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Uncertainty quantification (UQ) is an active area of research, and an essential technique used in all fields of science and engineering. The most common methods for UQ are Monte Carlo and surrogate-modelling. The former method is…

Computation · Statistics 2023-09-01 Arnau Albà , Romana Boiger , Dimitri Rochman , Andreas Adelmann

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a…

Methodology · Statistics 2020-11-03 Jiaxin Zhang

The accurate calculation and uncertainty quantification of the characteristics of spent nuclear fuel (SNF) play a crucial role in ensuring the safety, efficiency, and sustainability of nuclear energy production, waste management, and…

Machine Learning · Computer Science 2023-08-17 Arnau Albà , Andreas Adelmann , Lucas Münster , Dimitri Rochman , Romana Boiger

The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…

High Energy Astrophysical Phenomena · Physics 2020-12-24 T. Rauscher

Several methodologies using different levels of approximations have been developed for propagating nuclear data uncertainties in nuclear burn-up simulations. Most methods fall into the two broad classes of Monte Carlo approaches, which are…

Nuclear Theory · Physics 2015-01-08 Carlos Javier Diez , Oliver Buss , Axel Hoefer , Dieter Porsch , Oscar Cabellos

This paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a…

Computation · Statistics 2016-03-22 Ajay Jasra , Kody Law , Yan Zhou

Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…

Numerical Analysis · Mathematics 2022-04-12 Marcus J. Grote , Simon Michel , Fabio Nobile

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

Monte-Carlo nuclear reaction and transport codes are widely used to devise accelerator-based nuclear physics experiments; at the same time, many experiments are performed to validate the Monte-Carlo codes, which can be used for the design…

Accelerator Physics · Physics 2020-12-14 Vitaly Pronskikh

This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…

Computational Engineering, Finance, and Science · Computer Science 2020-03-24 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps

Theoretical predictions need quantified uncertainties for a meaningful comparison to experimental results. This is an idea which presently permeates the field of theoretical nuclear physics. In light of the recent progress in estimating…

Nuclear Theory · Physics 2017-03-15 B. D. Carlsson

Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…

High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…

High Energy Physics - Experiment · Physics 2026-01-15 Christopher Palmer , Braden Kronheim

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

Uncertainty quantification (UQ) in Large Language Models (LLMs) is essential for their safe and reliable deployment, particularly in critical applications where incorrect outputs can have serious consequences. Current UQ methods typically…

Computation and Language · Computer Science 2025-04-10 Nicola Cecere , Andrea Bacciu , Ignacio Fernández Tobías , Amin Mantrach

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…

Machine Learning · Computer Science 2026-01-21 Aaron Pim , Tristan Pryer

Efficient uncertainty quantification algorithms are key to understand the propagation of uncertainty -- from uncertain input parameters to uncertain output quantities -- in high resolution mathematical models of brain physiology. Advanced…

Computational Engineering, Finance, and Science · Computer Science 2023-01-10 Matteo Croci , Vegard Vinje , Marie E. Rognes

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

We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce the cost of approximating expected values of selected,…

Numerical Analysis · Mathematics 2019-09-06 Marco Ballesio , Joakim Beck , Anamika Pandey , Laura Parisi , Erik von Schwerin , Raul Tempone
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