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We describe modern variants of Monte Carlo methods for Uncertainty Quantification (UQ) of the Neutron Transport Equation, when it is approximated by the discrete ordinates method with diamond differencing. We focus on the mono-energetic 1D…

Numerical Analysis · Mathematics 2017-10-18 Ivan G. Graham , Matthew J. Parkinson , Robert Scheichl

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

Reliable uncertainty quantification (UQ) is essential when employing large language models (LLMs) in high-risk domains such as clinical question answering (QA). In this work, we evaluate uncertainty estimation methods for clinical QA…

Computation and Language · Computer Science 2026-01-27 Alberto Testoni , Iacer Calixto

This paper addresses uncertainty quantification (UQ) for problems where scalar (or low-dimensional vector) response quantities are insufficient and, instead, full-field (very high-dimensional) responses are of interest. To do so, an…

Probability · Mathematics 2018-04-18 D. G Giovanis , M. D. Shields

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 probabilistic approach to phase-field brittle and ductile fracture with random material and geometric properties is proposed within this work. In the macroscopic failure mechanics, materials properties and exactness of spatial quantities…

Numerical Analysis · Mathematics 2022-08-10 Nima Noii , Amirreza Khodadadian , Fadi Aldakheel

This study evaluates four widely used fracture simulation methods, comparing their computational expenses and implementation complexities within the Finite Element (FE) framework when employed on heterogeneous solids. Fracture methods…

Computational Engineering, Finance, and Science · Computer Science 2024-11-19 Rasoul Najafi Koopas , Shahed Rezaei , Natalie Rauter , Richard Ostwald , Rolf Lammering

Macroscopically heterogeneous materials, characterised mostly by comparable heterogeneity lengthscale and structural sizes, can no longer be modelled by deterministic approach instead. It is convenient to introduce stochastic approach with…

Computational Engineering, Finance, and Science · Computer Science 2014-02-07 Jan Sýkora , Anna Kučerová

Crystal plasticity finite element model (CPFEM) is a powerful numerical simulation in the integrated computational materials engineering (ICME) toolboxes that relates microstructures to homogenized materials properties and establishes the…

Materials Science · Physics 2023-04-17 Anh Tran , Hojun Lim

In this paper, we present an adaptive algorithm to construct response surface approximations of high-fidelity models using a hierarchy of lower fidelity models. Our algorithm is based on multi-index stochastic collocation and automatically…

Numerical Analysis · Mathematics 2021-05-04 John D. Jakeman , Michael Eldred , Gianluca Geraci , Alex Gorodetsky

This paper reviews the current state-of-the-art in the simulation of the mechanical behavior of polycrystalline materials by means of computational homogenization. The key ingredients of this modelling strategy are presented in detail…

Materials Science · Physics 2018-11-22 J. Segurado , R. A. Lebensohn , J. LLorca

Biopharmaceutical products, particularly monoclonal antibodies (mAbs), have gained prominence in the pharmaceutical market due to their high specificity and efficacy. As these products are projected to constitute a substantial portion of…

Quantitative Methods · Quantitative Biology 2024-09-05 Thanh Tung Khuat , Robert Bassett , Ellen Otte , Bogdan Gabrys

Modern coordinate measurement machines (CMM) are universal tools to measure geometric features of complex three-dimensional workpieces. To use them as reliable means of quality control, the suitability of the device for the specific…

Instrumentation and Detectors · Physics 2019-07-25 Daniel Heißelmann , Matthias Franke , Kerstin Rost , Klaus Wendt , Thomas Kistner , Carsten Schwehn

Numerical models of complex real-world phenomena often necessitate High Performance Computing (HPC). Uncertainties increase problem dimensionality further and pose even greater challenges. We present a parallelization strategy for…

Mathematical Software · Computer Science 2021-08-02 Linus Seelinger , Anne Reinarz , Leonhard Rannabauer , Michael Bader , Peter Bastian , Robert Scheichl

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

We analyse and implement a quasi-Monte Carlo (QMC) finite element method (FEM) for the forward problem of uncertainty quantification (UQ) for the Helmholtz equation with random coefficients, both in the second-order and zero-order terms of…

Numerical Analysis · Mathematics 2025-11-04 Ivan G. Graham , Frances Y. Kuo , Dirk Nuyens , Ian H. Sloan , Euan A. Spence

Traditional deep learning (DL) models are powerful classifiers, but many approaches do not provide uncertainties for their estimates. Uncertainty quantification (UQ) methods for DL models have received increased attention in the literature…

Machine Learning · Computer Science 2023-08-14 Daniel Ries , Joshua Michalenko , Tyler Ganter , Rashad Imad-Fayez Baiyasi , Jason Adams

Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

Methodology · Statistics 2021-09-17 Marc Rocas , Alberto García-González , Sergio Zlotnik , Xabier Larráyoz , Pedro Díez

The deployment of deep neural networks in safety-critical systems necessitates reliable and efficient uncertainty quantification (UQ). A practical and widespread strategy for UQ is repurposing stochastic regularizers as scalable approximate…

Machine Learning · Computer Science 2026-04-15 Adam T. Müller , Tobias Rögelein , Nicolaj C. Stache