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Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many…

统计方法学 · 统计学 2024-06-19 Joy N. Mueller , Khachik Sargsyan , Craig J. Daniels , Habib N. Najm

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

机器学习 · 统计学 2025-07-22 Xiaoping Du

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

数据分析、统计与概率 · 物理学 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

统计计算 · 统计学 2025-07-17 S. Marelli , S. Schär , B. Sudret

Deep learning-based surrogate models have demonstrated remarkable advantages over classical solvers in terms of speed, often achieving speedups of 10 to 1000 times over traditional partial differential equation (PDE) solvers. However, a…

机器学习 · 计算机科学 2024-02-14 Tailin Wu , Willie Neiswanger , Hongtao Zheng , Stefano Ermon , Jure Leskovec

The integration of Scientific Machine Learning (SciML) techniques with uncertainty quantification (UQ) represents a rapidly evolving frontier in computational science. This work advances Physics-Informed Neural Networks (PINNs) by…

机器学习 · 统计学 2025-12-30 Georgios Arampatzis , Stylianos Katsarakis , Charalambos Makridakis

Surrogate modeling of costly mathematical models representing physical systems is challenging since it is typically not possible to create a large experimental design. Thus, it is beneficial to constrain the approximation to adhere to the…

机器学习 · 计算机科学 2023-09-06 Lukáš Novák , Himanshu Sharma , Michael D. Shields

Physics-informed polynomial chaos expansions (PC$^2$) provide an efficient physically constrained surrogate modeling framework by embedding governing equations and other physical constraints into the standard data-driven polynomial chaos…

机器学习 · 统计学 2025-12-12 Qitian Lu , Himanshu Sharma , Michael D. Shields , Lukáš Novák

Uncertainty quantification (UQ) in scientific machine learning (SciML) becomes increasingly critical as neural networks (NNs) are being widely adopted in addressing complex problems across various scientific disciplines. Representative…

机器学习 · 计算机科学 2023-11-21 Zongren Zou , Xuhui Meng , George Em Karniadakis

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

One of the open problems in the field of forward uncertainty quantification (UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to…

数值分析 · 数学 2020-08-25 Ling Guo , Akil Narayan , Yongle Liu , Tao Zhou

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…

统计计算 · 统计学 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

数值分析 · 数学 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

Uncertainty quantification (UQ) in machine learning is currently drawing increasing research interest, driven by the rapid deployment of deep neural networks across different fields, such as computer vision, natural language processing, and…

机器学习 · 计算机科学 2022-08-26 Zongren Zou , Xuhui Meng , Apostolos F Psaros , George Em Karniadakis

In this work, we combine the idea of data-driven polynomial chaos expansions with the weighted least-square approach to solve uncertainty quantification (UQ) problems. The idea of data-driven polynomial chaos is to use statistical moments…

数值分析 · 数学 2019-02-20 Ling Guo , Yongle Liu , Tao Zhou

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

We consider a multiphysics system with multiple component models coupled together through network coupling interfaces, i.e., a handful of scalars. If each component model contains uncertainties represented by a set of parameters, a…

数值分析 · 数学 2014-07-28 Paul G. Constantine , Eric T. Phipps , Timothy M. Wildey

A surrogate model approximates a computationally expensive solver. Polynomial Chaos is a method to construct surrogate models by summing combinations of carefully chosen polynomials. The polynomials are chosen to respect the probability…

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

Polynomial chaos and Gaussian process emulation are methods for surrogate-based uncertainty quantification, and have been developed independently in their respective communities over the last 25 years. Despite tackling similar problems in…

统计理论 · 数学 2017-01-16 N. E. Owen , P. Challenor , P. P. Menon , S. Bennani
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