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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

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger

We introduce a framework for quantifying propagation of uncertainty arising in a dynamic setting. Specifically, we define dynamic uncertainty sets designed explicitly for discrete stochastic processes over a finite time horizon. These…

Risk Management · Quantitative Finance 2024-02-05 Marlon Moresco , Mélina Mailhot , Silvana M. Pesenti

Molecular dynamics simulation is now a widespread approach for understanding complex systems on the atomistic scale. It finds applications from physics and chemistry to engineering, life and medical science. In the last decade, the approach…

Computational Physics · Physics 2021-04-28 Shunzhou Wan , Robert C. Sinclair , Peter V. Coveney

In the last few decades, uncertainty quantification (UQ) methods have been used widely to ensure the robustness of engineering designs. This chapter aims to detail recent advances in popular uncertainty quantification methods used in…

Computation · Statistics 2022-11-08 Dinesh Kumar , Farid Ahmed , Shoaib Usman , Ayodeji Alajo , Syed Alam

When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is both simulation and input uncertainty in the performance…

Methodology · Statistics 2020-11-10 Wei Xie , Barry L. Nelson , Russell R. Barton

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley

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…

Uncertainty quantification (UQ) has increasing importance in building robust high-performance and generalizable materials property prediction models. It can also be used in active learning to train better models by focusing on getting new…

Materials Science · Physics 2022-11-14 Daniel Varivoda , Rongzhi Dong , Sadman Sadeed Omee , Jianjun Hu

Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

Methodology · Statistics 2021-09-17 Marc Rocas , Alberto García-González , Sergio Zlotnik , Xabier Larráyoz , Pedro Díez

Measurement outcomes of a quantum state can be genuinely random (unpredictable) according to the basic laws of quantum mechanics. The Heisenberg-Robertson uncertainty relation puts constrains on the accuracy of two noncommuting observables.…

Quantum Physics · Physics 2017-09-13 Xiao Yuan , Ge Bai , Tianyi Peng , Xiongfeng Ma

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

Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…

Machine Learning · Statistics 2024-01-25 Pascal Pernot

In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due…

In the study of gas dynamics, theoretical modeling and numerical simulation are mostly set up with deterministic settings. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between flow-field…

Computational Physics · Physics 2020-08-07 Tianbai Xiao

The temperature developed in bondwires of integrated circuits (ICs) is a possible source of malfunction, and has to be taken into account during the design phase of an IC. Due to manufacturing tolerances, a bondwire's geometrical…

Computational Engineering, Finance, and Science · Computer Science 2019-06-26 D. Loukrezis , U. Römer , T. Casper , S. Schöps , H. De Gersem

This paper deals with nonlinear mechanics of an elevator brake system subjected to uncertainties. A deterministic model that relates the braking force with uncertain parameters is deduced from mechanical equilibrium conditions. In order to…

Computational Engineering, Finance, and Science · Computer Science 2024-09-30 Piotr Wolszczak , Pawel Lonkwic , Americo Cunha , Grzegorz Litak , Szymon Molski

This paper proposes a new uncertainty measure, appropriate for quantifying the performance of transport models in assessing the origin or source of a given observation. It is found that in a neighbourhood of the observation the proposed…

Atmospheric and Oceanic Physics · Physics 2024-01-29 Guillermo Garcia-Sanchez , Ana Maria Mancho , Makrina Agaoglou , Stephen Wiggins

This article explores various uncertain control co-design (UCCD) problem formulations. While previous work offers formulations that are method-dependent and limited to only a handful of uncertainties (often from one discipline), effective…

Systems and Control · Electrical Eng. & Systems 2023-07-21 Saeed Azad , Daniel R. Herber