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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

In the quest for advanced propulsion and power-generation systems, high-fidelity simulations are too computationally expensive to survey the desired design space, and a new design methodology is needed that combines engineering physics,…

Decision-making in manufacturing often involves optimizing key process parameters using data collected from simulation experiments. Gaussian processes are widely used to surrogate the underlying system and guide optimization. Uncertainty…

Applications · Statistics 2025-07-30 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

Slurry transportation via pipelines is essential for global industries, offering efficiency and environmental benefits. Specifically, the precise calibration of physical parameters for transporting raw phosphate material to fertilizer…

Fluid Dynamics · Physics 2024-06-13 Marwane Elkarii , Radouan Boukharfane , Nabil El Moçayd

A framework is developed based on different uncertainty quantification (UQ) techniques in order to assess validation and verification (V&V) metrics in computational physics problems, in general, and computational fluid dynamics (CFD), in…

Computational Physics · Physics 2020-07-15 Saleh Rezaeiravesh , Ricardo Vinuesa , Philipp Schlatter

Predicting fuel assembly bow in pressurized water reactors requires solving tightly coupled fluid-structure interaction problems, whose direct simulations can be computationally prohibitive, making large-scale uncertainty quantification…

Applications · Statistics 2026-01-27 Ali Abboud , Josselin Garnier , Bertrand Leturcq , Stanislas de Lambert

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

The high dynamics and heterogeneous interactions in the complicated urban systems have raised the issue of uncertainty quantification in spatiotemporal human mobility, to support critical decision-makings in risk-aware web applications such…

Machine Learning · Computer Science 2021-02-12 Zhengyang Zhou , Yang Wang , Xike Xie , Lei Qiao , Yuantao Li

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

We present a "module-based hybrid" Uncertainty Quantification (UQ) framework for general nonlinear multi-physics simulation. The proposed methodology, introduced in [\hyperlink{ref1}{1}], supports the independent development of each…

Computational Physics · Physics 2014-10-21 Akshay Mittal , Xiao Chen , Charles Tong , Gianluca Iaccarino

Explicit quantification of uncertainty in engineering simulations is being increasingly used to inform robust and reliable design practices. In the aerospace industry, computationally-feasible analyses for design optimization purposes often…

Fluid Dynamics · Physics 2019-11-13 Jayant Mukhopadhaya , Brian T. Whitehead , John F. Quindlen , Juan J. Alonso

Machine learning surrogates are increasingly employed to replace expensive computational models for physics-based reliability analysis. However, their use introduces epistemic uncertainty from model approximation errors, which couples with…

Machine Learning · Computer Science 2025-09-24 Amirreza Tootchi , Xiaoping Du

In tokamak experiments, sufficiently strong $E\times B$ flow shear reduces turbulent transport, thereby improving the prospects for fusion power plants. It is therefore of great importance to efficiently explore parameter space to find…

Plasma Physics · Physics 2024-01-30 Haomin Sun , Justin Ball , Stephan Brunner , Arnas Volčokas

Simulating complex gas flows from turbulent to rarefied regimes is a long-standing challenge, since turbulence and rarefied flow represent contrasting extremes of computational aerodynamics. We propose a multiscale method to bridge this…

Fluid Dynamics · Physics 2024-08-16 Songyan Tian , Lei Wu

Uncertainty propagation in high-dimensional nonlinear dynamic structural systems is pivotal in state-of-the-art performance-based design and risk assessment, where uncertainties from both excitations and structures, i.e., the aleatoric…

Machine Learning · Computer Science 2026-04-03 Manisha Sapkota , Min Li , Bowei Li

Engineering design and scientific analysis rely upon computer simulations of turbulent fluid flows using turbulence models. These turbulence models are empirical and approximate, leading to large uncertainties in their predictions that…

Fluid Dynamics · Physics 2024-05-28 Minghan Chu , Weicheng Qian

The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model's credibility. For computationally expensive simulations, this is often feasible only via surrogate models that…

Methodology · Statistics 2021-08-30 Sascha Ranftl , Wolfgang von der Linden

This paper presents a novel approach for simulating plasma instabilities in tokamak plasmas using the piecewise field-aligned finite element method in combination with the particle-in-cell method. Our method traditionally aligns the…

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