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In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

Credible microscopic traffic simulation requires car-following models that capture both the average response and the substantial variability observed across drivers and situations. However, most data-driven calibrations remain…

Applications · Statistics 2026-02-06 Menglin Kong , Chengyuan Zhang , Lijun Sun

Data-driven methods for improving turbulence modeling in Reynolds-Averaged Navier-Stokes (RANS) simulations have gained significant interest in the computational fluid dynamics community. Modern machine learning algorithms have opened up a…

Fluid Dynamics · Physics 2019-02-05 Nicholas Geneva , Nicholas Zabaras

The rise in computational capability has increased reliance on simulations to inform aircraft design. However aircraft airworthiness testing for flight certification remains rooted in real-world experiments performed after manufacturing an…

Applications · Statistics 2022-03-28 Jayant Mukhopadhaya

Markov chain Monte Carlo (MCMC) sampling of posterior distributions arising in Bayesian inverse problems is challenging when evaluations of the forward model are computationally expensive. Replacing the forward model with a low-cost,…

Numerical Analysis · Mathematics 2018-08-29 Benjamin Peherstorfer , Youssef Marzouk

Physics-informed neural networks (PINNs) have emerged as a promising framework for solving inverse problems governed by partial differential equations (PDEs), including the reconstruction of turbulent flow fields from sparse data. However,…

Machine Learning · Computer Science 2026-04-21 Khemraj Shukla , Zongren Zou , Theo Kaeufer , Michael Triantafyllou , George Em Karniadakis

Machine-learning (ML) techniques provide a new and encouraging perspective for constructing turbulence models for Reynolds-averaged Navier--Stokes (RANS) simulations. In this study, an iterative ML-RANS computational framework is proposed…

Fluid Dynamics · Physics 2021-07-27 Weishuo Liu , Jian Fang , Stefano Rolfo , Charles Moulinec , David R Emerson

As modern neural networks get more complex, specifying a model with high predictive performance and sound uncertainty quantification becomes a more challenging task. Despite some promising theoretical results on the true posterior…

Machine Learning · Computer Science 2025-06-18 Alisa Sheinkman , Sara Wade

The dynamic, real-time, and accurate inference of model parameters from empirical data is of great importance in many scientific and engineering disciplines that use computational models (such as a digital twin) for the analysis and…

Signal Processing · Electrical Eng. & Systems 2020-06-11 Yuan Tian , Manuel Arias Chao , Chetan Kulkarni , Kai Goebel , Olga Fink

We solve a Bayesian inverse Reynolds-averaged Navier-Stokes (RANS) problem that assimilates mean flow data by jointly reconstructing the mean flow field and learning its unknown RANS parameters. We devise an algorithm that learns the most…

Fluid Dynamics · Physics 2024-12-17 A. Kontogiannis , P. Nair , M. Loecher , D. B. Ennis , A. Marsden , M. P. Juniper

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Machine Learning · Statistics 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

Parameters in climate models are usually calibrated manually, exploiting only small subsets of the available data. This precludes both optimal calibration and quantification of uncertainties. Traditional Bayesian calibration methods that…

Statistics Theory · Mathematics 2021-10-04 Oliver R. A. Dunbar , Alfredo Garbuno-Inigo , Tapio Schneider , Andrew M. Stuart

Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…

Computational Engineering, Finance, and Science · Computer Science 2021-07-16 Qiao-Le He , Liming Zhao

We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models using an ensemble of models with lower cost. These lower cost…

Computation · Statistics 2021-05-04 Alex A. Gorodetsky , Gianluca Geraci , Mike Eldred , John D. Jakeman

A modeling paradigm is developed to augment predictive models of turbulence by effectively utilizing limited data generated from physical experiments. The key components of our approach involve inverse modeling to infer the spatial…

Computational Engineering, Finance, and Science · Computer Science 2016-11-08 Anand Pratap Singh , Shivaji Medida , Karthik Duraisamy

Accurate aerodynamic prediction often relies on high-fidelity simulations; however, their prohibitive computational costs severely limit their applicability in data-driven modeling. This limitation motivates the development of…

Machine Learning · Computer Science 2025-12-16 Javier Nieto-Centenero , Esther Andrés , Rodrigo Castellanos

A probabilistic machine learning model is introduced to augment the $k-\omega\ SST$ turbulence model in order to improve the modelling of separated flows and the generalisability of learnt corrections. Increasingly, machine learning methods…

Computational Engineering, Finance, and Science · Computer Science 2023-01-24 Joel Ho , Nick Pepper , Tim Dodwell