The impact of uncertainty on predictions of the CovidSim epidemiological code

W Edeling, H Arabnejad, R Sinclair… - Nature Computational …, 2021 - nature.com
Epidemiological modelling has assisted in identifying interventions that reduce the impact of
COVID-19. The UK government relied, in part, on the CovidSim model to guide its policy to …

Ensembles are required to handle aleatoric and parametric uncertainty in molecular dynamics simulation

M Vassaux, S Wan, W Edeling… - Journal of chemical …, 2021 - ACS Publications
Classical molecular dynamics is a computer simulation technique that is in widespread use
across many areas of science, from physics and chemistry to materials, biology, and …

Data-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold

DG Giovanis, MD Shields - Computer Methods in Applied Mechanics and …, 2020 - Elsevier
This paper introduces a surrogate modeling scheme based on Grassmannian manifold
learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The …

Robust adaptive least squares polynomial chaos expansions in high‐frequency applications

D Loukrezis, A Galetzka… - International Journal of …, 2020 - Wiley Online Library
We present an algorithm for computing sparse, least squares‐based polynomial chaos
expansions, incorporating both adaptive polynomial bases and sequential experimental …

An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use

A Galetzka, D Loukrezis, N Georg… - International Journal …, 2023 - Wiley Online Library
This article introduces an hp hp‐adaptive multi‐element stochastic collocation method,
which additionally allows to re‐use existing model evaluations during either hh‐or pp …

An adaptive sparse grid rational Arnoldi method for uncertainty quantification of dynamical systems in the frequency domain

U Römer, M Bollhöfer, H Sreekumar… - International Journal …, 2021 - Wiley Online Library
In this paper, we address discrete linear systems in the frequency domain, where both
frequency and random parameters are considered. Sampling such a system many times is …

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 …

Adaptive sparse polynomial chaos expansions via Leja interpolation

D Loukrezis, H De Gersem - arXiv preprint arXiv:1911.08312, 2019 - arxiv.org
This work suggests an interpolation-based stochastic collocation method for the non-
intrusive and adaptive construction of sparse polynomial chaos expansions (PCEs). Unlike …

Enhanced adaptive surrogate models with applications in uncertainty quantification for nanoplasmonics

N Georg, D Loukrezis, U Römer… - International Journal for …, 2020 - dl.begellhouse.com
We propose an efficient surrogate modeling technique for uncertainty quantification. The
method is based on a well-known dimension-adaptive collocation scheme. We improve the …

[PDF][PDF] Adaptive approximations for high-dimensional uncertainty quantification in stochastic parametric electromagnetic field simulations

D Loukrezis - 2019 - tuprints.ulb.tu-darmstadt.de
The present work addresses the problems of high-dimensional approximation and
uncertainty quantification in the context of electromagnetic field simulations. In the presence …