Adaptive multi‐index collocation for uncertainty quantification and sensitivity analysis

JD Jakeman, MS Eldred, G Geraci… - … Journal for Numerical …, 2020 - Wiley Online Library
In this paper, we present an adaptive algorithm to construct response surface
approximations of high‐fidelity models using a hierarchy of lower fidelity models. Our …

Multi-fidelity Bayesian optimization to solve the inverse Stefan problem

JM Winter, R Abaidi, JWJ Kaiser, S Adami… - Computer Methods in …, 2023 - Elsevier
In this work, we propose an efficient solution of the inverse Stefan problem by multi-fidelity
Bayesian optimization. We construct a multi-fidelity Gaussian process surrogate model by …

Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis

J Konrad, IG Farcaş, B Peherstorfer, A Di Siena… - Journal of …, 2022 - Elsevier
The linear micro-instabilities driving turbulent transport in magnetized fusion plasmas (as
well as the respective nonlinear saturation mechanisms) are known to be sensitive with …

Context-aware model hierarchies for higher-dimensional uncertainty quantification

IG Farcas - 2020 - mediatum.ub.tum.de
We formulate four novel context-aware algorithms based on model hierarchies aimed to
enable an efficient quantification of uncertainty in complex, computationally expensive …

Multilevel adaptive sparse Leja approximations for Bayesian inverse problems

IG Farcas, J Latz, E Ullmann, T Neckel… - SIAM Journal on Scientific …, 2020 - SIAM
Deterministic interpolation and quadrature methods are often unsuitable to address
Bayesian inverse problems depending on computationally expensive forward mathematical …

Stochastic multi-fidelity surrogate modeling of dendritic crystal growth

JM Winter, JWJ Kaiser, S Adami, IS Akhatov… - Computer Methods in …, 2022 - Elsevier
In this work, we propose a novel framework coupling state-of-the-art multi-fidelity Gaussian
Process modeling techniques with input-space war** for a cost-efficient construction of a …

A spatially adaptive and massively parallel implementation of the fault-tolerant combination technique

MJ Obersteiner - 2021 - mediatum.ub.tum.de
In this work, we discuss measures to increase the scalability, robustness, and efficiency of
the Combination Technique. In particular, we introduce an asynchronous variant and …

Goal-Oriented Error Estimation and Adaptivity for Stochastic Collocation FEM

A Bespalov, D Praetorius, T Round… - arxiv preprint arxiv …, 2024 - arxiv.org
We propose and analyze a general goal-oriented adaptive strategy for approximating
quantities of interest (QoIs) associated with solutions to linear elliptic partial differential …

Multi-Fidelity Approaches to Modeling and Simulation of Complex Flows

JM Winter - 2024 - mediatum.ub.tum.de
This work develops computationally efficient techniques for modeling and simulating
complex flows. It relies on the concept of adaptive numerical experimentation. Adaptive …

Multi-level neural networks for PDEs with uncertain parameters

Y van Halder, B Sanderse, B Koren - arxiv preprint arxiv:2004.13128, 2020 - arxiv.org
A novel multi-level method for partial differential equations with uncertain parameters is
proposed. The principle behind the method is that the error between grid levels in multi-level …