Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey

J Zhang - Wiley Interdisciplinary Reviews: Computational …, 2021 - Wiley Online Library
Uncertainty quantification (UQ) includes the characterization, integration, and propagation of
uncertainties that result from stochastic variations and a lack of knowledge or data in the …

A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

K Kontolati, D Loukrezis, DG Giovanis… - Journal of …, 2022 - Elsevier
Constructing surrogate models for uncertainty quantification (UQ) on complex partial
differential equations (PDEs) having inherently high-dimensional O (10 n), n≥ 2, stochastic …

Uncertainty quantification of microstructure variability and mechanical behavior of additively manufactured lattice structures

N Korshunova, I Papaioannou… - Computer Methods in …, 2021 - Elsevier
Process-induced defects are the leading cause of discrepancies between as-designed and
as-manufactured additive manufacturing (AM) product behavior. Especially for metal lattices …

Multilevel Monte Carlo approximation of functions

S Krumscheid, F Nobile - SIAM/ASA Journal on Uncertainty Quantification, 2018 - SIAM
Many applications across sciences and technologies require a careful quantification of
nondeterministic effects to a system output, for example, when evaluating the system's …

Semi-intrusive approach for stiffness and strength topology optimization under uncertainty

K Steltner, CBW Pedersen, B Kriegesmann - Optimization and …, 2023 - Springer
A semi-intrusive approach for robust design optimization is presented. The stochastic
moments of the objective function and constraints are estimated using a Taylor series-based …

[HTML][HTML] Uncertainty quantification of mechanism motion based on coupled mechanism—Motor dynamic model for ammunition delivery system

J Tang, L Qian, L Chen, G Chen, M Wang, G Zhou - Defence Technology, 2024 - Elsevier
In this paper, a dynamic modeling method of motor driven electromechanical system is
presented, and the uncertainty quantification of mechanism motion is investigated based on …

[HTML][HTML] Uncertainty quantification of spent nuclear fuel with multifidelity Monte Carlo

A Albà, A Adelmann, D Rochman - Annals of Nuclear Energy, 2025 - Elsevier
Uncertainty quantification (UQ) of spent nuclear fuel (SNF) is a crucial task that provides
predictions and confidence bounds for important quantities of interest, such as decay heat …

[HTML][HTML] Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

S Ganesh, F Nobile - Journal of Computational Physics, 2023 - Elsevier
In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of
output quantities of complex differential models with random input data, using gradient …

QUANTIFYING UNCERTAIN SYSTEM OUTPUTS VIA THE MULTI-LEVEL MONTE CARLO METHOD− DISTRIBUTION AND ROBUSTNESS MEASURES

Q Ayoul-Guilmard, S Ganesh… - International Journal …, 2023 - dl.begellhouse.com
In this work, we consider the problem of estimating the probability distribution, the quantile or
the conditional expectation above the quantile, the so called conditional-value-at-risk …

An efficient approach for statistical moments estimation of structural response based on a novel adaptive hybrid dimension-reduction method

C Liu, W Fan, T Wang, Z Wang, Z Li - Probabilistic Engineering Mechanics, 2023 - Elsevier
Statistical moments estimation is one of the main topics for the analysis of a stochastic
system, but the balance among the accuracy, efficiency, and versatility for different methods …