arXiv subjects

Chiara Piazzola

Publications and source records attributed to Chiara Piazzola.

15 recordsLinked to original sources

arXiv2026

The Role of Bifurcations in Parameter Estimation: A UQ Analysis of the Non-spatial Klausmeier Model

We employ uncertainty quantification methods to investigate how parameter identifiability changes in the vicinity of a bifurcation point. We perform numerical experiments on the non-spatial Klausmeier vegetation model with random coefficients, which describes biomass-water interactions and exhibits a fold bifurcation. We partition the domain around the bifurcation into regions with distinct convergence behaviors. In each region, we follow a UQ workflow that includes sensitivity analysis, Bayesian inference, and Fisher information evaluation to assess parameter identifiability. The results show that proximity to the bifurcation point is decisive for parameter estimation. Reliable joint inference of both model parameters is not possible when the system exhibits bistability. Furthermore, we can reconstruct the model's bifurcation pattern by Fisher information heatmaps, presenting a practical tool for bifurcation detection. Lastly, we highlight the importance of transient data for successful parameter estimation.

math.DS↗

arXiv2026

Global Sensitivity Analysis of Spatial Sets: Finite-Element-Based Estimation and the Role of Observation Windows

In this work we consider numerical models with random input parameters, where the model output is a spatially distributed random field. We carry out a statistical sensitivity analysis of spatial sets which arise for instance when the model output exceeds a critical threshold. We consider two approaches: (i) a kernel-based sensitivity analysis working with the Hilbert--Schmidt Independence Criterion, and (ii) a function-valued sensitivity analysis working with generalized Sobol' indices, where the model output is the indicator function of the spatial set of interest. We develop efficient estimators for the sensitivity indices, especially for finite-element-based numerical models, where we approximate volume integrals in the sensitivity measures by finite element quadrature, thereby avoiding Monte Carlo sampling over the spatial domain. This improves the state-of-the-art for the kernel-based indices and makes these methods practically accessible for expensive numerical models. For the generalized Sobol' indices we utilize the same finite element quadrature for efficient computation. We present numerical experiments for a hydrogen combustion process, modeled by a coupled system of convection-diffusion-reaction equations in a two-dimensional spatial domain, and ask whether the temperature remains below a critical value in selected regions of the combustion domain. Our results show that in this example the kernel-based and the generalized Sobol' indices give qualitatively similar input importance rankings. Moreover, the ranking depends on the chosen observation window and can flip between different windows. The algorithms for implementing the proposed methods are provided in the supplementary materials and in an open source code repository.

math.NA↗

arXiv2026

Analytical and numerical methods for spillover effects in prioritized PrEP for HIV prevention

Pre-exposure prophylaxis (PrEP) is an effective intervention for preventing HIV transmission, but high cost and uneven uptake raise challenges for resource allocation. While spillover effects, wherein PrEP use in one group reduces infections in others, are known to occur, they remain poorly quantified and rarely guide policy. We provide a comprehensive modeling study for PrEP spillover across risk groups, and develop analytic and numerical tools for its quantification. We first develop a compartmental model for HIV transmission that stratifies the population into interacting subgroups: heterosexual males (HETM), high- and low-risk heterosexual females (HETF-hi/HETF-lo) and men who have sex with men (MSM). The asymptotic stability of the disease-free equilibrium of the model is analyzed. Spillover is quantified by deriving an expression for the spillover-adjusted number needed to treat (NNT), a measure of the population-level impact of PrEP. Simulations show PrEP delivery to MSM yields substantial indirect benefits, particularly for HETF-lo, where spillover exceeds the direct effect by a factor of five. We show targeting HETF-hi outperforms direct PrEP delivery to HETM, emphasizing the importance of intra-group heterogeneity. To evaluate whether these results hold under more detailed assumptions, we embed our framework into the national HOPE model maintained by the Centers for Disease Control and Prevention (CDC) and conduct global sensitivity analysis using Sobol indices with Polynomial Chaos Expansion. This approach extends our analytical insights and quantifies how uncertainty in PrEP allocation propagates through complex dynamics. Further, this framework provides a numerical procedure for quantifying spillover where direct analysis is impractical. Our results show that spillover is a central driver of PrEP dynamics and that failing to account for it risks mis-allocating resources.

math.DS↗

arXiv2024

Uncertainty quantification analysis of bifurcations of the Allen--Cahn equation with random coefficients

In this work we consider the Allen--Cahn equation, a prototypical model problem in nonlinear dynamics that exhibits bifurcations corresponding to variations of a deterministic bifurcation parameter. Going beyond the state-of-the-art, we introduce a random coefficient in the linear reaction part of the equation, thereby accounting for random, spatially-heterogeneous effects. Importantly, we assume a spatially constant, deterministic mean value of the random coefficient. We show that this mean value is in fact a bifurcation parameter in the Allen--Cahn equation with random coefficients. Moreover, we show that the bifurcation points and bifurcation curves become random objects. We consider two distinct modelling situations: (i) for a spatially homogeneous coefficient we derive analytical expressions for the distribution of the bifurcation points and show that the bifurcation curves are random shifts of a fixed reference curve; (ii) for a spatially heterogeneous coefficient we employ a generalized polynomial chaos expansion to approximate the statistical properties of the random bifurcation points and bifurcation curves. We present numerical examples in 1D physical space, where we combine the popular software package Continuation Core and Toolboxes (CoCo) for numerical continuation and the Sparse Grids Matlab Kit for the polynomial chaos expansion. Our exposition addresses both, dynamical systems and uncertainty quantification, highlighting how analytical and numerical tools from both areas can be combined efficiently for the challenging uncertainty quantification analysis of bifurcations in random differential equations.

math.NA↗

arXiv2024

Input-output reduced order modeling for public health intervention evaluation

In recent years, mathematical models have become an indispensable tool in the planning, evaluation, and implementation of public health interventions. Models must often provide detailed information for many levels of population stratification. Such detail comes at a price: in addition to the computational costs, the number of considered input parameters can be large, making effective study design difficult. To address these difficulties, we propose a novel technique to reduce the dimension of the model input space to simplify model-informed intervention planning. The method works by first applying a dimension reduction technique on the model output space. We then develop a method which allows us to map each reduced output to a corresponding vector in the input space, thereby reducing its dimension. We apply the method to the HIV Optimization and Prevention Economics (HOPE) model, to validate the approach and establish proof of concept.

math.DS↗

arXiv2024

Data-informed uncertainty quantification for laser-based powder bed fusion additive manufacturing

We present an efficient approach to quantify the uncertainties associated with the numerical simulations of the laser-based powder bed fusion of metals processes. Our study focuses on a thermomechanical model of an Inconel 625 cantilever beam, based on the AMBench2018-01 benchmark proposed by the National Institute of Standards and Technology (NIST). The proposed approach consists of a forward uncertainty quantification analysis of the residual strains of the cantilever beam given the uncertainty in some of the parameters of the numerical simulation, namely the powder convection coefficient and the activation temperature. The uncertainty on such parameters is modelled by a data-informed probability density function obtained by a Bayesian inversion procedure, based on the displacement experimental data provided by NIST. To overcome the computational challenges of both the Bayesian inversion and the forward uncertainty quantification analysis we employ a multi-fidelity surrogate modelling technique, specifically the multi-index stochastic collocation method. The proposed approach allows us to achieve a 33\% reduction in the uncertainties on the prediction of residual strains compared with what we would get basing the forward UQ analysis on a-priori ranges for the uncertain parameters, and in particular the mode of the probability density function of such quantities (i.e., its ``most likely value'', roughly speaking) results to be in good agreement with the experimental data provided by NIST, even though only displacement data were used for the Bayesian inversion procedure.

cs.CE↗

arXiv2023

The Sparse Grids Matlab kit -- a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification

The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight, high-level and easy to use, good for quick prototyping and teaching; however, it is equipped with some features that allow its use also in realistic applications. The goal of this paper is to provide an overview of the data structure and of the mathematical aspects forming the basis of the software, as well as comparing the current release of our package to similar available software.

cs.MS↗

arXiv2023

Sparse-grids uncertainty quantification of part-scale additive manufacturing processes

The present paper aims at applying uncertainty quantification methodologies to process simulations of powder bed fusion of metal. In particular, for a part-scale thermomechanical model of an Inconel 625 super-alloy beam, we study the uncertainties of three process parameters, namely the activation temperature, the powder convection coefficient and the gas convection coefficient. First, we perform a variance-based global sensitivity analysis to study how each uncertain parameter contributes to the variability of the beam displacements. The results allow us to conclude that the gas convection coefficient has little impact and can therefore be fixed to a constant value for subsequent studies. Then, we conduct an inverse uncertainty quantification analysis, based on a Bayesian approach on synthetic displacements data, to quantify the uncertainties of the two remaining parameters, namely the activation temperature and the powder convection coefficient. Finally, we use the results of the inverse uncertainty quantification analysis to perform a data-informed forward uncertainty quantification analysis of the residual strains. Crucially, we make use of surrogate models based on sparse grids to keep to a minimum the computational burden of every step of the uncertainty quantification analysis. The proposed uncertainty quantification workflow allows us to substantially ease the typical trial-and-error approach used to calibrate power bed fusion part-scale models, and to greatly reduce uncertainties on the numerical prediction of the residual strains. In particular, we demonstrate the possibility of using displacement measurements to obtain a data-informed probability density function of the residual strains, a quantity much more complex to measure than displacements.

cs.CE↗

arXiv2021

Comparing Multi-Index Stochastic Collocation and Multi-Fidelity Stochastic Radial Basis Functions for Forward Uncertainty Quantification of Ship Resistance

This paper presents a comparison of two multi-fidelity methods for the forward uncertainty quantification of a naval engineering problem. Specifically, we consider the problem of quantifying the uncertainty of the hydrodynamic resistance of a roll-on/roll-off passengers ferry advancing in calm water and subject to two operational uncertainties (ship speed and payload). The first four statistical moments (mean, variance, skewness, kurtosis), and the probability density function for such quantity of interest (QoI) are computed with two multi-fidelity methods, i.e., the Multi-Index Stochastic Collocation (MISC) method and an adaptive multi-fidelity Stochastic Radial Basis Functions (SRBF) algorithm. The QoI is evaluated via computational fluid dynamics simulations, which are performed with the in-house unsteady Reynolds-Averaged Navier-Stokes (RANS) multi-grid solver $χ$navis. The different fidelities employed by both methods are obtained by stopping the RANS solver at different grid levels of the multi-grid cycle. The performance of both methods are presented and discussed: in a nutshell, the findings suggest that, at least for the current implementations of both algorithms, MISC could be preferred whenever a limited computational budget is available, whereas for a larger computational budget SRBFs seem to be preferable, thanks to its robustness to the numerical noise in the evaluations of the QoI.

math.NA↗

arXiv2020

A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology

We provide an overview of the methods that can be used for prediction under uncertainty and data fitting of dynamical systems, and of the fundamental challenges that arise in this context. The focus is on SIR-like models, that are being commonly used when attempting to predict the trend of the COVID-19 pandemic. In particular, we raise a warning flag about identifiability of the parameters of SIR-like models; often, it might be hard to infer the correct values of the parameters from data, even for very simple models, making it non-trivial to use these models for meaningful predictions. Most of the points that we touch upon are actually generally valid for inverse problems in more general setups.

stat.ME↗

arXiv2020

Uncertainty Quantification of Ship Resistance via Multi-Index Stochastic Collocation and Radial Basis Function Surrogates: A Comparison

This paper presents a comparison of two methods for the forward uncertainty quantification (UQ) of complex industrial problems. Specifically, the performance of Multi-Index Stochastic Collocation (MISC) and adaptive multi-fidelity Stochastic Radial Basis Functions (SRBF) surrogates is assessed for the UQ of a roll-on/roll-off passengers ferry advancing in calm water and subject to two operational uncertainties, namely the ship speed and draught. The estimation of expected value, standard deviation, and probability density function of the (model-scale) resistance is presented and discussed; the required simulations are obtained by the in-house unsteady multi-grid Reynolds Averaged Navier-Stokes (RANS) solver $χ$navis. Both MISC and SRBF use as multi-fidelity levels the evaluations on the different grid levels intrinsically employed by the RANS solver for multi-grid acceleration; four grid levels are used here, obtained as isotropic coarsening of the initial finest mesh. The results suggest that MISC could be preferred when only limited data sets are available. For larger data sets both MISC and SRBF represent a valid option, with a slight preference for SRBF, due to its robustness to noise.

math.NA↗

arXiv2019

A low-rank projector-splitting integrator for the Vlasov--Maxwell equations with divergence correction

The Vlasov--Maxwell equations are used for the kinetic description of magnetized plasmas. As they are posed in an up to 3+3 dimensional phase space, solving this problem is extremely expensive from a computational point of view. In this paper, we exploit the low-rank structure in the solution of the Vlasov equation. More specifically, we consider the Vlasov--Maxwell system and propose a dynamic low-rank integrator. The key idea is to approximate the dynamics of the system by constraining it to a low-rank manifold. This is accomplished by a projection onto the tangent space. There, the dynamics is represented by the low-rank factors, which are determined by solving lower-dimensional partial differential equations. The proposed scheme performs well in numerical experiments and succeeds in capturing the main features of the plasma dynamics. We demonstrate this good behavior for a range of test problems. The coupling of the Vlasov equation with the Maxwell system, however, introduces additional challenges. In particular, the divergence of the electric field resulting from Maxwell's equations is not consistent with the charge density computed from the Vlasov equation. We propose a correction based on Lagrange multipliers which enforces Gauss' law up to machine precision.

math.NA↗

arXiv2019

Convergence of a low-rank Lie--Trotter splitting for stiff matrix differential equations

We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the differential equation into a stiff and a non-stiff part, respectively, and then following a dynamical low-rank approach. We conduct an error analysis of the proposed procedure, which is independent of the stiffness and robust with respect to possibly small singular values in the approximation matrix. Following the proposed method, we show how to obtain low-rank approximations for differential Lyapunov and for differential Riccati equations. Our theory is illustrated by numerical experiments.

math.NA↗

arXiv2018

Numerical low-rank approximation of matrix differential equations

The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly amount of computing time and memory, in general. Based on a dynamical low-rank approximation of the solution, a new splitting integrator is proposed for a quite general class of stiff matrix differential equations. This class comprises differential Lyapunov and differential Riccati equations that arise from spatial discretizations of partial differential equations. The proposed integrator handles stiffness in an efficient way, and it preserves the symmetry and positive semidefiniteness of solutions of differential Lyapunov equations. Numerical examples that illustrate the benefits of this new method are given. In particular, numerical results for the efficient simulation of the weather phenomenon El Niño are presented.

math.NA↗

arXiv2016

A splitting approach for the magnetic Schrödinger equation

The Schrödinger equation in the presence of an external electromagnetic field is an important problem in computational quantum mechanics. It also provides a nice example of a differential equation whose flow can be split with benefit into three parts. After presenting a splitting approach for three operators with two of them being unbounded, we exemplarily prove first-order convergence of Lie splitting in this framework. The result is then applied to the magnetic Schrödinger equation, which is split into its potential, kinetic and advective parts. The latter requires special treatment in order not to lose the conservation properties of the scheme. We discuss several options. Numerical examples in one, two and three space dimensions show that the method of characteristics coupled with a nonequispaced fast Fourier transform (NFFT) provides a fast and reliable technique for achieving mass conservation at the discrete level.

math.NA↗