Carefully designing blade geometric parameters is necessary as they determine the aerodynamic performance of a rotor. However, manufacturing inaccuracies cause the blade geometric parameters to deviate randomly from the ideal design. Therefore, it is essential to quantify uncertainty and analyse the sensitivity of the blade geometric deviations on the compressor performance. This work considers a subsonic compressor rotor stage and examines samples with different geometry features using three-dimensional Reynolds-averaged Navier-Stokes simulations. A method to combine Halton sequence and non-intrusive polynomial chaos is adopted to perform the uncertainty quantitative (UQ) analysis. The Sobol’ index and Spearman correlation coefficient help analyse the sensitivity and correlation between the compressor performance and blade geometric deviations, respectively. The results show that the fluctuation amplitude of the compressor performance decreases for lower mass flow rates, and the sensitivity of the compressor performance to the blade geometrical parameters varies with the working conditions. The effects of various blade geometric deviations on the compressor performance are independent and linearly superimposed, and the combined effects of different geometric deviations on the compressor performance are small.

Space-borne passive microwave (PMW) data provide rich information on atmospheric state, including cloud structure and underlying surface properties. However, PMW data are sparse and limited due to low Earth orbit collection, resulting in coarse Earth system sampling. This study demonstrates that Bayesian deep learning (BDL) is a promising technique for predicting synthetic microwave (MW) data and its uncertainties from more ubiquitously available geostationary infrared observations. Our BDL models decompose predicted uncertainty into aleatoric (irreducible) and epistemic (reducible) components, providing insights into uncertainty origin and guiding model improvement. Low and high aleatoric uncertainty values are characteristic of clear sky and cloudy regions, respectively, suggesting that expanding the input feature vector to allow richer information content could improve model performance. The initially high average epistemic uncertainty metrics quantified by most models indicate that the training process would benefit from a greater data volume, leading to improved performance at most studied MW frequencies. Using quantified epistemic uncertainty to select the most useful additional training data (a training dataset size increase of 3.6%), the study reduced the mean absolute error and root mean squared error by 1.74% and 1.38%, respectively. The broader impact of this study is the demonstration of how predicted epistemic uncertainty can be used to select targeted training data. This allows for the curation of smaller, more optimized training datasets and also allows for future active learning studies.

The finite element method (FEM) is widely used to simulate a variety of physics phenomena. Approaches that integrate FEM with neural networks (NNs) are typically leveraged as an alternative to conducting expensive FEM simulations in order to reduce the computational cost without significantly sacrificing accuracy. However, these methods can produce biased predictions that deviate from those obtained with FEM, since these hybrid FEM-NN approaches rely on approximations trained using physically relevant quantities. In this work, an uncertainty estimation framework is introduced that leverages ensembles of Bayesian neural networks to produce diverse sets of predictions using a hybrid FEM-NN approach that approximates internal forces on a deforming solid body. The uncertainty estimator developed herein reliably infers upper bounds of bias/variance in the predictions for a wide range of interpolation and extrapolation cases using a three-element FEM-NN model of a bar undergoing plastic deformation. This proposed framework offers a powerful tool for assessing the reliability of physics-based surrogate models by establishing uncertainty estimates for predictions spanning a wide range of possible load cases.

Data-informed predictive maintenance planning largely relies on stochastic deterioration models. Monitoring information can be utilized to update sequentially the knowledge on model parameters. In this context, on-line (recursive) Bayesian filtering algorithms typically fail to properly quantify the full posterior uncertainty of time-invariant model parameters. Off-line (batch) algorithms are—in principle—better suited for the uncertainty quantification task, yet they are computationally prohibitive in sequential settings. In this work, we adapt and investigate selected Bayesian filters for parameter estimation: an on-line particle filter, an on-line iterated batch importance sampling filter, which performs Markov Chain Monte Carlo (MCMC) move steps, and an off-line MCMC-based sequential Monte Carlo filter. A Gaussian mixture model approximates the posterior distribution within the resampling process in all three filters. Two numerical examples provide the basis for a comparative assessment. The first example considers a low-dimensional, nonlinear, non-Gaussian probabilistic fatigue crack growth model that is updated with sequential monitoring measurements. The second high-dimensional, linear, Gaussian example employs a random field to model corrosion deterioration across a beam, which is updated with sequential sensor measurements. The numerical investigations provide insights into the performance of off-line and on-line filters in terms of the accuracy of posterior estimates and the computational cost, when applied to problems of different nature, increasing dimensionality and varying sensor information amount. Importantly, they show that a tailored implementation of the on-line particle filter proves competitive with the computationally demanding MCMC-based filters. Suggestions on the choice of the appropriate method in function of problem characteristics are provided.

Uncertainty quantification (UQ) plays a crucial role in data assimilation (DA) since it impacts both the quality of the reconstruction and near-future forecast. However, traditional UQ approaches are often limited in their ability to handle complex datasets and may have a large computational cost. In this paper, we present a new ensemble-based approach to extend the 4DVarNet framework, an end-to-end deep learning scheme backboned on variational DA used to estimate the mean of the state along a given DA window. We use conditional 4DVarNet simulations compliant with the available observations to estimate the 4DVarNet probability density function. Our approach enables to combine both the efficiency of 4DVarNet in terms of computational cost and validation performance with a fast and memory-saving Monte-Carlo based post-processing of the reconstruction, leading to the so-called En4DVarNet estimation of the state pdf. We demonstrate our approach in a case study involving the sea surface height: 4DVarNet is pretrained on an idealized Observation System Simulation Experiment (OSSE), then used on real-world dataset (OSE). The sampling of independent realizations of the state is made among the catalogue of model-based data used during training. To illustrate our approach, we use a nadir altimeter constellation in January 2017 and show how the uncertainties retrieved by combining 4DVarNet with the statistical properties of the training dataset lead to a relevant information providing in most cases a confidence interval compliant with the Cryosat-2 nadir alongtrack dataset kept for validation.

While finite element (FE) modeling is widely used for ultimate strength assessments of structural systems, incorporating complex distortions and imperfections into FE models remains a challenge. Conventional methods typically rely on assumptions about the periodicity of distortions through spectral or modal methods. However, these approaches are not viable under the many realistic scenarios where these assumptions are invalid. Research efforts have consistently demonstrated the ability of point cloud data, generated through laser scanning or photogrammetry-based methods, to accurately capture structural deformations at the millimeter scale. This enables the updating of numerical models to capture the exact structural configuration and initial imperfections without the need for unrealistic assumptions. This research article investigates the use of point cloud data for updating the initial distortions in a FE model of a stiffened ship deck panel, for the purposes of ultimate strength estimation. The presented approach has the additional benefit of being able to explicitly account for measurement uncertainty in the analysis. Calculations using the updated FE models are compared against ground truth test data as well as FE models updated using standard spectral methods. The results demonstrate strength estimation that is comparable to existing approaches, with the additional advantages of uncertainty quantification and applicability to a wider range of application scenarios.

A simple method for adding uncertainty to neural network regression tasks in earth science via estimation of a general probability distribution is described. Specifically, we highlight the sinh-arcsinh-normal distributions as particularly well suited for neural network uncertainty estimation. The methodology supports estimation of heteroscedastic, asymmetric uncertainties by a simple modification of the network output and loss function. Method performance is demonstrated by predicting tropical cyclone intensity forecast uncertainty and by comparing two other common methods for neural network uncertainty quantification (i.e., Bayesian neural networks and Monte Carlo dropout). The simple approach described here is intuitive and applicable when no prior exists and one just wishes to parameterize the output and its uncertainty according to some previously defined family of distributions. The authors believe it will become a powerful, go-to method moving forward.

Understanding the subsurface is crucial in building a sustainable future, particularly for urban centers. Importantly, the thermal effects that anthropogenic infrastructure, such as buildings, tunnels, and ground heat exchangers, can have on this shared resource need to be well understood to avoid issues, such as overheating the ground, and to identify opportunities, such as extracting and utilizing excess heat. However, obtaining data for the subsurface can be costly, typically requiring the drilling of boreholes. Bayesian statistical methodologies can be used towards overcoming this, by inferring information about the ground by combining field data and numerical modeling, while quantifying associated uncertainties. This work utilizes data obtained in the city of Cardiff, UK, to evaluate the applicability of a Bayesian calibration (using GP surrogates) approach to measured data and associated challenges (previously not tested) and to obtain insights on the subsurface of the area. The importance of the data set size is analyzed, showing that more data are required in realistic (field data), compared to controlled conditions (numerically-generated data), highlighting the importance of identifying data points that contain the most information. Heterogeneity of the ground (i.e., input parameters), which can be particularly prominent in large-scale subsurface domains, is also investigated, showing that the calibration methodology can still yield reasonably accurate results under heterogeneous conditions. Finally, the impact of considering uncertainty in subsurface properties is demonstrated in an existing shallow geothermal system in the area, showing a higher than utilized ground capacity, and the potential for a larger scale system given sufficient demand.

As a Bayesian approach to fitting motorway traffic flow models remains rare in the literature, we empirically explore the sampling challenges this approach offers which have to do with the strong correlations and multimodality of the posterior distribution. In particular, we provide a unified statistical model to estimate using motorway data both boundary conditions and fundamental diagram parameters in a motorway traffic flow model due to Lighthill, Whitham, and Richards known as LWR. This allows us to provide a traffic flow density estimation method that is shown to be superior to two methods found in the traffic flow literature. To sample from this challenging posterior distribution, we use a state-of-the-art gradient-free function space sampler augmented with parallel tempering.

This paper develops theoretical foundations for extending Gauss–Hermite quadrature to robust design with computer experiments. When the proposed method is applied with m noise variables, the method requires 4m + 1 function evaluations. For situations in which the polynomial response is separable, this paper proves that the method gives exact transmitted variance if the response is a fourth-order separable polynomial response. It is also proven that the relative error mean and variance of the method decrease with the dimensionality m if the response is separable. To further assess the proposed method, a probability model based on the effect hierarchy principle is used to generate sets of polynomial response functions. For typical populations of problems, it is shown that the proposed method has less than 5% error in 90% of cases. Simulations of five engineering systems were developed and, given parametric alternatives within each case study, a total of 12 case studies were conducted. A comparison is made between the cumulative density function for the hierarchical probability models and a corresponding distribution function for case studies. The data from the case-based evaluations are generally consistent with the results from the model-based evaluation.

The Lee–Carter model has become a benchmark in stochastic mortality modeling. However, its forecasting performance can be significantly improved upon by modern machine learning techniques. We propose a convolutional neural network (NN) architecture for mortality rate forecasting, empirically compare this model as well as other NN models to the Lee–Carter model and find that lower forecast errors are achievable for many countries in the Human Mortality Database. We provide details on the errors and forecasts of our model to make it more understandable and, thus, more trustworthy. As NN by default only yield point estimates, previous works applying them to mortality modeling have not investigated prediction uncertainty. We address this gap in the literature by implementing a bootstrapping-based technique and demonstrate that it yields highly reliable prediction intervals for our NN model.

Atom probe tomography, and related methods, probe the composition and the three-dimensional architecture of materials. The software tools which microscopists use, and how these tools are connected into workflows, make a substantial contribution to the accuracy and precision of such material characterization experiments. Typically, we adapt methods from other communities like mathematics, data science, computational geometry, artificial intelligence, or scientific computing. We also realize that improving on research data management is a challenge when it comes to align with the FAIR data stewardship principles. Faced with this global challenge, we are convinced it is useful to join forces. Here, we report the results and challenges with an inter-laboratory call for developing test cases for several types of atom probe microscopy software tools. The results support why defining detailed recipes of software workflows and sharing these recipes is necessary and rewarding: Open source tools and (meta)data exchange can help to make our day-to-day data processing tasks become more efficient, the training of new users and knowledge transfer become easier, and assist us with automated quantification of uncertainties to gain access to substantiated results.

In this paper, we present a systematic approach to improve the understanding of stability and robustness of stability against the external disturbances of a passive biped walker. First, a multi-objective, multi-modal particle swarm optimization (MOMM-PSO) algorithm was employed to suggest the appropriate initial conditions for a given biped walker model to be stable. The MOMM-PSO with ring topology and special crowding distance (SCD) used in this study can find multiple local minima under multiple objective functions by limiting each agent’s search area properly without determining a large number of parameters. Second, the robustness of stability under external disturbances was studied, considering an impact in the angular displacement sampled from the probabilistic distribution. The proposed systematic approach based on MOMM-PSO can find multiple initial conditions that lead the biped walker in the periodic gait, which could not be found by heuristic approaches in previous literature. In addition, the results from the proposed study showed that the robustness of stability might change depending on the location on a limit cycle where immediate angular displacement perturbation occurs. The observations of this study imply that the symmetry of the stable region about the limit cycle will break depending on the accelerating direction of inertia. We believe that the systematic approach developed in this study significantly increased the efficiency of finding the appropriate initial conditions of a given biped walker and the understanding of robustness of stability under the unexpected external disturbance. Furthermore, a novel methodology proposed for biped walkers in the present study may expand our understanding of human locomotion, which in turn may suggest clinical strategies for gait rehabilitation and help develop gait rehabilitation robotics.

Uncertainty in the critical amplification factor ( $N_{cr}$ ) of the $e^N$ transition model is used to approximate the uncertainty in the surface and flow quality of natural laminar flow (NLF) aerofoils. The uncertainty in $N_{cr}$ is represented by a negative half-normal probability distribution that descends from the largest $N_{cr}$ achievable with an ideal surface and flow quality. The uncertainty in various aerodynamic coefficients due to the uncertainty in $N_{cr}$ is quantified using the weighted mean and standard deviation of flow solutions run at different $N_{cr}$ values. The uncertainty in the aerofoil performance is assessed using this methodology. It is found that the standard deviation of the aerofoil performance due to the uncertainty in $N_{cr}$ is largest when the transition location is most sensitive to changes in the lift coefficient at the ideal $N_{cr}$ . Robust shape optimisation is also carried out to improve the mean performance and reduce the standard deviation of the performance with uncertainty in $N_{cr}$ . This is found to be effective at producing aerofoils with a larger amount of laminar flow that are less sensitivity to uncertainty in $N_{cr}$ . A trade-off is observed between the mean performance and the standard deviation of the performance. It is also found that reducing the standard deviation of the performance at one Mach number or lift coefficient design point can cause an increase in the standard deviation off-design.

The curse of dimensionality is commonly encountered in numerical partial differential equations (PDE), especially when uncertainties have to be modelled into the equations as random coefficients. However, very often the variability of physical quantities derived from PDE can be captured by a few features on the space of the coefficient fields. Based on such observation, we propose using neural network to parameterise the physical quantity of interest as a function of input coefficients. The representability of such quantity using a neural network can be justified by viewing the neural network as performing time evolution to find the solutions to the PDE. We further demonstrate the simplicity and accuracy of the approach through notable examples of PDEs in engineering and physics.

Physics-informed neural networks (PINNs) were recently proposed in [18] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution, while a PDE-induced NN is coupled to the solution NN, and all differential operators are treated using automatic differentiation. Here, we first employ the standard PINN and a stochastic version, sPINN, to solve forward and inverse problems governed by a non-linear advection–diffusion–reaction (ADR) equation, assuming we have some sparse measurements of the concentration field at random or pre-selected locations. Subsequently, we attempt to optimise the hyper-parameters of sPINN by using the Bayesian optimisation method (meta-learning) and compare the results with the empirically selected hyper-parameters of sPINN. In particular, for the first part in solving the inverse deterministic ADR, we assume that we only have a few high-fidelity measurements, whereas the rest of the data is of lower fidelity. Hence, the PINN is trained using a composite multi-fidelity network, first introduced in [12], that learns the correlations between the multi-fidelity data and predicts the unknown values of diffusivity, transport velocity and two reaction constants as well as the concentration field. For the stochastic ADR, we employ a Karhunen–Loève (KL) expansion to represent the stochastic diffusivity, and arbitrary polynomial chaos (aPC) to represent the stochastic solution. Correspondingly, we design multiple NNs to represent the mean of the solution and learn each aPC mode separately, whereas we employ a separate NN to represent the mean of diffusivity and another NN to learn all modes of the KL expansion. For the inverse problem, in addition to stochastic diffusivity and concentration fields, we also aim to obtain the (unknown) deterministic values of transport velocity and reaction constants. The available data correspond to 7spatial points for the diffusivity and 20 space–time points for the solution, both sampled 2000 times. We obtain good accuracy for the deterministic parameters of the order of 1–2% and excellent accuracy for the mean and variance of the stochastic fields, better than three digits of accuracy. In the second part, we consider the previous stochastic inverse problem, and we use Bayesian optimisation to find five hyper-parameters of sPINN, namely the width, depth and learning rate of two NNs for learning the modes. We obtain much deeper and wider optimal NNs compared to the manual tuning, leading to even better accuracy, i.e., errors less than 1% for the deterministic values, and about an order of magnitude less for the stochastic fields.

A probabilistic methodology for separation loss probability assessments is proposed in this paper. The key focus is on the effect of uncertainties from multiple Automatic Dependent Surveillance-Broadcast (ADS-B) systems on the separation loss probability assessment. First, a brief review of the ADS-B system and its associated uncertainty quantification metrics is discussed. It is found that most existing studies focus on the individual ADS-B uncertainty quantification for a single aircraft, which is not sufficient for separation loss probability assessment when two or more aircraft are involved. Next, a probabilistic positioning model with multiple aircraft is proposed and various types of uncertainties are included in the proposed model. Numerical simulations show that a navigation satellite fault can significantly affect separation error when individual aircraft see different satellite sets. Following this, several demonstration examples are illustrated to show the bounds for separation loss probability estimation. Finally, several conclusions and suggestions are discussed based on this study. One major finding is that the separation risk significantly increases when two nearby aircraft use different satellite sets to navigate. Real-time assessment of this risk should be performed.

Information about the ice volume stored in glaciers is of high importance for sustainable water management in many arid regions of Central Asia. Several methods to estimate the ice volume exist. However, none of them take the specific characteristics of flat terminus debris-covered glaciers into account. We present a method for deriving spatially-distributed ice thickness for debris-covered dendritic glaciers, which are common not only in Central Tien Shan but also in several other mountain ranges in High Asia. The method relies on automatically generated branch lines, observed surface velocities and surface topographic parameters as basic input. Branch lines were generated using Thiessen polygons and Dijkstra's path algorithm. Ice thicknesses for four debris-covered glaciers – South Inylchek, Kaindy, Tomur and Koxkar glaciers – have been estimated along the branch line network solving the equation of laminar flow. For Koxkar and South Inylchek glaciers, respectively, maximum thicknesses of ~250 and 380 m were estimated. These results differ by ~50 m compared with GPR measurements with an uncertainty for the debris-covered parts of ~40%. Based on geodetic mass balances, we estimate that the investigated glaciers lost between 6 and 28% of their volume from 1975 to the early 2000s.