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In traffic flow modeling, incorporating uncertainty is crucial for accurately capturing the complexities of real-world scenarios. In this work we focus on kinetic models of traffic flow, where a key step is to design effective numerical…

Numerical Analysis · Mathematics 2025-01-28 Elisa Iacomini , Lorenzo Pareschi

Universal machine learning interatomic potentials (uMLIPs) have emerged as powerful tools for accelerating atomistic simulations, offering scalable and efficient modeling with accuracy close to quantum calculations. However, their…

Materials Science · Physics 2025-07-17 Hendrik Kraß , Ju Huang , Seyed Mohamad Moosavi

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

Numerical Analysis · Mathematics 2017-12-20 Ralf Kornhuber , Evgenia Youett

Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…

Numerical Analysis · Mathematics 2025-10-01 Josef Martínek , Erin Carson , Robert Scheichl

We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold. The estimator fuses samples from a hierarchy of data sources of differing fidelities and…

Computation · Statistics 2023-05-30 Aimee Maurais , Terrence Alsup , Benjamin Peherstorfer , Youssef Marzouk

This paper presents a homogenization framework for elastomeric metamaterials exhibiting long-range correlated fluctuation fields. Based on full-scale numerical simulations on a class of such materials, an ansatz is proposed that allows to…

Soft Condensed Matter · Physics 2018-10-29 O. Rokoš , M. M. Ameen , R. H. J. Peerlings , M. G. D. Geers

Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for variance reduction to make tractable uncertainty quantification even when numerically simulating the physical systems of interest with high-fidelity models is…

Numerical Analysis · Mathematics 2022-11-22 Ionut-Gabriel Farcas , Benjamin Peherstorfer , Tobias Neckel , Frank Jenko , Hans-Joachim Bungartz

A ubiquitous challenge in design space exploration or uncertainty quantification of complex engineering problems is the minimization of computational cost. A useful tool to ease the burden of solving such systems is model reduction. This…

Numerical Analysis · Mathematics 2021-04-16 Felix Newberry , Jerrad Hampton , Kenneth Jansen , Alireza Doostan

In this paper, we address the numerical homogenization approximation of a free-boundary dam problem posed in a heterogeneous media. More precisely, we propose a generalized multiscale finite element (GMsFEM) method for the heterogeneous dam…

Numerical Analysis · Mathematics 2019-02-19 Juan Galvis , Carlos Vásquez , Luis F. Contreras

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

Emergence of artificial intelligence techniques in biomedical applications urges the researchers to pay more attention on the uncertainty quantification (UQ) in machine-assisted medical decision making. For classification tasks, prior…

Machine Learning · Computer Science 2019-09-17 Xiaoyang Huang , Jiancheng Yang , Linguo Li , Haoran Deng , Bingbing Ni , Yi Xu

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

We consider the problem of modeling heterogeneous materials where micro-scale dynamics and interactions affect global behavior. In the presence of heterogeneities in material microstructure it is often impractical, if not impossible, to…

Materials Science · Physics 2022-11-03 Yiming Fan , Marta D'Elia , Yue Yu , Habib N. Najm , Stewart Silling

An efficient and reliable stress computation algorithm is presented, which is based on implicit integration of the local evolution equations of multiplicative finite-strain plasticity/viscoplasticity. The algorithm is illustrated by an…

Numerical Analysis · Mathematics 2016-05-25 A. V. Shutov

Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…

Machine Learning · Statistics 2024-01-25 Pascal Pernot

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

Numerical Analysis · Mathematics 2024-12-12 Anastasia Istratuca , Aretha Teckentrup

Deep learning models for semantic segmentation are prone to poor performance in real-world applications due to the highly challenging nature of the task. Model uncertainty quantification (UQ) is one way to address this issue of lack of…

Computer Vision and Pattern Recognition · Computer Science 2022-11-04 Rishabh Singh , Jose C. Principe

In this paper, we develop the constraint energy minimization generalized multiscale finite element method (CEM-GMsFEM) in mixed formulation applied to parabolic equations with heterogeneous diffusion coefficients. The construction of the…

Numerical Analysis · Mathematics 2020-10-01 Yiran Wang , Eric Chung , Lina Zhao

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

Monte Carlo techniques play a central role in statistical mechanics approaches for connecting macroscopic thermodynamic and kinetic properties to the electronic structure of a material. This paper describes the implementation of Monte Carlo…

Materials Science · Physics 2023-09-22 Brian Puchala , John C. Thomas , Anton Van der Ven
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