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The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…

Methodology · Statistics 2021-01-25 Mark Girolami , Eky Febrianto , Ge Yin , Fehmi Cirak

Statistical learning additions to physically derived mathematical models are gaining traction in the literature. A recent approach has been to augment the underlying physics of the governing equations with data driven Bayesian statistical…

Methodology · Statistics 2022-05-25 Connor Duffin , Edward Cripps , Thomas Stemler , Mark Girolami

The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…

Statistics Theory · Mathematics 2025-06-17 Toni Karvonen , Fehmi Cirak , Mark Girolami

The statistical finite element method (StatFEM) is an emerging probabilistic method that allows observations of a physical system to be synthesised with the numerical solution of a PDE intended to describe it in a coherent statistical…

Numerical Analysis · Mathematics 2022-02-21 Yanni Papandreou , Jon Cockayne , Mark Girolami , Andrew B. Duncan

The abundance of observed data in recent years has increased the number of statistical augmentations to complex models across science and engineering. By augmentation we mean coherent statistical methods that incorporate measurements upon…

Data Analysis, Statistics and Probability · Physics 2023-07-12 Connor Duffin , Paul Branson , Matt Rayson , Mark Girolami , Edward Cripps , Thomas Stemler

A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…

Computational Engineering, Finance, and Science · Computer Science 2023-08-09 Vahab B. Narouie , Henning Wessels , Ulrich Römer

The efficient representation of random fields on geometrically complex domains is crucial for Bayesian modelling in engineering and machine learning. Today's prevalent random field representations are either intended for unbounded domains…

Numerical Analysis · Mathematics 2023-09-06 Kim Jie Koh , Fehmi Cirak

The Statistical Finite Element Method (statFEM) offers a Bayesian framework for integrating computational models with observational data, thus providing improved predictions for structural health monitoring and digital twinning. This paper…

Computational Engineering, Finance, and Science · Computer Science 2025-03-26 Vahab Narouie , Henning Wessels , Fehmi Cirak , Ulrich Römer

The recent statistical finite element method (statFEM) provides a coherent statistical framework to synthesise finite element models with observed data. Through embedding uncertainty inside of the governing equations, finite element…

Computation · Statistics 2021-12-30 Ömer Deniz Akyildiz , Connor Duffin , Sotirios Sabanis , Mark Girolami

In this paper, we propose a Bayesian approach for multiscale problems with the availability of dynamic observational data. Our method selects important degrees of freedom probabilistically in a Generalized multiscale finite element method…

Numerical Analysis · Mathematics 2018-06-18 Siu Wun Cheung , Nilabja Guha

We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we derive a continuous-time model for the dynamics of the data…

Machine Learning · Computer Science 2022-03-18 Marten Lienen , Stephan Günnemann

Predictive modeling involving simulation and sensor data at the same time, is a growing challenge in computational science. Even with large-scale finite element models, a mismatch to the sensor data often remains, which can be attributed to…

Computational Engineering, Finance, and Science · Computer Science 2025-12-01 Lucas Hermann , Matthias Bollhöfer , Ulrich Römer

When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…

Numerical Analysis · Mathematics 2026-01-26 Anne Poot , Iuri Rocha , Pierre Kerfriden , Frans van der Meer

In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Kairui Hao , Ilias Bilionis

We design a primal-dual stabilized finite element method for the numerical approximation of a data assimilation problem subject to the acoustic wave equation. For the forward problem, piecewise affine, continuous, finite element functions…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Lauri Oksanen

Quantitative characterization of tissue properties, known as elasticity imaging, can be cast as solving an ill-posed inverse problem. The finite element methods (FEMs) in magnetic resonance elastography (MRE) imaging are based on solving a…

Image and Video Processing · Electrical Eng. & Systems 2021-03-29 Narges Mohammadi , Marvin M. Doyley , Mujdat Cetin

This paper presents a new stochastic finite element method for computing structural stochastic responses. The method provides a new expansion of stochastic response and decouples the stochastic response into a combination of a series of…

Numerical Analysis · Mathematics 2021-04-28 Zhibao Zheng

We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…

Computation · Statistics 2021-03-24 Sara Pérez-Vieites , Joaquín Míguez
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