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Hierarchical uncertainty quantification can reduce the computational cost of stochastic circuit simulation by employing spectral methods at different levels. This paper presents an efficient framework to simulate hierarchically some…

Computational Engineering, Finance, and Science · Computer Science 2016-11-17 Zheng Zhang , Xiu Yang , Ivan V. Oseledets , George Em Karniadakis , Luca Daniel

Image-based simulation, the use of 3D images to calculate physical quantities, fundamentally relies on image segmentation to create the computational geometry. However, this process introduces image segmentation uncertainty because there is…

Computational Engineering, Finance, and Science · Computer Science 2021-09-20 Michael C. Krygier , Tyler LaBonte , Carianne Martinez , Chance Norris , Krish Sharma , Lincoln N. Collins , Partha P. Mukherjee , Scott A. Roberts

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

Continuous time stochastic processes are useful models especially for financial and insurance purposes. The numerical simulation of such models is dependant of the time discrete discretization, of the parametric estimation and of the choice…

Computational Finance · Quantitative Finance 2010-01-13 Frédéric Planchet , Pierre-Emanuel Thérond

Stochastic models are widely used to verify whether systems satisfy their reliability, performance and other nonfunctional requirements. However, the validity of the verification depends on how accurately the parameters of these models can…

Software Engineering · Computer Science 2022-02-22 Naif Alasmari , Radu Calinescu , Colin Paterson , Raffaela Mirandola

Large-scale discrete fracture network (DFN) simulators are standard fare for studies involving the sub-surface transport of particles since direct observation of real world underground fracture networks is generally infeasible. While these…

We investigate the numerical implementation of functionally graded properties in the context of the finite element method. The macroscopic variation of elastic properties inherent to functionally graded materials (FGMs) is introduced at the…

Computational Physics · Physics 2019-01-18 Emilio Martínez-Pañeda

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…

Probability · Mathematics 2018-04-12 Soumyadip Ghosh , Henry Lam

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

Variational quantum algorithms exploit the features of superposition and entanglement to optimize a cost function efficiently by manipulating the quantum states. They are suitable for noisy intermediate-scale quantum (NISQ) computers that…

Quantum Physics · Physics 2023-08-29 Yunya Liu , Jiakun Liu , Jordan R. Raney , Pai Wang

This paper presents results and convergence study of the Global--Local Iterative Coupling through the implementation in the commercial software Abaqus making use of the co-simulation engine. A hierarchical modeling and simulation approach…

Numerical Analysis · Mathematics 2024-04-25 Omar Bettinotti , Stéphane Guinard , Eric Véron , Pierre Gosselet

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

Computation · Statistics 2025-07-17 S. Marelli , S. Schär , B. Sudret

This paper presents a new methodology for structural reliability analysis via stochastic finite element method (SFEM). A novel sample-based SFEM is firstly used to compute structural stochastic responses of all spatial points at the same…

Computational Physics · Physics 2020-08-19 Zhibao Zheng

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

The statistics obtained from turbulent flow simulations are generally uncertain due to finite time averaging. The techniques available in the literature to accurately estimate these uncertainties typically only work in an offline mode, that…

Recent advancements in computations have enabled the application of various modeling approaches to predict fracture and failure, such as the gradient-damage (phasefield) method. Several existing studies have leveraged the heat equation…

Soft Condensed Matter · Physics 2026-01-14 Keven Alkhoury , Shawn A. Chester , Vikas Srivastava

A new approach to defining the effective fracture toughness for heterogeneous materials is proposed. This temporal averaging approach is process-dependent, incorporating the crack velocity and material toughness. The effectiveness of the…

Geophysics · Physics 2022-07-14 Gaspare Da Fies , Daniel Peck , Martin Dutko , Gennady Mishuris

This paper introduces a stochastic simulator for seismic uncertainty quantification, which is crucial for performance-based earthquake engineering. The proposed simulator extends the recently developed dimensionality reduction-based…

Geophysics · Physics 2024-09-27 Jungho Kim , Ziqi Wang

How much information do we need about a process' past to faithfully simulate its future? The statistical complexity is a prominent quantifier of structure for stochastic processes. Quantum machines, however, can simulate classical…

Quantifying errors and losses due to the use of Floating-Point (FP) calculations in industrial scientific computing codes is an important part of the Verification, Validation and Uncertainty Quantification (VVUQ) process. Stochastic…