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Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete information that may enter as uncertainty in the model parameters, or…

Probability · Mathematics 2015-07-15 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Petr Plechac

We propose a data-driven approach to quantify the uncertainty of models constructed by kernel methods. Our approach minimizes the needed distributional assumptions, hence, instead of working with, for example, Gaussian processes or…

Machine Learning · Computer Science 2019-08-06 Balázs Csanád Csáji , Krisztián Balázs Kis

We propose a probabilistic model discovery method for identifying ordinary differential equations (ODEs) governing the dynamics of observed multivariate data. Our method is based on the sparse identification of nonlinear dynamics (SINDy)…

Dynamical Systems · Mathematics 2021-07-06 Seth M. Hirsh , David A. Barajas-Solano , J. Nathan Kutz

Inverse design is a central goal in much of science and engineering, including frequency-selective surfaces (FSS) that are critical to microelectronics for telecommunications and optical metamaterials. Traditional surrogate-assisted…

The temperature developed in bondwires of integrated circuits (ICs) is a possible source of malfunction, and has to be taken into account during the design phase of an IC. Due to manufacturing tolerances, a bondwire's geometrical…

Computational Engineering, Finance, and Science · Computer Science 2019-06-26 D. Loukrezis , U. Römer , T. Casper , S. Schöps , H. De Gersem

Propagating nuclear uncertainties to nucleosynthesis simulations is key to understand the impact of theoretical uncertainties on the predictions, especially for processes far from the stability region, where nuclear properties are scarcely…

Solar and Stellar Astrophysics · Physics 2025-10-06 S. Martinet , G. Goriely , A. Choplin , L. Siess

The development of large databases of material properties, together with the availability of powerful computers, has allowed machine learning (ML) modeling to become a widely used tool for predicting material performances. While confidence…

Materials Science · Physics 2023-10-23 Francesca Tavazza , Kamal Choudhary , Brian DeCost

Information about the physical properties of astrophysical objects cannot be measured directly but is inferred by interpreting spectroscopic observations in the context of atomic physics calculations. Ratios of emission lines, for example,…

Kolmogorov-Arnold Networks have emerged as interpretable alternatives to traditional multi-layer perceptrons. However, standard implementations lack principled uncertainty quantification capabilities essential for many scientific…

Machine Learning · Computer Science 2025-12-10 Y. Sungtaek Ju

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

Roughness parameters that characterize contacting surfaces with regard to friction and wear are commonly stated without uncertainties, or with an uncertainty only taking into account a very limited amount of aspects such as repeatability of…

Data Analysis, Statistics and Probability · Physics 2016-07-20 Dorothee Hüser , Jonathan Hüser , Sebastian Rief , Jörg Seewig , Peter Thomsen-Schmidt

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

Since the invention of generalized polynomial chaos in 2002, uncertainty quantification has impacted many engineering fields, including variation-aware design automation of integrated circuits and integrated photonics. Due to the fast…

Numerical Analysis · Computer Science 2018-07-06 Chunfeng Cui , Zheng Zhang

This work proposes an extension of phase change and latent heat models for the simulation of metal powder bed fusion additive manufacturing processes on the macroscale and compares different models with respect to accuracy and numerical…

Computational Engineering, Finance, and Science · Computer Science 2021-09-07 Sebastian D. Proell , Wolfgang A. Wall , Christoph Meier

Modern data-driven applications that make real-time decisions increasingly depend on advanced sensors which use pre-stored calibration data. In such applications, accurate characterization of sensor output uncertainty is important for…

Signal Processing · Electrical Eng. & Systems 2026-03-09 Orestis Kaparounakis , Phillip Stanley-Marbell

The stochastic variational approach for geophysical fluid dynamics was introduced by Holm (Proc Roy Soc A, 2015) as a framework for deriving stochastic parameterisations for unresolved scales. This paper applies the variational stochastic…

Fluid Dynamics · Physics 2022-09-16 Colin Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

We consider a model of an electric circuit, where differential algebraic equations for a circuit part are coupled to partial differential equations for an electromagnetic field part. An uncertainty quantification is performed by changing…

Numerical Analysis · Mathematics 2019-03-11 Roland Pulch , Sebastian Schöps

Mode shape information play the essential role in deciding the spatial pattern of vibratory response of a structure. The uncertainty quantification of mode shape, i.e., predicting mode shape variation when the structure is subjected to…

Data Analysis, Statistics and Probability · Physics 2020-02-24 Kai Zhou , Jiong Tang

Extreme weather poses a large risk to critical energy systems (Ekisheva, Rieder, Norris, Lauby, & Dobson 2021; Levin, Botterud, Mann, Kwon, & Zhou 2022). Uncertainty quantification of negative impacts is important for developing resilience,…

Methodology · Statistics 2026-03-11 Mitchell L. Krock , W. Neal Mann , Zhi Zhou