Accurate uncertainty quantification using inaccurate computational models
From MaRDI portal
Abstract: This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling with Bayesian formulations. The key departure from existing works is the use of inexpensive, approximate computational models in a rigorous manner. Such models can readily be derived by coarsening the discretization size in the solution of the governing PDEs, increasing the time step when integration of ODEs is performed, using fewer iterations if a non-linear solver is employed or making use of lower order models. It is shown that even in cases where the inexact models provide very poor approximations of the exact response, statistics of the latter can be quantified accurately with significant reductions in the computational effort. Multiple approximate models can be used and rigorous confidence bounds of the estimates produced are provided at all stages.
Recommendations
- A generalized probabilistic learning approach for multi-fidelity uncertainty quantification in complex physical simulations
- A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification
- A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget
- \(\Pi\)4U: a high performance computing framework for Bayesian uncertainty quantification of complex models
- A new perspective on the solution of uncertainty quantification and reliability analysis of large-scale problems
Cited in
(31)- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
- A generalized probabilistic learning approach for multi-fidelity uncertainty quantification in complex physical simulations
- Space-time multilevel Monte Carlo methods and their application to cardiac electrophysiology
- A probabilistic generative model for semi-supervised training of coarse-grained surrogates and enforcing physical constraints through virtual observables
- On the optimization of approximate control variates with parametrically defined estimators
- High-dimensional and higher-order multifidelity Monte Carlo estimators
- Bi-fidelity stochastic gradient descent for structural optimization under uncertainty
- A physics-aware, probabilistic machine learning framework for coarse-graining high-dimensional systems in the small data regime
- A flexible numerical approach for quantification of epistemic uncertainty
- Multifidelity approaches for optimization under uncertainty
- Multilevel estimation of rare events
- Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation
- Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations
- Survey of multifidelity methods in uncertainty propagation, inference, and optimization
- The cardiovascular system: mathematical modelling, numerical algorithms and clinical applications
- Kernel-based approximation methods for partial differential equations: deterministic or stochastic problems?
- Uncertainty analysis for computationally expensive models with multiple outputs
- A bandit-learning approach to multifidelity approximation
- Bayesian model and dimension reduction for uncertainty propagation: applications in random media
- Multifidelity approaches for uncertainty quantification
- Challenges of order reduction techniques for problems involving polymorphic uncertainty
- Deep nonparametric estimation of intrinsic data structures by chart autoencoders: generalization error and robustness
- Bi-fidelity variational auto-encoder for uncertainty quantification
- An efficient metamodeling approach for uncertainty quantification of complex systems with arbitrary parameter probability distributions
- A comprehensive framework for verification, validation, and uncertainty quantification in scientific computing
- Uncertainty quantification of MEMS using a data-dependent adaptive stochastic collocation method
- A Multifidelity Function-on-Function Model Applied to an Abdominal Aortic Aneurysm
- Adaptive multilevel subset simulation with selective refinement
- Generative learning of the solution of parametric partial differential equations using guided diffusion models and virtual observations
- A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification
- Finding optimal points for expensive functions using adaptive RBF-based surrogate model via uncertainty quantification
This page was built for publication: Accurate uncertainty quantification using inaccurate computational models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3162105)
