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Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…

Numerical Analysis · Mathematics 2020-08-11 Zhibao Zheng

In this paper, we study uncertainty quantification (UQ) in forward problems. Our objective is to construct accurate and robust surrogate models by incorporating the seventh-order central weighted essentially non-oscillatory (CWENO7) scheme…

Numerical Analysis · Mathematics 2025-11-04 Alina Chertock , Arsen S. Iskhakov , Alexander Kurganov

The present paper describes the development of a novel and comprehensive computational framework to simulate solidification problems in materials processing, specifically casting processes. Heat transfer, solidification and fluid flow due…

Numerical Analysis · Computer Science 2020-10-06 Shantanu Shahane , Narayana Aluru , Placid Ferreira , Shiv G Kapoor , Surya Pratap Vanka

In this paper, we examine the effectiveness of classic multiscale finite element method (MsFEM) (Hou and Wu, 1997; Hou et al., 1999) for mixed Dirichlet-Neumann, Robin and hemivariational inequality boundary problems. Constructing so-called…

Numerical Analysis · Mathematics 2020-02-06 Changqing Ye , Hao Dong , Junzhi Cui

This paper develops a new 2D/3D stochastic closed-loop geothermal system with a random hydraulic conductivity tensor. We use the finite element method (FEM) and the Monte Carlo method (MCM) to discrete physical and probability spaces,…

Numerical Analysis · Mathematics 2024-10-14 Yi Qin , Xinyue Gao , Lele Chen , Liangliang Jiang , Zhangxin Chen , Jian Li

We introduce the multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficient $a=\exp(Z)$ where $Z$ is a Gaussian random field defined by an infinite series expansion $Z(\boldsymbol{y}) =…

Numerical Analysis · Mathematics 2021-09-28 Dong T. P. Nguyen , Dirk Nuyens

In this article, we present a new unified finite element method (UFEM) for simulation of general Fluid-Structure interaction (FSI) which has the same generality and robustness as monolithic methods but is significantly more computationally…

Computational Engineering, Finance, and Science · Computer Science 2016-08-18 Yongxing Wang , Peter Jimack , Mark Walkley

Traditional deep learning (DL) models are powerful classifiers, but many approaches do not provide uncertainties for their estimates. Uncertainty quantification (UQ) methods for DL models have received increased attention in the literature…

Machine Learning · Computer Science 2023-08-14 Daniel Ries , Joshua Michalenko , Tyler Ganter , Rashad Imad-Fayez Baiyasi , Jason Adams

Particle breakage due to collisional interactions plays a vital role in the development of several phenomena in science and engineering. The nonlinear collisional breakage equations (NCBEs) are a significant set of equations in this…

Numerical Analysis · Mathematics 2026-04-14 Arushi Arushi , Naresh Kumar

Motivated by problems where the response is needed at select localized regions in a large computational domain, we devise a novel finite element discretization that results in exponential convergence at pre-selected points. The two key…

Numerical Analysis · Mathematics 2016-08-03 Murthy N. Guddati , Vladimir Druskin , Ali Vaziri Astaneh

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinuities. The two factors may significantly deteriorate the…

Numerical Analysis · Mathematics 2019-02-27 Zhijian He , Xiaoqun Wang

Quantum Monte Carlo (QMC) methods are the gold standard for studying equilibrium properties of quantum many-body systems -- their phase transitions, ground and thermal state properties. However, in many interesting situations QMC methods…

Quantum Physics · Physics 2020-08-19 Dominik Hangleiter , Ingo Roth , Daniel Nagaj , Jens Eisert

Machine-learning models of atomic-scale interactions achieve the accuracy of the quantum mechanical calculations on which they are trained, but at a dramatically lower computational cost. Their predictions can be made trustworthy by…

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

This paper presents two approaches: the virtual element method (VEM) and the stabilization-free virtual element method (SFVEM) for analyzing thermomechanical behavior in electronic packaging structures with geometric multi-scale features.…

Numerical Analysis · Mathematics 2025-12-29 Yanpeng Gong , Sishuai Li , Fei Qin , Bingbing Xu

This paper is the second part of a two-part series, which introduces and demonstrates a Validation and Uncertainty Quantification (VUQ) framework that serves two major purposes: i). quantify the uncertainties of the closure relation…

Fluid Dynamics · Physics 2018-10-23 Yang Liu , Nam Dinh , Ralph Smith

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

In this work, we propose and compare several approaches to solve the Boltzmann equation with uncertain parameters, including multi-level Monte Carlo and multi-fidelity methods that employ an asymptotic-preserving-hybrid (APH) scheme (Filbet…

Numerical Analysis · Mathematics 2025-07-29 Yiwen Lin , Liu Liu

Achieving accurate numerical results of hydrodynamic loads based on the potential-flow theory is very challenging for structures with sharp edges, due to the singular behavior of the local-flow velocities. In this paper, we introduce the…

Numerical Analysis · Mathematics 2021-09-23 Ying Wang , Yanlin Shao , Jikang Chen , Hui Liang