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We propose, analyze, and test a penalty projection-based efficient and accurate algorithm for the Uncertainty Quantification (UQ) of the time-dependent Magnetohydrodynamic (MHD) flow problems in convection-dominated regimes. The algorithm…

Hybrid methods for simulating rarefied gas flows reduce computational cost by coupling a particle-based model, typically the direct simulation Monte Carlo (DSMC) method, to a continuum-based solver, i.e. a computational fluid dynamics (CFD)…

流体动力学 · 物理学 2026-04-28 Arshad Kamal , Arun K. Chinnappan , James R. Kermode , Duncan A. Lockerby

In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…

数值分析 · 数学 2025-06-19 Alina Chertock , Arsen S. Iskhakov , Safa Janajra , Alexander Kurganov

In this paper, we present an adaptive algorithm to construct response surface approximations of high-fidelity models using a hierarchy of lower fidelity models. Our algorithm is based on multi-index stochastic collocation and automatically…

数值分析 · 数学 2021-05-04 John D. Jakeman , Michael Eldred , Gianluca Geraci , Alex Gorodetsky

Body-centered cubic (bcc) refractory multicomponent alloys are of great interest due to their remarkable strength at high temperatures. Meanwhile, further optimizing the chemical compositions of these alloys to achieve a combination of high…

材料科学 · 物理学 2020-08-11 Yong-Jie Hu , Aditya Sundar , Shigenobu Ogata , Liang Qi

Turbulent flows play an important role in many scientific and technological design problems. Both Sub-Grid Scale (SGS) models in Large Eddy Simulations (LES) and Reynolds Averaged Navier Stokes (RANS) based modeling will require turbulence…

流体动力学 · 物理学 2024-07-16 Minghan Chu

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…

机器学习 · 计算机科学 2026-03-13 Haoze Song , Zhihao Li , Mengyi Deng , Xin Li , Duyi Pan , Zhilu Lai , Wei Wang

In millimeter wave (mmWave) systems, it is challenging to ensure the reliable connectivity of communications due to its sensitivity to the presence of blockages. In order to improve the robustness of the mmWave system under the presence of…

信息论 · 计算机科学 2021-09-01 Gui Zhou , Cunhua Pan , Hong Ren , Kezhi Wang , Marco Di Renzo

We explore the use of uncertainty estimation in the maritime domain, showing the efficacy on toy datasets (CIFAR10) and proving it on an in-house dataset, SHIPS. We present a method joining the intra-class uncertainty achieved using Monte…

机器学习 · 计算机科学 2023-07-06 Jonathan Becktor , Frederik Scholler , Evangelos Boukas , Lazaros Nalpantidis

Uncertainty Quantification (UQ) is a booming discipline for complex computational models based on the analysis of robustness, reliability and credibility. UQ analysis for nonlinear crash models with high dimensional outputs presents…

计算工程、金融与科学 · 计算机科学 2021-03-31 Marc Rocas , Alberto García-González , Xabier Larrayoz , Pedro Díez

We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing…

计算金融 · 定量金融 2018-08-20 Slobodan Milovanović , Victor Shcherbakov

It is well known that the Boussinesq turbulent viscosity hypothesis can yield inaccurate predictions when complex f low features are involved, e.g. laminar-turbulent transition. The focus of the study is to explore the capability of a…

流体动力学 · 物理学 2022-08-01 Minghan Chu , Xiaohua Wu , David E. Rival

A multi-fidelity (MF) active learning method is presented for design optimization problems characterized by noisy evaluations of the performance metrics. Namely, a generalized MF surrogate model is used for design-space exploration,…

Image-based computational fluid dynamics (CFD) modeling enables derivation of hemodynamic information, which has become a paradigm in cardiovascular research and healthcare. Nonetheless, the predictive accuracy largely depends on precisely…

流体动力学 · 物理学 2021-07-20 Han Gao , Xueyu Zhu , Jian-Xun Wang

This paper proposes a safety-critical control design approach for nonlinear control affine systems in the presence of matched and unmatched uncertainties. Our constructive framework couples control barrier function (CBF) theory with a new…

系统与控制 · 电气工程与系统科学 2025-02-03 Ersin Das , Joel W. Burdick

Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures…

A multilevel Monte Carlo (MLMC) method for quantifying model-form uncertainties associated with the Reynolds-Averaged Navier-Stokes (RANS) simulations is presented. Two, high-dimensional, stochastic extensions of the RANS equations are…

计算物理 · 物理学 2018-11-05 Prashant Kumar , Martin Schmelzer , Richard P. Dwight

Uncertainty Quantification (UQ) is a key discipline for computational modeling of complex systems, enhancing reliability of engineering simulations. In crashworthiness, having an accurate assessment of the behavior of the model uncertainty…

统计方法学 · 统计学 2021-09-17 Marc Rocas , Alberto García-González , Sergio Zlotnik , Xabier Larráyoz , Pedro Díez

Uncertainty Quantification (UQ) is receiving more and more attention for engineering applications in particular from robust optimization. Indeed, running a computer experiment only provides a limited knowledge in terms of uncertainty and…

流体动力学 · 物理学 2018-03-19 Pamphile Tupui Roy , Luis Miguel Segui , Jean-Christophe Jouhaud , Laurent Gicquel

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

机器学习 · 统计学 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena