Survey of multifidelity methods in uncertainty propagation, inference, and optimization

B Peherstorfer, K Willcox, M Gunzburger - Siam Review, 2018 - SIAM
In many situations across computational science and engineering, multiple computational
models are available that describe a system of interest. These different models have varying …

Quantification of model uncertainty in RANS simulations: A review

H **ao, P Cinnella - Progress in Aerospace Sciences, 2019 - Elsevier
In computational fluid dynamics simulations of industrial flows, models based on the
Reynolds-averaged Navier–Stokes (RANS) equations are expected to play an important …

Optimal experimental design: Formulations and computations

X Huan, J Jagalur, Y Marzouk - Acta Numerica, 2024 - cambridge.org
Questions of 'how best to acquire data'are essential to modelling and prediction in the
natural and social sciences, engineering applications, and beyond. Optimal experimental …

Learning physics-based models from data: perspectives from inverse problems and model reduction

O Ghattas, K Willcox - Acta Numerica, 2021 - cambridge.org
This article addresses the inference of physics models from data, from the perspectives of
inverse problems and model reduction. These fields develop formulations that integrate data …

[書籍][B] Active subspaces: Emerging ideas for dimension reduction in parameter studies

PG Constantine - 2015 - SIAM
Parameter studies are everywhere in computational science. Complex engineering
simulations must run several times with different inputs to effectively study the relationships …

Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier–Stokes simulations: A data-driven, physics-informed Bayesian approach

H **ao, JL Wu, JX Wang, R Sun, CJ Roy - Journal of Computational …, 2016 - Elsevier
Despite their well-known limitations, Reynolds-Averaged Navier–Stokes (RANS) models are
still the workhorse tools for turbulent flow simulations in today's engineering analysis, design …

Dimension-independent likelihood-informed MCMC

T Cui, KJH Law, YM Marzouk - Journal of Computational Physics, 2016 - Elsevier
Many Bayesian inference problems require exploring the posterior distribution of high-
dimensional parameters that represent the discretization of an underlying function. This work …

Importance sampling: Intrinsic dimension and computational cost

S Agapiou, O Papaspiliopoulos, D Sanz-Alonso… - Statistical Science, 2017 - JSTOR
The basic idea of importance sampling is to use independent samples from a proposal
measure in order to approximate expectations with respect to a target measure. It is key to …

Geometric MCMC for infinite-dimensional inverse problems

A Beskos, M Girolami, S Lan, PE Farrell… - Journal of Computational …, 2017 - Elsevier
Bayesian inverse problems often involve sampling posterior distributions on infinite-
dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are …

Inverse problems: From regularization to Bayesian inference

D Calvetti, E Somersalo - Wiley Interdisciplinary Reviews …, 2018 - Wiley Online Library
Inverse problems deal with the quest for unknown causes of observed consequences,
based on predictive models, known as the forward models, that associate the former …