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We provide an efficient method to approximate the covariance between decision variables and uncertain parameters in solutions to a general class of stochastic nonlinear complementarity problems. We also develop a sensitivity metric to…

Optimization and Control · Mathematics 2018-10-10 Sriram Sankaranarayanan , Felipe Feijoo , Sauleh Siddiqui

When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There exist both input model and simulation estimation…

Methodology · Statistics 2021-08-10 Wei Xie , Cheng Li , Yuefeng Wu , Pu Zhang

The modeling and uncertainty quantification of closed curves is an important problem in the field of shape analysis, and can have significant ramifications for subsequent statistical tasks. Many of these tasks involve collections of closed…

Machine Learning · Statistics 2023-03-15 Hengrui Luo , Justin D. Strait

Deep learning is a powerful tool to represent subgrid processes in climate models, but many application cases have so far used idealized settings and deterministic approaches. Here, we develop stochastic parameterizations with calibrated…

Simulations using machine learning (ML) models and mechanistic models are often run to inform decision-making processes. Uncertainty estimates of simulation results are critical to the decision-making process because simulation results of…

Machine Learning · Computer Science 2023-08-08 Babajide Kolade

In complex physical process characterization, such as the measurement of the regression rate for solid hybrid rocket fuels, where both the observation data and the model used have uncertainties originating from multiple sources, combining…

Machine Learning · Computer Science 2023-03-21 Georgios Georgalis , Kolos Retfalvi , Paul E. DesJardin , Abani Patra

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

Probability · Mathematics 2012-04-05 Jinqiao Duan , Ting Gao , Guowei He

A variety of methods is available to quantify uncertainties arising with\-in the modeling of flow and transport in carbon dioxide storage, but there is a lack of thorough comparisons. Usually, raw data from such storage sites can hardly be…

Computational Engineering, Finance, and Science · Computer Science 2018-11-13 Markus Köppel , Fabian Franzelin , Ilja Kröker , Sergey Oladyshkin , Gabriele Santin , Dominik Wittwar , Andrea Barth , Bernard Haasdonk , Wolfgang Nowak , Dirk Pflüger , Christian Rohde

Bayesian inference is applied to calibrate and quantify prediction uncertainty in a coupled multi-component Hall thruster model. The model consists of cathode, discharge, and plume sub-models and outputs thruster performance metrics,…

Applications · Statistics 2025-10-22 Thomas A. Marks , Joshua D. Eckels , Gabriel E. Mora , Alex A. Gorodetsky

Uncertainties from model parameters and model discrepancy from small-scale models impact the accuracy and reliability of predictions of large-scale systems. Inadequate representation of these uncertainties may result in inaccurate and…

Methodology · Statistics 2014-12-18 K. Sham Bhat , David S. Mebane , Curtis B. Storlie , Priyadarshi Mahapatra

A three-dimensional model of a partially melted powder bed with particles stochastically distributed in size and space coordinates has been developed. Numerical simulation of temperature distributions in stainless steel AISI 316L and…

Materials Science · Physics 2022-02-17 V. Ankudinov , G. A. Gordeev , E. V. Kharanzhevskiy , M. D. Krivilyov

Conjunction assessment requires knowledge of the uncertainty in the predicted orbit. Errors in the atmospheric density are a major source of error in the prediction of low Earth orbits. Therefore, accurate estimation of the density and…

Earth and Planetary Astrophysics · Physics 2020-04-24 David J. Gondelach , Richard Linares

In operational weather models, the effects of turbulence in the atmospheric boundary layer (ABL) on the resolved flow are modeled using turbulence parameterizations. These parameterizations typically use a predetermined set of model…

Fluid Dynamics · Physics 2025-05-27 E. Y. Shin , M. F. Howland

The design of next-generation alloys through the Integrated Computational Materials Engineering (ICME) approach relies on multi-scale computer simulations to provide thermodynamic properties when experiments are difficult to conduct.…

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to an ad-hoc operating point,…

Machine Learning · Computer Science 2023-10-06 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

The present paper describes the development of a novel and comprehensive computational framework to simulate solidification problems in materials processing, specifically casting processes. Heat transfer, solidification and fluid flow due…

Numerical Analysis · Computer Science 2020-10-06 Shantanu Shahane , Narayana Aluru , Placid Ferreira , Shiv G Kapoor , Surya Pratap Vanka

The usefulness of semi-analytical thermal models for predicting the connection between process, microstructure and properties in powder bed fusion has been well illustrated in recent years. Such an approach provides the promise of accuracy…

Materials Science · Physics 2024-04-05 Shaun R. Cooke , Chadwick W. Sinclair , Daan M. Maijer

Uncertainty quantification of the photogrammetry process is essential for providing per-point accuracy credentials of the point clouds. Unlike airborne LiDAR, whose accuracy generally remains consistent with objects with varying geometric…

Computer Vision and Pattern Recognition · Computer Science 2026-05-01 Debao Huang , Rongjun Qin

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

The critical task of inferring anomalous cross-field transport coefficients is addressed in simulations of boundary plasmas with fluid models. A workflow for parameter inference in the UEDGE fluid code is developed using Bayesian…

Plasma Physics · Physics 2025-07-09 Yichen Fu , Ben Dudson , Xiao Chen , Maxim Umansky , Filippo Scotti , Tom Rognlien , Anthony Leonard
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