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We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront. This framework, which we call \emph{Optimal Uncertainty Quantification} (OUQ),…

Probability · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Timothy John Sullivan , Mike McKerns , Michael Ortiz

This work develops a novel basis-adaptive method for constructing anisotropic polynomial chaos expansions of multidimensional (vector-valued, multi-output) model responses. The adaptive basis selection is based on multivariate sensitivity…

Computational Engineering, Finance, and Science · Computer Science 2024-10-11 Dimitrios Loukrezis , Eric Diehl , Herbert De Gersem

Computational models of the human head are promising tools for estimating the impact-induced response of brain, and thus play an important role in the prediction of traumatic brain injury. Modern biofidelic head model simulations are…

Neural Network (NN) models provide potential to speed up the drug discovery process and reduce its failure rates. The success of NN models require uncertainty quantification (UQ) as drug discovery explores chemical space beyond the training…

Machine Learning · Computer Science 2022-11-01 Ya Ju Fan , Jonathan E. Allen , Kevin S. McLoughlin , Da Shi , Brian J. Bennion , Xiaohua Zhang , Felice C. Lightstone

Model updating of engineering systems inevitably involves handling both aleatory or inherent randomness and epistemic uncertainties or uncertainities arising from a lack of knowledge or information about the system. Addressing these…

Applications · Statistics 2025-05-27 Sangwon Lee , Taro Yaoyama , Masaru Kitahara , Tatsuya Itoi

Embedding physical knowledge into neural network (NN) training has been a hot topic. However, when facing the complex real-world, most of the existing methods still strongly rely on the quantity and quality of observation data. Furthermore,…

Fluid Dynamics · Physics 2024-11-20 Dashan Zhang , Yuntian Chen , Shiyi Chen

Biomolecules exhibit conformational fluctuations near equilibrium states, inducing uncertainty in various biological properties in a dynamic way. We have developed a general method to quantify the uncertainty of target properties induced by…

Biomolecules · Quantitative Biology 2018-10-02 Huan Lei , Xiu Yang , Bin Zheng , Guang Lin , Nathan A. Baker

Building surrogate models with uncertainty quantification capabilities is essential for many engineering applications where randomness, such as variability in material properties, is unavoidable. Polynomial Chaos Expansion (PCE) is widely…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields

Accurate representations of unknown and sub-grid physical processes through parameterizations (or closure) in numerical simulations with quantified uncertainty are critical for resolving the coarse-grained partial differential equations…

Machine Learning · Computer Science 2024-05-08 Yongquan Qu , Mohamed Aziz Bhouri , Pierre Gentine

Large Language Models (LLMs) excel in text generation, reasoning, and decision-making, enabling their adoption in high-stakes domains such as healthcare, law, and transportation. However, their reliability is a major concern, as they often…

Computation and Language · Computer Science 2025-06-05 Xiaoou Liu , Tiejin Chen , Longchao Da , Chacha Chen , Zhen Lin , Hua Wei

Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…

Computation · Statistics 2014-06-18 José Miguel Pasini , Tuhin Sahai

The goal of this paper is to demonstrate and address challenges related to all aspects of performing a complete uncertainty quantification analysis of a complicated physics-based simulation like a 2D slab burner direct numerical simulation…

This paper studies the utility of techniques within uncertainty quantification, namely spectral projection and polynomial chaos expansion, in reducing sampling needs for characterizing acoustic metamaterial dispersion band responses given…

Inverse design is a central goal in much of science and engineering, including frequency-selective surfaces (FSS) that are critical to microelectronics for telecommunications and optical metamaterials. Traditional surrogate-assisted…

Parameter identification is crucial in virtual engineering processes, yet determining appropriate system excitations for identifying specific parameters remains challenging. In practice, extensive experimental programs often fail to…

Optimization and Control · Mathematics 2026-05-07 Kevin Schmidt , Nicola Henkelmann , Christoph Mark , Johannes von Keler

This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical…

Computation · Statistics 2024-05-10 Jianhua Xian , Ziqi Wang

We present a deep learning framework for quantifying and propagating uncertainty in systems governed by non-linear differential equations using physics-informed neural networks. Specifically, we employ latent variable models to construct…

Machine Learning · Statistics 2019-06-26 Yibo Yang , Paris Perdikaris

Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In…

Analysis of PDEs · Mathematics 2019-09-04 Dongkun Zhang , Lu Lu , Ling Guo , George Em Karniadakis

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2022-12-06 J. C. García-Merino , C. Calvo-Jurado , E. Martínez-Pañeda , E. García-Macías