Related papers: Stochastic PDE representation of random fields for…
In this paper a new approach for constructing \emph{multivariate} Gaussian random fields (GRFs) using systems of stochastic partial differential equations (SPDEs) has been introduced and applied to simulated data and real data. By solving a…
We present an approach for synthesising observational data with elastodynamic finite element models by extending the statistical finite element method (statFEM) framework. The proposed formulation adopts a Bayesian filtering approach to…
The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…
Statistical learning additions to physically derived mathematical models are gaining traction in the literature. A recent approach has been to augment the underlying physics of the governing equations with data driven Bayesian statistical…
In this paper we propose a new approach for constructing \emph{multivariate} Gaussian random fields (GRFs) with oscillating covariance functions through systems of stochastic partial differential equations (SPDEs). We discuss how to build…
This work highlights an approach for incorporating realistic uncertainties into scientific computing workflows based on finite elements, focusing on applications in computational mechanics and design optimization. We leverage Mat\'ern-type…
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…
A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…
We present a unified, finite-element-native variational inference framework for very high-dimensional Bayesian spatial field reconstruction in physics-based problems governed by partial differential equations (PDEs) that are nonlinear in…
The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…
The Statistical Finite Element Method (statFEM) offers a Bayesian framework for integrating computational models with observational data, thus providing improved predictions for structural health monitoring and digital twinning. This paper…
A challenge in multivariate problems with discrete structures is the inclusion of prior information that may differ in each separate structure. A particular example of this is seismic amplitude versus angle (AVA) inversion to elastic…
The statistical finite element method (StatFEM) is an emerging probabilistic method that allows observations of a physical system to be synthesised with the numerical solution of a PDE intended to describe it in a coherent statistical…
The R software package rSPDE contains methods for approximating Gaussian random fields based on fractional-order stochastic partial differential equations (SPDEs). A common example of such fields are Whittle-Mat\'ern fields on bounded…
The stochastic partial differential equation (SPDE) approach is widely used for modeling large spatial datasets. It is based on representing a Gaussian random field $u$ on $\mathbb{R}^d$ as the solution of an elliptic SPDE $L^\beta u =…
This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…
The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…
Mechanistic knowledge about the physical world is virtually always expressed via partial differential equations (PDEs). Recently, there has been a surge of interest in probabilistic PDE solvers -- Bayesian statistical models mostly based on…
In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. Mixed generalized multiscale finite element method (GMsFEM)…
Data-based approaches are promising alternatives to the traditional analytical constitutive models for solid mechanics. Herein, we propose a Gaussian process (GP) based constitutive modeling framework, specifically focusing on planar,…