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We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…

Numerical Analysis · Mathematics 2026-04-08 Giulia Bertaglia , Walter Boscheri , Lorenzo Pareschi

A central challenge in scientific machine learning (ML) is the correct representation of physical systems governed by multi-regime behaviours. In these scenarios, standard data analysis techniques often fail to capture the nature of the…

Machine Learning · Computer Science 2026-02-26 Michele Cazzola , Alberto Ghione , Lucia Sargentini , Julien Nespoulous , Riccardo Finotello

This paper develops a Hierarchical Bayesian Modeling (HBM) framework for uncertainty quantification of Finite Element (FE) models based on modal information. This framework uses an existing Fast Fourier Transform (FFT) approach to identify…

Applications · Statistics 2022-06-02 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Treating uncertainties in models is essential in many fields of science and engineering. Uncertainty quantification (UQ) on complex and computationally costly numerical models necessitates a combination of efficient model solvers, advanced…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-28 Linus Seelinger , Anne Reinarz , Jean Benezech , Mikkel Bue Lykkegaard , Lorenzo Tamellini , Robert Scheichl

Machine learning (ML) offers promising new approaches to tackle complex problems and has been increasingly adopted in chemical and materials sciences. Broadly speaking, ML models employ generic mathematical functions and attempt to learn…

Materials Science · Physics 2024-08-21 Jin Dai , Santosh Adhikari , Mingjian Wen

Machine-learning models of atomic-scale interactions achieve the accuracy of the quantum mechanical calculations on which they are trained, but at a dramatically lower computational cost. Their predictions can be made trustworthy by…

Background and objective: Uncertainty quantification is a pivotal field that contributes to realizing reliable and robust systems. It becomes instrumental in fortifying safe decisions by providing complementary information, particularly…

Image and Video Processing · Electrical Eng. & Systems 2024-03-19 Jamil Fayyad , Shadi Alijani , Homayoun Najjaran

Crystal plasticity models connect macroscopic deformation with the physics of microscale slip in polycrystalline materials. These models can be calibrated using global stress-strain curves, but the resulting parametrization is often not…

Materials Science · Physics 2026-03-24 Joshua D. Pribe , Patrick E. Leser , Saikumar R. Yeratapally , George Weber

Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…

Machine Learning · Computer Science 2026-03-03 Mikkel Jordahn , Jonas Vestergaard Jensen , James Harrison , Michael Riis Andersen , Mikkel N. Schmidt

To study the mechanical behavior of mock high explosives, an experimental and simulation program was developed to calibrate, with quantified uncertainty, a material model of the bonded granular material Idoxuridine and nitroplasticized…

The efficient approximation of quantity of interest derived from PDEs with lognormal diffusivity is a central challenge in uncertainty quantification. In this study, we propose a multilevel quasi-Monte Carlo framework to approximate…

Numerical Analysis · Mathematics 2025-08-06 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

Multifidelity forward uncertainty quantification (UQ) problems often involve multiple quantities of interest and heterogeneous models (e.g., different grids, equations, dimensions, physics, surrogate and reduced-order models). While…

Numerical Analysis · Mathematics 2023-06-26 M. Croci , K. E. Willcox , S. J. Wright

Quantifying uncertainties for machine learning models is a critical step to reduce human verification effort by detecting predictions with low confidence. This paper proposes a method for uncertainty quantification (UQ) of table structure…

Computer Vision and Pattern Recognition · Computer Science 2024-07-03 Kehinde Ajayi , Leizhen Zhang , Yi He , Jian Wu

Universal machine learning interatomic potentials (uMLIPs) are reshaping atomistic simulation as foundation models, delivering near \textit{ab initio} accuracy at a fraction of the cost. Yet the lack of reliable, general uncertainty…

Materials Science · Physics 2025-07-30 Kai Liu , Zixiong Wei , Wei Gao , Poulumi Dey , Marcel H. F. Sluiter , Fei Shuang

Quantifying uncertainty and updating reliability are essential for ensuring the safety and performance of engineering systems. This study develops a hierarchical Bayesian modeling (HBM) framework to quantify uncertainty and update…

Methodology · Statistics 2024-12-31 Xinyu Jia , Weinan Hou , Costas Papadimitriou

When does a large language model (LLM) know what it does not know? Uncertainty quantification (UQ) provides measures of uncertainty, such as an estimate of the confidence in an LLM's generated output, and is therefore increasingly…

Computation and Language · Computer Science 2025-10-17 Debarun Bhattacharjya , Balaji Ganesan , Junkyu Lee , Radu Marinescu , Katsiaryna Mirylenka , Michael Glass , Xiao Shou

The construction of efficient methods for uncertainty quantification in kinetic equations represents a challenge due to the high dimensionality of the models: often the computational costs involved become prohibitive. On the other hand,…

Numerical Analysis · Mathematics 2021-12-03 Giacomo Dimarco , Liu Liu , Lorenzo Pareschi , Xueyu Zhu

Systems subject to uncertain inputs produce uncertain responses. Uncertainty quantification (UQ) deals with the estimation of statistics of the system response, given a computational model of the system and a probabilistic model of its…

Methodology · Statistics 2018-08-13 E. Torre , S. Marelli , P. Embrechts , B. Sudret

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer
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