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Probabilistic Methods for Sensitivity Analysis and Calibration of Computer Models in the NASA Challenge Problem

In this paper, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic …

Hybrid Discrete/Continuum Algorithms for Stochastic Reaction Networks

Direct solutions of the Chemical Master Equation (CME) governing Stochastic Reaction Networks (SRNs) are generally prohibitively expensive due to excessive numbers of possible discrete states in such systems. To enhance computational efficiency we …

Data Free Inference of Uncertain Parameters in Chemical Models

We outline the use of a data-free inference procedure for estimation of uncertain model parameters for a chemical model of methane-air ignition. The method involves a nested pair of Markov chains, exploring both the data and parametric spaces, to …

Dimensionality Reduction for Complex Models via Bayesian Compressive Sensing

Uncertainty quantification in complex physical models is often challenged by the computational expense of these models. One often needs to operate under the assumption of sparsely available model simulations. This issue is even more critical when …

Uncertainty Quantification of Reaction Mechanisms Accounting for Correlations Introduced by Rate Rules and Fitted Arrhenius Parameters

We study correlations among uncertain Arrhenius rate parameters in a chemical model for hydrocarbon fuel–air combustion. We consider correlations induced by the use of rate rules for modeling reaction rate constants, as well as those resulting from …

Uncertainty Quantification in MD Simulations. Part I: Stochastic Reformulation of the Forward Problem

This work focuses on quantifying the effect of intrinsic (thermal) noise and parametric uncertainty in molecular dynamics (MD) simulations. We consider isothermal, isobaric MD simulations of TIP4P (or four-site) water at ambient conditions, $T=298$ K …

Uncertainty Quantification in MD Simulations. Part II: Inference of Force-Field Parameters

This paper explores the inference of small-scale, atomistic parameters, based on the specification of large, or macroscale, observables. Specifically, we focus on estimating a set of force-field parameters for the four-site, TIP4P, water model, based …

Multiparameter Spectral Representation of Noise-Induced Competence in Bacillus subtilis

In this work, the problem of representing a stochastic forward model output with respect to a large number of input parameters is considered. The methodology is applied to a stochastic reaction network of competence dynamics in Bacillus subtilis …

A Stochastic Multiscale Coupling Scheme to Account for Sampling Noise in Atomistic-to-Continuum Simulations

We present a methodology to assess the predictive fidelity of multiscale simulations by incorporating uncertainty in the information exchanged between the atomistic and continuum simulation components. Focusing on uncertainty due to finite sampling …

Uncertainty Quantification given Discontinuous Model Response and a Limited Number of Model Runs

We outline a methodology for forward uncertainty quantification in systems with uncertain parameters, discontinuous model response, and a limited number of model runs. Our approach involves two stages. First we detect the discontinuity with Bayesian …