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The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight,…

Mathematical Software · Computer Science 2023-10-11 Chiara Piazzola , Lorenzo Tamellini

Collocation has become a standard tool for approximation of parameterized systems in the uncertainty quantification (UQ) community. Techniques for least-squares regularization, compressive sampling recovery, and interpolatory reconstruction…

Numerical Analysis · Mathematics 2023-07-19 Akil Narayan , Tao Zhou

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

Scientific machine learning has become an increasingly important tool in materials science and engineering. It is particularly well suited to tackle material problems involving many variables or to allow rapid construction of surrogates of…

Numerical Analysis · Mathematics 2023-05-25 Ting Wang , Jaroslaw Knap

We study mathematical and computational models for computing the deformation of fiber-reinforced cross-plied laminates due to external forces. This requires an understanding of both micro-structural effects and different sources of…

Numerical Analysis · Mathematics 2016-04-20 Ivo Babuska , Mohammad Motamed

The present paper aims at applying uncertainty quantification methodologies to process simulations of powder bed fusion of metal. In particular, for a part-scale thermomechanical model of an Inconel 625 super-alloy beam, we study the…

Computational Engineering, Finance, and Science · Computer Science 2023-04-20 Mihaela Chiappetta , Chiara Piazzola , Massimo Carraturo , Lorenzo Tamellini , Alessandro Reali , Ferdinando Auricchio

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

The increasing interest in spatially correlated functional data has led to the development of appropriate geostatistical techniques that allow to predict a curve at an unmonitored location using a functional kriging with external drift…

Methodology · Statistics 2017-06-23 Maria Franco-Villoria , Rosaria Ignaccolo

Uncertainty quantification is not yet widely adapted in the design process of engineering components despite its importance for achieving sustainable and resource-efficient structures. This is mainly due to two reasons: 1) Tracing the…

Computational Engineering, Finance, and Science · Computer Science 2024-12-18 Hendrik Geisler , Emmanuel Baranger , Philipp Junker

In this paper, we consider robust stability analysis of large-scale sparsely interconnected uncertain systems. By modeling the interconnections among the subsystems with integral quadratic constraints, we show that robust stability analysis…

Optimization and Control · Mathematics 2016-11-15 Martin S. Andersen , Sina Khoshfetrat Pakazad , Anders Hansson , Anders Rantzer

Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…

Machine Learning · Computer Science 2018-11-20 Myriam Tami , Marianne Clausel , Emilie Devijver , Adrien Dulac , Eric Gaussier , Stefan Janaqi , Meriam Chebre

We show convergence rates for a sparse grid approximation of the distribution of solutions of the stochastic Landau-Lifshitz-Gilbert equation. Beyond being a frequently studied equation in engineering and physics, the stochastic…

Numerical Analysis · Mathematics 2025-06-02 Xin An , Josef Dick , Michael Feischl , Andrea Scaglioni , Thanh Tran

This paper presents a computational framework for the robust stiffness design of hyperelastic structures at finite deformations subject to various uncertain sources. In particular, the loading, material properties, and geometry…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Nan Feng , Guodong Zhang , Kapil Khandelwal

This paper studies the utility of techniques within uncertainty quantification, namely spectral projection and polynomial chaos expansion, in reducing sampling needs for characterizing acoustic metamaterial dispersion band responses given…

Quantifying the uncertainty in penalized regression under group sparsity is an important open question. We establish, under a high-dimensional scaling, the asymptotic validity of a modified parametric bootstrap method for the group lasso,…

Statistics Theory · Mathematics 2020-09-24 Qing Zhou , Seunghyun Min

Stochastic gradient descent (SGD) or stochastic approximation has been widely used in model training and stochastic optimization. While there is a huge literature on analyzing its convergence, inference on the obtained solutions from SGD…

Machine Learning · Statistics 2026-04-01 Henry Lam , Zitong Wang

Uncertain graphs are prevalent in several applications including communications systems, biological databases and social networks. The ever increasing size of the underlying data renders both graph storage and query processing extremely…

Data Structures and Algorithms · Computer Science 2017-05-25 Panos Parchas , Nikolaos Papailiou , Dimitris Papadias , Francesco Bonchi

In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…

Methodology · Statistics 2021-05-20 Henry Lam , Huajie Qian

Stochastic simulation is widely used to study complex systems composed of various interconnected subprocesses, such as input processes, routing and control logic, optimization routines, and data-driven decision modules. In practice, these…

Computation · Statistics 2026-02-19 Mohammadmahdi Ghasemloo , David J. Eckman , Yaxian Li

Seismic fragility curves have been introduced as key components of Seismic Probabilistic Risk Assessment studies. They express the probability of failure of mechanical structures conditional to a seismic intensity measure and must take into…

Applications · Statistics 2022-10-13 Clement Gauchy , Cyril Feau , Josselin Garnier
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