Adaptive multi‐index collocation for uncertainty quantification and sensitivity analysis
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 …
approximations of high‐fidelity models using a hierarchy of lower fidelity models. Our …
Multi-fidelity Bayesian optimization to solve the inverse Stefan problem
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 …
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
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 …
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 …
enable an efficient quantification of uncertainty in complex, computationally expensive …
Multilevel adaptive sparse Leja approximations for Bayesian inverse problems
Deterministic interpolation and quadrature methods are often unsuitable to address
Bayesian inverse problems depending on computationally expensive forward mathematical …
Bayesian inverse problems depending on computationally expensive forward mathematical …
Stochastic multi-fidelity surrogate modeling of dendritic crystal growth
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 …
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 …
the Combination Technique. In particular, we introduce an asynchronous variant and …
Goal-Oriented Error Estimation and Adaptivity for Stochastic Collocation FEM
We propose and analyze a general goal-oriented adaptive strategy for approximating
quantities of interest (QoIs) associated with solutions to linear elliptic partial differential …
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 …
complex flows. It relies on the concept of adaptive numerical experimentation. Adaptive …
Multi-level neural networks for PDEs with uncertain parameters
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 …
proposed. The principle behind the method is that the error between grid levels in multi-level …