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 …
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 …
Reynolds-averaged Navier–Stokes (RANS) equations are expected to play an important …
Optimal experimental design: Formulations and computations
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 …
natural and social sciences, engineering applications, and beyond. Optimal experimental …
Learning physics-based models from data: perspectives from inverse problems and model reduction
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 …
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 …
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
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 …
still the workhorse tools for turbulent flow simulations in today's engineering analysis, design …
Dimension-independent likelihood-informed MCMC
Many Bayesian inference problems require exploring the posterior distribution of high-
dimensional parameters that represent the discretization of an underlying function. This work …
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 …
measure in order to approximate expectations with respect to a target measure. It is key to …
Geometric MCMC for infinite-dimensional inverse problems
Bayesian inverse problems often involve sampling posterior distributions on infinite-
dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are …
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 …
based on predictive models, known as the forward models, that associate the former …