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Physics-Informed Neural Networks (PINNs) are gaining popularity as a method for solving differential equations. While being more feasible in some contexts than the classical numerical techniques, PINNs still lack credibility. A remedy for…

Machine Learning · Computer Science 2022-12-15 Olga Graf , Pablo Flores , Pavlos Protopapas , Karim Pichara

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Uncertainty Quantification (UQ) is an essential step in computational model validation because assessment of the model accuracy requires a concrete, quantifiable measure of uncertainty in the model predictions. The concept of UQ in the…

Applications · Statistics 2023-03-24 Xu Wu , Ziyu Xie , Farah Alsafadi , Tomasz Kozlowski

Most problems in uncertainty quantification, despite its ubiquitousness in scientific computing, applied mathematics and data science, remain formidable on a classical computer. For uncertainties that arise in partial differential equations…

Quantum Physics · Physics 2022-09-29 Francois Golse , Shi Jin , Nana Liu

Inverse Uncertainty Quantification (UQ), or Bayesian calibration, is the process to quantify the uncertainties of random input parameters based on experimental data. The introduction of model discrepancy term is significant because…

Applications · Statistics 2019-07-24 Xu Wu , Koroush Shirvan , Tomasz Kozlowski

These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…

Probability · Mathematics 2015-07-03 Masoumeh Dashti , Andrew M. Stuart

Inverse UQ is the process to inversely quantify the model input uncertainties based on experimental data. This work focuses on developing an inverse UQ process for time-dependent responses, using dimensionality reduction by functional…

Machine Learning · Statistics 2024-01-08 Ziyu Xie , Mahmoud Yaseen , Xu Wu

Inverse Uncertainty Quantification (IUQ) method has been widely used to quantify the uncertainty of Physical Model Parameters (PMPs) in nuclear Thermal Hydraulics (TH) systems. This paper introduces a novel hierarchical Bayesian model which…

Computation · Statistics 2024-03-27 Chen Wang , Xu Wu , Tomasz Kozlowski

Inverse problems aim to determine model parameters of a mathematical problem from given observational data. Neural networks can provide an efficient tool to solve these problems. In the context of Bayesian inverse problems, Uncertainty…

Numerical Analysis · Mathematics 2025-09-16 Andrea Tonini , Tan Bui-Thanh , Francesco Regazzoni , Luca Dede' , Alfio Quarteroni

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

Numerical Analysis · Mathematics 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…

Machine Learning · Statistics 2025-10-20 Frank Shih , Zhenghao Jiang , Faming Liang

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

Uncertainty quantification (UQ) in scientific machine learning (SciML) combines the powerful predictive power of SciML with methods for quantifying the reliability of the learned models. However, two major challenges remain: limited…

Machine Learning · Computer Science 2024-04-16 Zongren Zou , Tingwei Meng , Paula Chen , Jérôme Darbon , George Em Karniadakis

Uncertainty quantification for inverse problems in imaging has drawn much attention lately. Existing approaches towards this task define uncertainty regions based on probable values per pixel, while ignoring spatial correlations within the…

Computer Vision and Pattern Recognition · Computer Science 2024-01-23 Omer Belhasin , Yaniv Romano , Daniel Freedman , Ehud Rivlin , Michael Elad

Solving inverse partial differential equation (PDE) problems is a fundamental topic in scientific research due to its broad significance across a wide range of real-world applications. Inverse PDE problems arise across medical imaging,…

Artificial Intelligence · Computer Science 2026-05-19 Zhentao Tan , Yuze Hao , Boyi Zou , Mingsheng Long , Yi Yang , Gang Bao

Data-driven discovery of partial differential equations (PDEs) has emerged as a promising approach for deriving governing physics when domain knowledge about observed data is limited. Despite recent progress, the identification of governing…

Machine Learning · Computer Science 2024-08-16 Pongpisit Thanasutives , Ken-ichi Fukui

Inverse problems defined naturally on the sphere are becoming increasingly of interest. In this article we provide a general framework for evaluation of inverse problems on the sphere, with a strong emphasis on flexibility and scalability.…

Information Theory · Computer Science 2021-05-17 Matthew A. Price , Luke Pratley , Jason D. McEwen

Estimating uncertainty is at the core of performing scientific measurements in HEP: a measurement is not useful without an estimate of its uncertainty. The goal of uncertainty quantification (UQ) is inextricably linked to the question, "how…

High Energy Physics - Experiment · Physics 2022-11-02 Thomas Y. Chen , Biprateep Dey , Aishik Ghosh , Michael Kagan , Brian Nord , Nesar Ramachandra

We introduce QICS (Quantum Information Conic Solver), an open-source primal-dual interior point solver fully implemented in Python, which is focused on solving optimization problems arising in quantum information theory. QICS has the…

Optimization and Control · Mathematics 2025-07-08 Kerry He , James Saunderson , Hamza Fawzi

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter