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We analyze an optimization problem of the conductivity in a composite material arising in a heat conduction energy storage problem. The model is described by the heat equation that specifies the heat exchange between two types of materials…

最优化与控制 · 数学 2024-04-01 M. Azaiez , A. Doubova , S. Ervedoza , F. Jelassi , M. Mint Brahim

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

统计方法学 · 统计学 2018-09-26 Xiaowu Dai , Peter Chien

This study proposes a novel approach to quantifying uncertainties of constitutive relations inferred from noisy experimental data using inverse modelling. We focus on electrochemical systems in which charged species (e.g., Lithium ions) are…

化学物理 · 物理学 2020-03-12 Athinthra Sethurajan , Sergey Krachkovskiy , Gillian Goward , Bartosz Protas

In inverse problems, uncertainty quantification (UQ) deals with a probabilistic description of the solution nonuniqueness and data noise sensitivity. Setting seismic imaging into a Bayesian framework allows for a principled way of studying…

地球物理 · 物理学 2020-04-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

计算物理 · 物理学 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

This paper investigates the problem of efficient constrained global optimization of hybrid models that are a composition of a known white-box function and an expensive multi-output black-box function subject to noisy observations, which…

机器学习 · 统计学 2023-07-31 Congwen Lu , Joel A. Paulson

Industrial dynamical systems often exhibit multi-scale response due to material heterogeneities, operation conditions and complex environmental loadings. In such problems, it is the case that the smallest length-scale of the systems…

计算物理 · 物理学 2020-08-18 Waad Subber , Sayan Ghosh , Piyush Pandita , Yiming Zhang , Liping Wang

This paper studies Bayesian ranking and selection (R&S) problems with correlated prior beliefs and continuous domains, i.e. Bayesian optimization (BO). Knowledge gradient methods [Frazier et al., 2008, 2009] have been widely studied for…

机器学习 · 统计学 2017-07-28 Jian Wu , Peter I. Frazier

Modeling yield stress fluids in complex flow scenarios presents significant challenges, particularly because conventional rheological characterization methods often yield material parameters that are not fully representative of the…

This paper presents a new Bayesian framework for quantifying discretization errors in numerical solutions of ordinary differential equations. By modelling the errors as random variables, we impose a monotonicity constraint on the variances,…

数值分析 · 数学 2024-11-14 Yuto Miyatake , Kaoru Irie , Takeru Matsuda

The thermal transport community is increasingly interested in rigorous uncertainty quantification (UQ) of their measurements. In this work, we argue that Bayesian parameter estimation (BPE) represents a powerful framework for both…

In this paper we address the problem of discretization in the context of learning Bayesian networks (BNs) from data containing both continuous and discrete variables. We describe a new technique for <EM>multivariate</EM> discretization,…

人工智能 · 计算机科学 2013-02-01 Stefano Monti , Gregory F. Cooper

We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

数值分析 · 数学 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

Heating generated by high-intensity focused ultrasound waves is central to many emerging medical applications, including non-invasive cancer therapy and targeted drug delivery. In this study, we aim to gain a fundamental understanding of…

数值分析 · 数学 2025-10-03 Julio Careaga , Benjamin Dörich , Vanja Nikolić

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual…

统计计算 · 统计学 2016-02-17 Phaedon-Stelios Koutsourelakis

We consider the ill-posed inverse problem of identifying a nonlinearity in a time-dependent PDE model. The nonlinearity is approximated by a neural network, and needs to be determined alongside other unknown physical parameters and the…

数值分析 · 数学 2022-11-23 Barbara Kaltenbacher , Tram Thi Ngoc Nguyen

Many macroscopic non-Fourier heat conduction models have been developed in the past decades based on Chapman-Enskog, Hermite or other small perturbation expansion methods. These macroscopic models have made great success on capturing…

计算物理 · 物理学 2024-08-05 Leheng Chen , Chuang Zhang , Jin Zhao

High-quality calibrated uncertainty estimates are crucial for numerous real-world applications, especially for deep learning-based deployed ML systems. While Bayesian deep learning techniques allow uncertainty estimation, training them with…

计算机视觉与模式识别 · 计算机科学 2022-07-15 Uddeshya Upadhyay , Shyamgopal Karthik , Yanbei Chen , Massimiliano Mancini , Zeynep Akata

Recently, gradient-based discrete sampling has emerged as a highly efficient, general-purpose solver for various combinatorial optimization (CO) problems, achieving performance comparable to or surpassing the popular data-driven approaches.…

机器学习 · 统计学 2025-03-07 Muheng Li , Ruqi Zhang

We present a novel Bayesian framework for quantifying uncertainty in portfolio temperature alignment models, leveraging the X-Degree Compatibility (XDC) approach with the scientifically validated Finite Amplitude Impulse Response (FaIR)…

投资组合管理 · 定量金融 2024-12-20 Hendrik Weichel , Aleksandr Zinovev , Heikki Haario , Martin Simon