English
Related papers

Related papers: Identification of random material properties as st…

200 papers

Determining process-structure-property linkages is one of the key objectives in material science, and uncertainty quantification plays a critical role in understanding both process-structure and structure-property linkages. In this work, we…

Computational Engineering, Finance, and Science · Computer Science 2023-01-27 Anh Tran , Tim Wildey

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…

Numerical Analysis · Computer Science 2013-03-19 Bojana V. Rosić , Anna Kučerová , Jan Sýkora , Oliver Pajonk , Alexander Litvinenko , Hermann G. Matthies

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

Machine Learning · Statistics 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

The present paper proposes a novel Bayesian, computational strategy in the context of model-based inverse problems in elastostatics. On one hand we attempt to provide probabilistic estimates of the material properties and their spatial…

Computation · Statistics 2015-12-21 P. S. Koutsourelakis

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

For many materials, macroscopic mechanical behavior is determined by an intricate microstructure. Understanding the relation between these two scales helps scientists and engineers design better materials. The relation which maps…

Computational Physics · Physics 2026-05-13 Arnaud Vadeboncoeur , Mark Girolami , Kaushik Bhattacharya , Andrew M. Stuart

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

Over the last decade, a series of applied mathematics papers have explored a type of inverse problem--called by a variety of names including "inverse sensitivity", "pushforward based inference", "consistent Bayesian inference", or…

Methodology · Statistics 2022-11-30 Peter W. Marcy , Rebecca E. Morrison

Geostatistical seismic inversion is commonly used to infer the spatial distribution of the subsurface petro-elastic properties by perturbing the model parameter space through iterative stochastic sequential simulations/co-simulations. The…

Applications · Statistics 2018-10-19 Leonardo Azevedo , Vasily Demyanov

Procedural material models have been gaining traction in many applications thanks to their flexibility, compactness, and easy editability. We explore the inverse rendering problem of procedural material parameter estimation from…

Graphics · Computer Science 2025-04-22 Yu Guo , Milos Hasan , Lingqi Yan , Shuang Zhao

Within the calibration of material models, often the numerical results of a simulation model $y$ are compared with the experimental measurements $y^*$. Usually, the differences between measurements and simulation are minimized using least…

Materials Science · Physics 2024-08-14 Thomas Most

Fracture processes in heterogeneous materials comprise a large number of disordered spatial degrees of freedom, representing the dynamical state of a sample over the entire domain of interest. This complexity is usually modeled directly,…

Statistical Mechanics · Physics 2014-08-25 Yon Visell , Guillaume Millet

We model stochastic choice as environment-dependent switching among a small library of deterministic decision rules. A Random Rule Model generates menu-level choice probabilities via named, interpretable rules weighted by observable menu…

General Economics · Economics 2026-04-15 Avner Seror

As a physical fact, randomness is an inherent and ineliminable aspect in all physical measurements and engineering production. As a consequence, material parameters, serving as input data, are only known in a stochastic sense and thus, also…

Computational Engineering, Finance, and Science · Computer Science 2023-11-22 Hendrik Geisler , Cem Erdogan , Jan Nagel , Philipp Junker

In this paper, we introduce a deterministic formulation for the geometric programming problem, wherein the coefficients are represented as independent linear-normal uncertain random variables. To address the challenges posed by this…

Optimization and Control · Mathematics 2026-05-08 Tapas Mondal , Akshay Kumar Ojha , Sabyasachi Pani

We discuss Bayesian inference (BI) for the probabilistic identification of material parameters. This contribution aims to shed light on the use of BI for the identification of elastoplastic material parameters. For this purpose a single…

Computational Engineering, Finance, and Science · Computer Science 2017-01-17 Hussein Rappel , Lars A. A. Beex , Jack S. Hale , Stephane P. A. Bordas

In this paper we focus on the parameter estimation of dynamic load models with stochastic terms, in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty…

Optimization and Control · Mathematics 2020-04-30 Daniel Adrian Maldonado , Vishwas Rao , Mihai Anitescu , Vivak Patel

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan
‹ Prev 1 2 3 10 Next ›