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We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for…

Machine Learning · Statistics 2015-03-05 Kyle S. Hickmann , James M. Hyman , Sara Y. Del Valle

Graphical models have demonstrated their exceptional capabilities across numerous applications. However, their performance, confidence, and trustworthiness are often limited by the inherent randomness in data generation and the lack of…

Machine Learning · Computer Science 2026-04-15 Chao Chen , Chenghua Guo , Rui Xu , Jiujiu Chen , Xiangwen Liao , Xi Zhang , Sihong Xie , Hui Xiong , Philip Yu

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

Numerical Analysis · Mathematics 2020-10-16 Mahadevan Ganesh , Stuart C Hawkins , Alexandre Tartakovsky , Ramakrishna Tipireddy

Neural operators (NOs) provide fast, resolution-invariant surrogates for mapping input fields to PDE solution fields, but their predictions can exhibit significant epistemic uncertainty due to finite data, imperfect optimization, and…

Machine Learning · Computer Science 2026-03-13 Haoze Song , Zhihao Li , Mengyi Deng , Xin Li , Duyi Pan , Zhilu Lai , Wei Wang

The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Oliver Schön , Sofie Haesaert , Sadegh Soudjani

Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…

Machine Learning · Statistics 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

The widespread adoption of machine learning surrogate models has significantly improved the scale and complexity of systems and processes that can be explored accurately and efficiently using atomistic modeling. However, the inherently…

Chemical Physics · Physics 2025-03-13 Federico Grasselli , Sanggyu Chong , Venkat Kapil , Silvia Bonfanti , Kevin Rossi

Thanks to their versatility, ease of deployment and high-performance, surrogate models have become staple tools in the arsenal of uncertainty quantification (UQ). From local interpolants to global spectral decompositions, surrogates are…

Machine Learning · Statistics 2020-02-12 C. Lataniotis , S. Marelli , B. Sudret

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

Systems and Control · Electrical Eng. & Systems 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

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

With the advancement of GPS, remote sensing, and computational simulations, large amounts of geospatial and spatiotemporal data are being collected at an increasing speed. Such emerging spatiotemporal big data assets, together with the…

Machine Learning · Computer Science 2024-06-24 Wenchong He , Zhe Jiang

Uncertainty quantification (UQ) of subsurface two-phase flow usually requires numerous executions of forward simulations under varying conditions. In this work, a novel coupled theory-guided neural network (TgNN) based surrogate model is…

Fluid Dynamics · Physics 2023-09-08 Jian Li , Dongxiao Zhang , Tianhao He , Qiang Zheng

Time-variant reliability analysis is a critical task for ensuring the safety of engineering dynamical systems subjected to stochastic excitations. However, assessing failure probability for realistic systems with Monte-Carlo…

Methodology · Statistics 2026-05-13 Stefano Marelli , Styfen Schär , Bruno Sudret

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…

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…

Machine learning (ML) has been leveraged to tackle a diverse range of tasks in almost all branches of nuclear engineering. Many of the successes in ML applications can be attributed to the recent performance breakthroughs in deep learning,…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Xu Wu , Lesego E. Moloko , Pavel M. Bokov , Gregory K. Delipei , Joshua Kaizer , Kostadin N. Ivanov

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

Manufactured materials usually contain random imperfections due to the fabrication process, e.g., the 3D-printing, casting, etc. These imperfections affect significantly the effective material properties and result in uncertainties in the…

Materials Science · Physics 2022-12-07 Ustim Khristenko , Andrei Constantinescu , Patrick Le Tallec , Barbara Wohlmuth

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini