillary Fairbanks , Alireza Doostan , Gianluca Iaccarino

Efficiently performing predictive studies of irradiated particle-laden turbulent flows has the potential of providing significant contributions towards better understanding and optimizing, for example, concentrated solar power systems. As…

Computational Physics · Physics 2018-08-20 Hillary R. Fairbanks , Lluis Jofre , Gianluca Geraci , Gianluca Iaccarino , Alireza Doostan

We quantify uncertainties in the location and magnitude of extreme pressure spots revealed from large scale multi-phase flow simulations of cloud cavitation collapse. We examine clouds containing 500 cavities and quantify uncertainties…

Computational Engineering, Finance, and Science · Computer Science 2017-11-09 Jonas Šukys , Ursula Rasthofer , Fabian Wermelinger , Panagiotis Hadjidoukas , Petros Koumoutsakos

We study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in…

In traffic flow modeling, incorporating uncertainty is crucial for accurately capturing the complexities of real-world scenarios. In this work we focus on kinetic models of traffic flow, where a key step is to design effective numerical…

Numerical Analysis · Mathematics 2025-01-28 Elisa Iacomini , Lorenzo Pareschi

We use the Multi Level Monte Carlo method to estimate uncertainties in a Henry-like salt water intrusion problem with a fracture. The flow is induced by the variation of the density of the fluid phase, which depends on the mass fraction of…

Numerical Analysis · Mathematics 2025-01-17 Dmitry Logashenko , Alexander Litvinenko , Raul Tempone , Gabriel Wittum

When a system undergoes a quantum phase transition, the ground-state wave-function shows a change of nature, which can be monitored using the fidelity concept. We introduce two Quantum Monte Carlo schemes that allow the computation of…

Strongly Correlated Electrons · Physics 2009-10-21 David Schwandt , Fabien Alet , Sylvain Capponi

In a multi-fidelity setting, data are available from two sources, high- and low-fidelity. Low-fidelity data has larger size and can be leveraged to make more efficient inference about quantities of interest, e.g. the mean, for high-fidelity…

Methodology · Statistics 2026-03-12 Minji Kim , Brendan Brown , Vladas Pipiras

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

The linear micro-instabilities driving turbulent transport in magnetized fusion plasmas (as well as the respective nonlinear saturation mechanisms) are known to be sensitive with respect to various physical parameters characterizing the…

Suspensions of finite-size solid particles in a turbulent pipe flow are found in many industrial and technical flows. Due to the ample parameter space consisting of particle size, concentration, density and Reynolds number, a complete…

Fluid Dynamics · Physics 2024-11-18 Martin Leskovec , Sagar Zade , Mehdi Niazi , Pedro Costa , Fredrik Lundell , Luca Brandt

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

High-fidelity scale-resolving simulations of turbulent flows quickly become prohibitively expensive, especially at high Reynolds numbers. As a remedy, we may use multifidelity models (MFM) to construct predictive models for flow quantities…

Fluid Dynamics · Physics 2023-06-14 Saleh Rezaeiravesh , Timofey Mukha , Philipp Schlatter

An uncertainty quantification framework is developed for Eulerian-Lagrangian models of particle-laden flows, where the fluid is modeled through a system of partial differential equations in the Eulerian frame and inertial particles are…

Computational Physics · Physics 2018-11-01 Vasileios Fountoulakis , H. S. Udaykumar , Gustaaf B. Jacobs

Practical structural engineering problems often exhibit a significant degree of uncertainty in the material properties being used, the dimensions of the modeled structures, etc. In this paper, we consider a cantilever beam and a beam…

Computational Engineering, Finance, and Science · Computer Science 2018-09-03 Philippe Blondeel , Pieterjan Robbe , Cédric van hoorickx , Geert Lombaert , Stefan Vandewalle

In this paper, we develop a machine learning-based Bayesian approach to inversely quantify and reduce the uncertainties of the two-fluid model-based multiphase computational fluid dynamics (MCFD) for bubbly flow simulations. The proposed…

Fluid Dynamics · Physics 2020-10-22 Yang Liu , Dewei Wang , Xiaodong Sun , Yang Liu , Nam Dinh , Rui Hu

Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…

Artificial Intelligence · Computer Science 2022-03-17 Xiongjie Chen , Yunpeng Li

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…

Numerical Analysis · Mathematics 2017-06-27 Laura Scarabosio

Many quantum technologies rely on high-precision dynamics, which raises the question of how these are influenced by the experimental uncertainties that are always present in real-life settings. A standard approach in the literature to…

Quantum Physics · Physics 2022-04-27 Mogens Dalgaard , Carrie A. Weidner , Felix Motzoi
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