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相关论文: Comparing Multi-Index Stochastic Collocation and M…

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This paper presents a comparison of two methods for the forward uncertainty quantification (UQ) of complex industrial problems. Specifically, the performance of Multi-Index Stochastic Collocation (MISC) and adaptive multi-fidelity…

High-fidelity scale-resolving simulations of turbulent flows quickly become prohibitively expensive, especially at high Reynolds numbers. As a remedy, we may use multifidelity models (MFM) to construct predictive models for flow quantities…

流体动力学 · 物理学 2023-06-14 Saleh Rezaeiravesh , Timofey Mukha , Philipp Schlatter

Efficiently performing predictive studies of irradiated particle-laden turbulent flows has the potential of providing significant contributions towards better understanding and optimizing, for example, concentrated solar power systems. As…

Mathematical models in computational physics contain uncertain parameters that impact prediction accuracy. In turbulence modeling, this challenge is especially significant: Reynolds averaged Navier-Stokes (RANS) models, such as the…

统计方法学 · 统计学 2025-10-22 Sanjan C. Muchandimath , Joaquim R. R. A. Martins , Alex A. Gorodetsky

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

Explicit quantification of uncertainty in engineering simulations is being increasingly used to inform robust and reliable design practices. In the aerospace industry, computationally-feasible analyses for design optimization purposes often…

流体动力学 · 物理学 2019-11-13 Jayant Mukhopadhaya , Brian T. Whitehead , John F. Quindlen , Juan J. Alonso

Despite their well-known limitations, Reynolds-Averaged Navier-Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering application. For many practical flows, the turbulence models are by far…

计算物理 · 物理学 2018-09-11 H. Xiao , J. -L. Wu , J. -X. Wang , R. Sun , C. J. Roy

In this paper, we develop a machine learning-based Bayesian approach to inversely quantify and reduce the uncertainties of the two-fluid model-based multiphase computational fluid dynamics (MCFD) for bubbly flow simulations. The proposed…

流体动力学 · 物理学 2020-10-22 Yang Liu , Dewei Wang , Xiaodong Sun , Yang Liu , Nam Dinh , Rui Hu

Forward simulation-based uncertainty quantification that studies the distribution of quantities of interest (QoI) is a crucial component for computationally robust engineering design and prediction. There is a large body of literature…

统计计算 · 统计学 2023-07-07 Ruijian Han , Boris Kramer , Dongjin Lee , Akil Narayan , Yiming Xu

Meshless solution to differential equations using radial basis functions (RBF) is an alternative to grid based methods commonly used. Since the meshless method does not need an underlying connectivity in the form of control volumes or…

数值分析 · 数学 2021-09-15 Shantanu Shahane , Anand Radhakrishnan , Surya Pratap Vanka

The construction of efficient methods for uncertainty quantification in kinetic equations represents a challenge due to the high dimensionality of the models: often the computational costs involved become prohibitive. On the other hand,…

数值分析 · 数学 2021-12-03 Giacomo Dimarco , Liu Liu , Lorenzo Pareschi , Xueyu Zhu

Ice sheet simulations suffer from vast parametric uncertainties, such as the basal sliding boundary condition or geothermal heat flux. Quantifying the resulting uncertainties in predictions is of utmost importance to support judicious…

地球物理 · 物理学 2024-12-10 Nicole Aretz , Max Gunzburger , Mathieu Morlighem , Karen Willcox

We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce the cost of approximating expected values of selected,…

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

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

The work focuses on gathering high-fidelity and low-fidelity numerical simulations data using Nektar++ (Solver based on Applied Mathematics) and XFOIL respectively. The utilization of the higher polynomial distribution in calculating the…

机器学习 · 计算机科学 2025-03-12 Swapnil Kumar

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…

数理金融 · 定量金融 2017-04-24 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

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

Model-form uncertainties in complex mechanics systems are a major obstacle for predictive simulations. Reducing these uncertainties is critical for stake-holders to make risk-informed decisions based on numerical simulations. For example,…

流体动力学 · 物理学 2018-09-11 J. -L. Wu , J. -X. Wang , H. Xiao

A specialized mesh-free radial basis function-based finite difference (RBF-FD) discretization is used to solve the large eigenvalue problems arising in hydrodynamic stability analyses of flows in complex domains. Polyharmonic spline…

流体动力学 · 物理学 2023-08-15 Tianyi Chu , Oliver T. Schmidt
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