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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

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

Inverse uncertainty quantification (UQ) tasks such as parameter estimation are computationally demanding whenever dealing with physics-based models, and typically require repeated evaluations of complex numerical solvers. When partial…

Machine Learning · Computer Science 2025-12-19 Filippo Zacchei , Paolo Conti , Attilio Alberto Frangi , Andrea Manzoni

Differential dynamic microscopy (DDM) is a form of video image analysis that combines the sensitivity of scattering and the direct visualization benefits of microscopy. DDM is broadly useful in determining dynamical properties including the…

Soft Condensed Matter · Physics 2022-04-12 Mengyang Gu , Yimin Luo , Yue He , Matthew E. Helgeson , Megan T. Valentine

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying…

Machine Learning · Computer Science 2026-02-26 Nick Winovich , Mitchell Daneker , Lu Lu , Guang Lin

Standard approaches for uncertainty quantification in cardiovascular modeling pose challenges due to the large number of uncertain inputs and the significant computational cost of realistic three-dimensional simulations. We propose an…

Quantitative Methods · Quantitative Biology 2020-04-20 Casey M. Fleeter , Gianluca Geraci , Daniele E. Schiavazzi , Andrew M. Kahn , Alison L. Marsden

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

We describe modern variants of Monte Carlo methods for Uncertainty Quantification (UQ) of the Neutron Transport Equation, when it is approximated by the discrete ordinates method with diamond differencing. We focus on the mono-energetic 1D…

Numerical Analysis · Mathematics 2017-10-18 Ivan G. Graham , Matthew J. Parkinson , Robert Scheichl

Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

We evaluate uncertainty quantification (UQ) methods for deep learning applied to liquid argon time projection chamber (LArTPC) physics analysis tasks. As deep learning applications enter widespread usage among physics data analysis, neural…

High Energy Physics - Experiment · Physics 2023-11-02 Dae Heun Koh , Aashwin Mishra , Kazuhiro Terao

Optimization is a key tool for scientific and engineering applications, however, in the presence of models affected by uncertainty, the optimization formulation needs to be extended to consider statistics of the quantity of interest.…

Fixed node diffusion quantum Monte Carlo (FN-DMC) is an increasingly used computational approach for investigating the electronic structure of molecules, solids, and surfaces with controllable accuracy. It stands out among equally accurate…

Computational Physics · Physics 2019-10-03 Andrea Zen , Jan Gerit Brandenburg , Angelos Michaelides , Dario Alfè

Obtaining accurate solutions to the Schr\"odinger equation is the key challenge in computational quantum chemistry. Deep-learning-based Variational Monte Carlo (DL-VMC) has recently outperformed conventional approaches in terms of accuracy,…

Chemical Physics · Physics 2023-07-19 Michael Scherbela , Leon Gerard , Philipp Grohs

In this work, Uncertainty Quantification (UQ) based on non-intrusive Polynomial Chaos Expansion (PCE) is applied to the CFD problem of the flow past an airfoil with parameterized angle of attack and inflow velocity. To limit the…

Numerical Analysis · Mathematics 2024-12-20 Saddam Hijazi , Giovanni Stabile , Andrea Mola , Gianluigi Rozza

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

This study is devoted to the construction of a multifidelity Monte Carlo (MFMC) method for the uncertainty quantification of a nonlocal, non-mass-conserving Cahn-Hilliard model for phase transitions with an obstacle potential. We are…

Computational Engineering, Finance, and Science · Computer Science 2023-10-18 Parisa Khodabakhshi , Olena Burkovska , Karen Willcox , Max Gunzburger

This paper explores uncertainty quantification (UQ) as an indicator of the trustworthiness of automated deep-learning (DL) tools in the context of white matter lesion (WML) segmentation from magnetic resonance imaging (MRI) scans of…

We apply reduced-order modeling (ROM) techniques to single-phase flow in faulted porous media, accounting for changing rock properties and fault geometry variations using a radial basis function mesh deformation method. This approach…

Numerical Analysis · Mathematics 2024-03-07 Enrico Ballini , Luca Formaggia , Alessio Fumagalli , Anna Scotti , Paolo Zunino

Deep learning methods have achieved great success in solving partial differential equations (PDEs), where the loss is often defined as an integral. The accuracy and efficiency of these algorithms depend greatly on the quadrature method. We…

Numerical Analysis · Mathematics 2022-10-31 Fengjiang Fu , Xiaoqun Wang
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