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Due to limited computational power, performing uncertainty quantification analyses with complex computational models can be a challenging task. This is exacerbated in the context of stochastic simulators, the response of which to a given…

Computation · Statistics 2019-11-21 X. Zhu , B. Sudret

Geothermal field modeling is often associated with uncertainties related to the subsurface static properties and the dynamics of fluid flow and heat transfer. Uncertainty quantification using simulations is a useful tool to design optimum…

Geophysics · Physics 2021-12-13 Hussein Hoteit , Xupeng He , Bicheng Yan , Volker Vahrenkam

This paper presents a new stochastic finite element method for computing structural stochastic responses. The method provides a new expansion of stochastic response and decouples the stochastic response into a combination of a series of…

Numerical Analysis · Mathematics 2021-04-28 Zhibao Zheng

Spatial dynamic microsimulations probabilistically project geographically referenced units with individual characteristics over time. Like any projection method, their outcomes are inherently uncertain and sensitive to multiple factors.…

Computation · Statistics 2025-11-19 Morgane Dumont , Ahmed Alsaloum , Julian Ernst , Jan Weymeirsch , Ralf Münnich

Reduced-order models (ROMs) can efficiently simulate high-dimensional physical systems but lack robust uncertainty quantification methods. Existing approaches are frequently architecture- or training-specific, which limits flexibility and…

Machine Learning · Computer Science 2025-11-18 Jonas E. Katona , Emily K. de Jong , Nipun Gunawardena

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

This paper investigates the nonlinear dynamics of stepping flexible frames under seismic excitation. The conventional iterative method of solution of peak quasi-dynamic displacement of stepping frames is not guaranteed to converge. To…

Geophysics · Physics 2025-05-13 Arzhang Alimoradi , James L. Beck

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However,…

Data Analysis, Statistics and Probability · Physics 2018-03-14 Xun Huan , Cosmin Safta , Khachik Sargsyan , Gianluca Geraci , Michael S. Eldred , Zachary P. Vane , Guilhem Lacaze , Joseph C. Oefelein , Habib N. Najm

This paper introduces a novel uncertainty quantification framework for regression models where the response takes values in a separable metric space, and the predictors are in a Euclidean space. The proposed algorithms can efficiently…

Statistics Theory · Mathematics 2024-05-09 Gábor Lugosi , Marcos Matabuena

A Riemannian stochastic representation of model uncertainties in molecular dynamics is proposed. The approach relies on a reduced-order model, the projection basis of which is randomized on a subset of the Stiefel manifold characterized by…

Computational Physics · Physics 2022-10-27 Hao Zhang , Johann Guilleminot

A problem of considerable importance within the field of uncertainty quantification (UQ) is the development of efficient methods for the construction of accurate surrogate models. Such efforts are particularly important to applications…

Computational Physics · Physics 2019-03-01 Rohit Tripathy , Ilias Bilionis

High accuracy complex computer models, or simulators, require large resources in time and memory to produce realistic results. Statistical emulators are computationally cheap approximations of such simulators. They can be built to replace…

Computation · Statistics 2016-08-25 Xiaoyu Liu , Serge Guillas

Uncertainty quantification based on stochastic spectral methods suffers from the curse of dimensionality. This issue was mitigated recently by low-rank tensor methods. However, there exist two fundamental challenges in low-rank tensor-based…

Numerical Analysis · Mathematics 2021-02-03 Zichang He , Zheng Zhang

Parameters of the mathematical model describing many practical dynamical systems are prone to vary due to aging or renewal, wear and tear, as well as changes in environmental or service conditions. These variabilities will adversely affect…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Hang Geng , Mulugeta A. Haile , Huazhen Fang

This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale…

Machine Learning · Computer Science 2025-10-21 Ganglin Tian , Anastase Alexandre Charantonis , Camille Le Coz , Alexis Tantet , Riwal Plougonven

Iterative geostatistical seismic inversion integrates seismic and well data to infer the spatial distribution of subsurface elastic properties. These methods provide limited assessment to the spatial uncertainty of the inverted elastic…

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

The computationally expensive estimation of engineering demand parameters (EDPs) via finite element (FE) models, while considering earthquake and parameter uncertainty limits the use of the Performance Based Earthquake Engineering…

Machine Learning · Statistics 2022-06-14 Siddharth S. Parida , Supratik Bose , Megan Butcher , Georgios Apostolakis , Prashant Shekhar

Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…

Computational Engineering, Finance, and Science · Computer Science 2016-03-22 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

The Linear Parameter-Varying (LPV) framework enables the construction of surrogate models of complex nonlinear and high-dimensional systems, facilitating efficient stability and performance analysis together with controller design. Despite…

Systems and Control · Electrical Eng. & Systems 2026-04-01 E. Javier Olucha , Valentin Preda , Amritam Das , Roland Tóth