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Uncertainty quantification seeks to provide a quantitative means to understand complex systems that are impacted by parametric uncertainty. The polynomial chaos method is a computational approach to solve stochastic partial differential…

Numerical Analysis · Mathematics 2017-09-27 Melvin Leok , Gautam Wilkins

Operator learning (OL) has emerged as a powerful tool in scientific machine learning (SciML) for approximating mappings between infinite-dimensional functional spaces. One of its main applications is learning the solution operator of…

Machine Learning · Statistics 2025-08-29 Himanshu Sharma , Lukáš Novák , Michael D. Shields

This work introduces a method to equip data-driven polynomial chaos expansion surrogate models with intervals that quantify the predictive uncertainty of the surrogate. To that end, jackknife-based conformal prediction is integrated into…

Methodology · Statistics 2025-12-18 Dimitrios Loukrezis , Dimitris G. Giovanis

The paper addresses Bayesian inferences in inverse problems with uncertainty quantification involving a computationally expensive forward map associated with solving a partial differential equations. To mitigate the computational cost, the…

Methodology · Statistics 2023-12-18 A. Galaviz , J. A. Christen , A. Capella

Using a cyclotron based model problem, we demonstrate for the first time the applicability and usefulness of a uncertainty quantification (UQ) approach in order to construct surrogate models for quantities such as emittance, energy spread…

Accelerator Physics · Physics 2018-12-13 Andreas Adelmann

The surrogate model-based uncertainty quantification method has drawn much attention in many engineering fields. Polynomial chaos expansion (PCE) and deep learning (DL) are powerful methods for building a surrogate model. However, PCE needs…

Machine Learning · Computer Science 2022-03-02 Wen Yao , Xiaohu Zheng , Jun Zhang , Ning Wang , Guijian Tang

This study investigates whether Physically Recurrent Neural Networks (PRNNs), a recent surrogate model for heterogeneous materials, trained on a micromodel with fixed material parameters, can maintain accuracy for varying material…

Disordered Systems and Neural Networks · Physics 2025-04-17 N. Kovács , I. B. C. M. Rocha , F. P. van der Meer , C. Furtado , P. P. Camanho

Surrogate modelling techniques have opened up new possibilities to overcome the limitations of computationally intensive numerical models in various areas of engineering and science. However, while fundamental in many engineering…

Numerical Analysis · Mathematics 2024-02-20 José Calos García-Marino , Carmen Calvo-Jurado , Enrique García-Macías

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…

In the field of surrogate modeling, polynomial chaos expansion (PCE) allows practitioners to construct inexpensive yet accurate surrogates to be used in place of the expensive forward model simulations. For black-box simulations,…

The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence…

Numerical Analysis · Mathematics 2025-06-13 Wei Chen , Giacomo Dimarco , Lorenzo Pareschi

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

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini

This paper presents the development and demonstration of massively parallel probabilistic machine learning (ML) and uncertainty quantification (UQ) capabilities within the Multiphysics Object-Oriented Simulation Environment (MOOSE), an…

We propose a non-intrusive reduced-order modeling method based on proper orthogonal decomposition (POD) and polynomial chaos expansion (PCE) for stochastic representations in uncertainty quantification (UQ) analysis. Firstly, POD provides…

Computational Physics · Physics 2021-07-02 Xiang Sun , Xiaomin Pan , Jung-Il Choi

Polynomial chaos expansions (PCE) are widely used for uncertainty quantification (UQ) tasks, particularly in the applied mathematics community. However, PCE has received comparatively less attention in the statistics literature, and fully…

Methodology · Statistics 2025-10-30 Kellin N. Rumsey , Devin Francom , Graham C. Gibson , J. Derek Tucker , Gabriel Huerta

State-of-the-art computer codes for simulating real physical systems are often characterized by a vast number of input parameters. Performing uncertainty quantification (UQ) tasks with Monte Carlo (MC) methods is almost always infeasible…

Computational Physics · Physics 2018-10-17 Rohit Tripathy , Ilias Bilionis

The hybrid neural differentiable models mark a significant advancement in the field of scientific machine learning. These models, integrating numerical representations of known physics into deep neural networks, offer enhanced predictive…

Machine Learning · Computer Science 2024-01-02 Deepak Akhare , Tengfei Luo , Jian-Xun Wang

The large-scale integration of renewable energy sources introduces significant operational uncertainty into power systems. Although Polynomial Chaos Expansion (PCE) provides an efficient tool for uncertainty quantification (UQ) in power…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Le Fang , Wangkun Xu , Fei Teng

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson