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Volume 15, 2025 / Issue 3

DOI: 10.1615/Int.J.UncertaintyQuantification.v15.i3

Table of Contents:

LEARNING A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS VIA NUMERICS-INFORMED BAYESIAN DENOISING Zhanpeng Wang, Lijin Wang, Yanzhao Cao

Zhanpeng Wang
School of Mathematical Sciences, University of Chinese Academy of Sciences, Yu Quan Road 19 (Jia), Shijingshan District, Beijing 100049, China

Lijin Wang
University of Chinese Academy of Sciences

Yanzhao Cao
Department of Mathematics and Statistics, Auburn University, Auburn, AL 36849; School of Mathematics, Sun Yat Sun University, China

1-20 pages
DOI: 10.1615/Int.J.UncertaintyQuantification.2024052020

BAYESIAN³ ACTIVE LEARNING FOR REGULARIZED ARBITRARY MULTIELEMENT POLYNOMIAL CHAOS USING INFORMATION THEORY Ilja Kröker, Tim Brünnette, Nils Wildt, Maria Fernanda Morales Oreamuno, Rebecca Kohlhaas, Sergey Oladyshkin, Wolfgang Nowak

Ilja Kröker
University of Stuttgart

Tim Brünnette
Institute for Modelling Hydraulic and Environmental Systems/LS3, Stuttgart Center for Simulation Science, University of Stuttgart, Stuttgart, Germany

Nils Wildt
Institute for Modelling Hydraulic and Environmental Systems/LS3, Stuttgart Center for Simulation Science, University of Stuttgart, Stuttgart, Germany

Maria Fernanda Morales Oreamuno
Institute for Modelling Hydraulic and Environmental Systems/LS3, Stuttgart Center for Simulation Science, University of Stuttgart, Stuttgart, Germany

Rebecca Kohlhaas
Institute for Modelling Hydraulic and Environmental Systems/LH2, Stuttgart, Germany

Sergey Oladyshkin
University of Stuttgart

Wolfgang Nowak
Institute for Modelling Hydraulic and Environmental Systems/LS3, Stuttgart Center for Simulation Science, University of Stuttgart, Stuttgart, Germany

21-54 pages
DOI: 10.1615/Int.J.UncertaintyQuantification.2024052675

UNCERTAINTY QUANTIFICATION FOR DEEP LEARNING-BASED SCHEMES FOR SOLVING HIGH-DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS Lorenc Kapllani, Long Teng, Matthias Rottmann

Lorenc Kapllani
University of Wuppertal

Long Teng
University of Wuppertal, 42119 Wuppertal, Germany

Matthias Rottmann
University of Wuppertal, 42119 Wuppertal, Germany

55-94 pages
DOI: 10.1615/Int.J.UncertaintyQuantification.2024053491

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