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Stochastic simulation models are generative models that mimic complex systems to help with decision-making. The reliability of these models heavily depends on well-calibrated input model parameters. However, in many practical scenarios,…

Methodology · Statistics 2024-11-11 Ziwei Su , Diego Klabjan

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…

The problem of estimating certain distributions over $\{0,1\}^d$ is considered here. The distribution represents a quantum system of $d$ qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is…

Computation · Statistics 2019-03-08 Ryan Bennink , Ajay Jasra , Kody J. H. Law , Pavel Lougovski

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

Uncertainty estimations are presented of the response of a multiscale in-stent restenosis model, as obtained by both non-intrusive and semi-intrusive uncertainty quantification. The in-stent restenosis model is a fully coupled multiscale…

Computation · Statistics 2021-11-11 Dongwei Ye , Anna Nikishova , Lourens Veen , Pavel Zun , Alfons G. Hoekstra

We present a general framework for uncertainty quantification that is a mosaic of interconnected models. We define global first and second order structural and correlative sensitivity analyses for random counting measures acting on risk…

Probability · Mathematics 2021-01-05 Caleb Deen Bastian , Herschel Rabitz

Leveraging neural networks as surrogate models for turbulence simulation is a topic of growing interest. At the same time, embodying the inherent uncertainty of simulations in the predictions of surrogate models remains very challenging.…

Fluid Dynamics · Physics 2024-10-10 Qiang Liu , Nils Thuerey

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

Uncertainty estimation is a crucial aspect of deploying dependable deep learning models in safety-critical systems. In this study, we introduce a novel and efficient method for deterministic uncertainty estimation called Discriminant…

Machine Learning · Computer Science 2024-02-21 Jiaxin Zhang , Kamalika Das , Sricharan Kumar

We introduce linear regression using physics-based basis functions optimized through the geometry of an inner product space. This method addresses the challenge of surrogate modeling with high-dimensional input, as the physics-based basis…

Data Analysis, Statistics and Probability · Physics 2024-11-26 Ziqi Wang

The rotating shallow water model is a simplification of oceanic and atmospheric general circulation models that are used in many applications such as surge prediction, tsunami tracking and ocean modelling. In this paper we introduce a class…

Analysis of PDEs · Mathematics 2023-03-22 Oana Lang , Dan Crisan , Etienne Mémin

Predicting region-wide structural responses under seismic shaking is essential for enhancing the effectiveness of earthquake engineering task forces such as earthquake early warning and regional seismic risk and resilience assessments.…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Chunxiao Ning , Yazhou Xie

This paper presents a nonparametric statistical modeling method for quantifying uncertainty in stochastic gradient systems with isotropic diffusion. The central idea is to apply the diffusion maps algorithm to a training data set to produce…

Dynamical Systems · Mathematics 2015-02-10 Tyrus Berry , John Harlim

Seismic imaging is an ill-posed inverse problem that is challenged by noisy data and modeling inaccuracies -- due to errors in the background squared-slowness model. Uncertainty quantification is essential for determining how variability in…

Geophysics · Physics 2022-03-29 Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

Propagating uncertainties introduced by chemical reaction rate parameters to high-fidelity numerical simulations of complex combustion devices is necessary to ascertain impact on computational predictions. However, the high cost of detailed…

Computational Physics · Physics 2026-03-12 Vansh Sharma , Shuzhi Zhang , Rahul Jain , Venkat Raman

Quantifying uncertainty and updating reliability are essential for ensuring the safety and performance of engineering systems. This study develops a hierarchical Bayesian modeling (HBM) framework to quantify uncertainty and update…

Methodology · Statistics 2024-12-31 Xinyu Jia , Weinan Hou , Costas Papadimitriou

As a physical fact, randomness is an inherent and ineliminable aspect in all physical measurements and engineering production. As a consequence, material parameters, serving as input data, are only known in a stochastic sense and thus, also…

Computational Engineering, Finance, and Science · Computer Science 2023-11-22 Hendrik Geisler , Cem Erdogan , Jan Nagel , Philipp Junker

We present a method for obtaining efficient probabilistic solutions to geostatistical and linear inverse problems in spherical geometry. Our Spherical Direct Sequential Simulation (SDSSIM) framework combines information from possibly noisy…

Geophysics · Physics 2022-04-08 Mikkel Otzen , Christopher C. Finlay , Thomas Mejer Hansen

We overview some recent results in the field of uncertainty quantification for kinetic equations and related problems with random inputs. Uncertainties may be due to various reasons, such as lack of knowledge on the microscopic interaction…

Numerical Analysis · Mathematics 2020-04-13 Lorenzo Pareschi

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen
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