Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification

IG Farcaș, B Peherstorfer, T Neckel, F Jenko… - Computer Methods in …, 2023 - Elsevier
Abstract Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for
variance reduction to make tractable uncertainty quantification even when numerically …

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 …

A general framework for quantifying uncertainty at scale

IG Farcaş, G Merlo, F Jenko - Communications Engineering, 2022 - nature.com
In many fields of science, comprehensive and realistic computational models are available
nowadays. Often, the respective numerical calculations call for the use of powerful …

Context-aware surrogate modeling for balancing approximation and sampling costs in multifidelity importance sampling and bayesian inverse problems

T Alsup, B Peherstorfer - SIAM/ASA Journal on Uncertainty Quantification, 2023 - SIAM
Multifidelity methods leverage low-cost surrogate models to speed up computations and
make occasional recourse to expensive high-fidelity models to establish accuracy …

An approximate control variates approach to multifidelity distribution estimation

R Han, B Kramer, D Lee, A Narayan, Y Xu - SIAM/ASA Journal on Uncertainty …, 2024 - SIAM
Forward simulation–based uncertainty quantification that studies the distribution of
quantities of interest (QoI) is crucial for computationally robust engineering design and …

Turbulence suppression by energetic particles: a sensitivity-driven dimension-adaptive sparse grid framework for discharge optimization

IG Farcaş, A Di Siena, F Jenko - Nuclear Fusion, 2021 - iopscience.iop.org
A newly developed sensitivity-driven approach is employed to study the role of energetic
particles in suppressing turbulence-inducing micro-instabilities for a set of realistic JET-like …

Budget-limited distribution learning in multifidelity problems

Y Xu, A Narayan - Numerische Mathematik, 2023 - Springer
Multifidelity methods are widely used for estimating quantities of interest (QoI) in
computational science by employing numerical simulations of differing costs and accuracies …

Optimization under uncertainty and the multilevel Monte Carlo method

FM Menhorn - 2024 - mediatum.ub.tum.de
This work combines optimization under uncertainty (OUU) with the multilevel Monte Carlo
(MLMC) method. For MLMC, we present new estimators for variance, standard deviation …

Reduced-dimension Context-aware Multi-fidelity Monte Carlo Sampling

J Konrad - 2023 - mediatum.ub.tum.de
Multi-fidelity Monte Carlo sampling has proven to be an efficient method for quantifying
uncertainty in applications with a large number of stochastic input parameters and …

Trading off Deterministic Approximations and Sampling in Multifidelity Bayesian Inference

T Alsup - 2023 - search.proquest.com
Bayesian inference is a ubiquitous and flexible tool for updating a belief (ie, learning) about
a quantity of interest given observed data, which ultimately can be used to inform upstream …