arXiv:2606. 14053v1 Announce Type: cross Abstract: Quantifying the influence of hybrid aleatory and epistemic uncertainties on high-dimensional system responses remains a major challenge in global sensitivity analysis (GSA).
arXiv:2608. 09071v1 Announce Type: cross Abstract: Forward uncertainty propagation in complex physical systems can induce structured covariance across field-valued outputs.
arXiv:2607. 28903v1 Announce Type: cross Abstract: Variance-based global sensitivity analysis (GSA) plays a key role in uncertainty quantification by identifying the contributions of uncertain inputs to the variability of the model response.
arXiv:2606. 28871v1 Announce Type: cross Abstract: Predicting the aerodynamic performance (e.
arXiv:2602. 11219v2 Announce Type: replace Abstract: Predictive uncertainty is commonly decomposed into epistemic and aleatoric components, but standard decompositions often produce strongly correlated estimates because both quantities are derived from the same predictive distribution.
arXiv:2606. 09857v1 Announce Type: new Abstract: Reduced-order models (ROMs) provide an efficient surrogate for complex multiscale systems, but their predictive accuracy is often compromised by truncation errors and the inadequate representation of interactions between resolved and unresolved scales.
arXiv:2608. 05995v1 Announce Type: new Abstract: Reliable uncertainty estimates are critical in safety-sensitive applications, where understanding the sources of predictive uncertainty is essential.
arXiv:2607. 05025v1 Announce Type: new Abstract: Vibration-based damage identification in civil infrastructure is a challenging, ill-posed inverse problem due to measurement noise, sparse sensor arrays, and environmental variability.
arXiv:2607. 18298v1 Announce Type: cross Abstract: We show that a single climate realization can be decomposed into forced and internal components by treating external forcing as a dynamical driver within a linear stochastic system, an idea grounded in pullback attractor theory.
arXiv:2608. 15198v1 Announce Type: cross Abstract: Parameter identification of stochastic dynamical systems driven by mixed noises is challenging due to intractable likelihood functions.
arXiv:2606. 25169v1 Announce Type: cross Abstract: Sampling from an unnormalized target by reversing an Ornstein--Uhlenbeck diffusion requires the score of each noise-perturbed marginal.
arXiv:2410. 01244v2 Announce Type: replace-cross Abstract: We introduce a novel Wasserstein-1 ($W_1$) path-space divergence for stochastic and deterministic dynamics and establish a Wasserstein Uncertainty Propagation (WUP) theorem that bounds the $W_1$ distance between terminal distributions by the proposed divergence, equivalently characterized by a weighted $L^2$ discrepancy between the underlying drifts and the $W_1$ distance between their initial measures.
arXiv:2608. 03360v1 Announce Type: cross Abstract: Non-intrusive reduced-order models (NIROMs) have become a standard tool for approximating parametric partial differential equations from computer design of experiments while significantly reducing computational costs.