Related papers: Uncertainty Quantification in Forward Problems: Ba…
The role of uncertainty quantification (UQ) in deep learning has become crucial with growing use of predictive models in high-risk applications. Though a large class of methods exists for measuring deep uncertainties, in practice, the…
In this paper, we develop two finite difference weighted essentially non-oscillatory (WENO) schemes with unequal-sized sub-stencils for solving the Degasperis-Procesi (DP) and $\mu$-Degasperis-Procesi ($\mu$DP) equations, which contain…
Growing uncertainty from renewable energy integration and distributed energy resources motivate the need for advanced tools to quantify the effect of uncertainty and assess the risks it poses to secure system operation. Polynomial chaos…
Inverse Uncertainty Quantification (UQ), or Bayesian calibration, is the process to quantify the uncertainties of random input parameters based on experimental data. The introduction of model discrepancy term is significant because…
Robust uncertainty quantification (UQ) remains a critical barrier to the safe deployment of deep learning in real-time virtual sensing, particularly in high-stakes domains where sparse, noisy, or non-collocated sensor data are the norm. We…
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…
In many fields of science, comprehensive and realistic computational models are available nowadays. Often, the respective numerical calculations call for the use of powerful supercomputers, and therefore only a limited number of cases can…
We present an improved high-order weighted compact high resolution (WCHR) scheme that extends the idea of weighted compact nonlinear schemes (WCNS's) using nonlinear interpolations in conjunction with compact finite difference schemes for…
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…
The aim of this study is to develop a novel WENO scheme that improves the performance of the well-known fifth-order WENO methods. The approximation space consists of exponential polynomials with a tension parameter that may be optimized to…
Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…
Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…
Accurately quantifying uncertainty in large language models (LLMs) is crucial for their reliable deployment, especially in high-stakes applications. Current state-of-the-art methods for measuring semantic uncertainty in LLMs rely on strict…
Quadratic Unconstrained Binary Optimization (QUBO) is a standard NP-hard optimization problem. Recently, it has gained renewed interest through quantum computing, as QUBOs directly reduce to the Ising model, on which quantum annealing…
The attempt to solve inverse scattering problems often leads to optimization and sampling problems that require handling moderate to large amounts of partial differential equations acting as constraints. We focus here on determining…
Deep learning-based numerical schemes for solving high-dimensional backward stochastic differential equations (BSDEs) have recently raised plenty of scientific interest. While they enable numerical methods to approximate very…
We develop new adaptive alternative weighted essentially non-oscillatory (A-WENO) schemes for hyperbolic systems of conservation laws. The new schemes employ the recently proposed local characteristic decomposition based central-upwind…
We introduce a novel approach for calibrating uncertainty quantification (UQ) tailored for multi-modal large language models (LLMs). Existing state-of-the-art UQ methods rely on consistency among multiple responses generated by the LLM on…
The weighted essentially non-oscillatory (WENO) methods are popular and effective spatial discretization methods for nonlinear hyperbolic partial differential equations. Although these methods are formally first-order accurate when a shock…
Stability and convergence of a time-weighted discrete scheme with nonuniform time steps are established for linear reaction-subdiffusion equations. The Caupto derivative is approximated at an offset point by using linear and quadratic…