Outreach/Tutorials

Book chapters

  • Eldred, M.S., Bichon, B.J., Adams, B.M., and Mahadevan, S., "Overview of Reliability Analysis and Design Capabilities in DAKOTA with Application to Shape Optimization of MEMS," Structural Design Optimization Considering Uncertainties, Tsompanakis, Lagaros, and Papadrakakis, eds., Structures and Infrastructures series, Vol. 1, Taylor & Francis Group, 2008, pp. 401-432.

  • Biegler, L.T., Ghattas, O., Heinkenschloss, M., and van Bloemen Waanders, B., "Large-scale PDE-constrained Optimization: An Introduction," Large-Scale PDE-Constrained Optimization, Lecture Notes in Computational Science and Engineering, No. 30, Springer-Verlag, 2003, pp. 3-13.

  • Salinger, A.G., Pawlowski, R.P., Shadid, J.N., van Bloemen Waanders, B., Bartlett, R., Itle, G.C., and Biegler, L., "rSQP Optimization of Large Scale Reacting Flow Applications with MPSalsa," Large-Scale PDE-Constrained Optimization, Lecture Notes in Computational Science and Engineering, No. 30, Springer-Verlag, 2003, pp. 45-59.

  • Bartlett, R.A. and Biegler, L.T., "rSQP++: An Object-Oriented Framework for Successive Quadratic Programming," Large-Scale PDE-Constrained Optimization, Lecture Notes in Computational Science and Engineering, No. 30, Springer-Verlag, 2003, pp. 316-330.

Journal Papers

  • Jakeman, J.D. and Narayan, A., "Adaptive Leja sparse grid constructions for stochastic collocation and high-dimensional approximation," SIAM Journal on Scientific Computing, submitted.

  • Safta, C., Chowdhary, K., Sargsyan, K., Najm, H.N., Debusschere, B.J., Swiler, L.P., and Eldred, M.S., "Probabilistic Methods for Sensitivity Analysis and Calibration in the NASA Challenge Problem," in AIAA Journal, submitted.

  • Jakeman, J.D. and Wildey, T.M., "Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates," Journal of Compuational Physics, submitted.

  • Bichon, B.J., Eldred, M.S., Mahadevan, S., and McFarland, J.M., "Efficient Global Surrogate Modeling for Reliability-Based Design Optimization," ASME Journal of Mechanical Design, Vol. 107, No. 1, Jan. 2013, pp. 011009:1-13.

  • Weirs, V.G., Kamm, J.R., Swiler, L.P., Tarantola, S., Ratto, M., Adams, B.M., Rider, W.J., and Eldred, M.S., "Sensitivity analysis techniques applied to a system of hyperbolic conservation laws," Reliability Engineering and System Safety (RESS), Vol. 107, Nov. 2012, pp. 157-170.

  • Constantine, P.G., Eldred, M.S., and Phipps, E.T., "Sparse Pseudospectral Approximation Method," Computer Methods in Applied Mechanics and Engineering, Volumes 229-232, pp. 1-12, July 2012.

  • Eldred, M.S., Swiler, L.P., and Tang, G., "Mixed Aleatory-Epistemic Uncertainty Quantification with Stochastic Expansions and Optimization-Based Interval Estimation," Reliability Engineering and System Safety (RESS), Vol. 96, No. 9, Sept. 2011, pp. 1092-1113.

  • Eldred, M.S., "Design Under Uncertainty Employing Stochastic Expansion Methods," International Journal for Uncertainty Quantification, Vol. 1, No. 2, Feb. 2011, pp. 119-146.

    • Earlier version: paper AIAA-2008-6001 in Proceedings of the 12th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, Victoria, British Columbia, Canada, Sept. 10-12, 2008.

  • Jakeman, J.D., Eldred, M.S., and Xiu, D., "A Numerical Approach for Quantification of Epistemic Uncertainty," Journal of Computational Physics (JCP), Vol. 229, No. 12, June 2010, pp. 4648-4663.

  • Maute, K., Weickum, G., and Eldred, M.S., "A Reduced-Order Stochastic Finite Element Approach for Design Optimization under Uncertainty," Structural Safety, 31 (6), Nov. 2009, pp. 450-459.

  • Weickum, G., Eldred, M.S., and Maute, K., "A Multi-point Reduced-Order Modeling Approach of Transient Structural Dynamics with Application to Robust Design Optimization," Structural and Multidisciplinary Optimization, Vol. 38, No. 6, July 2009, pp. 599-611.

  • Robinson, T.D., Eldred, M.S., Willcox, K.E., and Haimes, R., "Surrogate-Based Optimization using Multifidelity Models with Variable Parameterization and Corrected Space Mapping," AIAA Journal, Vol. 46, No. 11, Nov. 2008, pp. 2814-2822.

  • Bichon, B.J., Eldred, M.S., Swiler, L.P., Mahadevan, S., and McFarland, J.M., "Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions," AIAA Journal, Vol. 46, No. 10, October 2008, pp. 2459-2468.

  • Sallaberry, C.J., Helton, J.C., and Hora, S.C., "Extension of Latin Hypercube Samples with Correlated Variables." Reliability Engineering and System Safety, Vol. 93, pp. 1047-1059, 2008.

  • Eldred, M.S., Agarwal, H., Perez, V.M., Wojtkiewicz, S.F., Jr., and Renaud, J.E., "Investigation of Reliability Method Formulations in DAKOTA/UQ," Structure & Infrastructure Engineering: Maintenance, Management, Life-Cycle Design & Performance, Vol. 3, No. 3, Sept. 2007, pp. 199-213.

    • Earlier version: conference paper in Proceedings of the 9th ASCE Joint Specialty Conference on Probabilistic Mechanics and Structural Reliability, Albuquerque, NM, July 26-28, 2004.

  • Giunta, A.A., McFarland, J. M., Swiler, L.P., and Eldred, M.S., "The promise and peril of uncertainty quantification using response surface approximations," Structure & Infrastructure Engineering: Maintenance, Management, Life-Cycle Design & Performance, special issue on Uncertainty Quantification and Design under Uncertainty of Aerospace Systems, Vol. 2, Nos. 3-4, Sept.-Dec. 2006, pp. 175-189.

  • Lemke, R.W., Knudson, M.D., Bliss, D.E., Cochrane, K., Davis, J.-P., Giunta, A.A., Harjes, H.C., and Slutz, S.A., "Magnetically accelerated, ultrahigh velocity flyer plates for shock wave experiments," J. Applied Physics, Vol. 98, 2005.

  • Salinger, A.G., Pawlowski, R.P., Shadid, J.N., and van Bloemen Waanders, B., "Computational Analysis and Optimization of a Chemical Vapor Deposition Reactor with Large-Scale Computing," Industrial and Engineering Chemistry Research, in press, 2004.

  • Simpson, T. W., Booker, A. J., Ghosh, D., Giunta, A. A., Koch, P. N. and Yang, R.-J., "Approximation Methods in Multidisciplinary Analysis and Optimization: A Panel Discussion," Structural and Multidisciplinary Optimization, Vol. 27, No. 5, 2004, pp. 302-313.

  • Eldred, M.S., Giunta, A.A., and van Bloemen Waanders, B.G., "Multilevel Parallel Optimization Using Massively Parallel Structural Dynamics," Structural and Multidisciplinary Optimization, Springer-Verlag, Vol. 27, Nos. 1-2, May 2004, pp. 97-109.

    • Earlier version: paper AIAA-2001-1625 in Proceedings of the 42nd AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, Seattle, WA, April 16-19, 2001.

  • Romero, V. J., Swiler L. P., and Giunta, A. A., "Construction of Response Surfaces Based on Progressive-Lattice-Sampling Experimental Designs," Structural Safety, Vol. 26, No. 2, pp. 201-219, 2004.

  • Greenberg, D.S., Hart, W.E., and Phillips, C.A., "Enabling Department-Scale Supercomputing," Algorithms for Parallel Processing, IMA Volumes in Mathematics and Its Applications, 105:321-344. 1999.

  • Hart, W.E., "Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search," SIAM Journal of Optimization, 1999, pp. 270-290. Also appears as Sandia Technical Report SAND94-2666, Nov. 1994.

  • Dowding, K.J., and Blackwell, B.F., "Joint Experimental/Computational Techniques to Measure Thermal Properties of Solids," Measurement Science and Technology, Vol. 9, No. 6, June 1998, pp. 877-887.

  • Eldred, M.S., Outka, D.E., Bohnhoff, W.J., Witkowski, W.R., Romero, V.J., Ponslet, E.R., and Chen, K.S., "Optimization of Complex Mechanics Simulations with Object-Oriented Software Design," Computer Modeling and Simulation in Engineering, Vol. 1, No. 3, August 1996, pp. 323-352.

    • Earlier version: paper AIAA-95-1433 in Proceedings of the 36th AIAA/ASME/ ASCE/AHE/ASC Structures, Structural Dynamics, and Materials Conference, New Orleans, LA, April 10-13, 1995, pp. 2406-2415.

Conference Papers

Conference Posters

  • Alonso, J.J., Barone, M.F., Domino, S.P., Duraisamy, K., Eldred, M.S., Iaccarino, G., Jakeman, J.D., Tang, G., and Xiu, D., "Large-Scale Uncertainty and Error Analysis for Wind Turbine Applications: Compressive Sensing with Sub-sampling and Gradient Enhancement," 2013 ASCR Applied Math PI Meeting, Albuquerque, NM, Aug 6-8, 2013.

  • Eldred, M.S., Safta, C., Sargsyan, K., Debusschere, B.J., Jakeman, J.D., Chowdhary, K., and Najm, H.N., "Sandia Software Enabling Extreme-Scale Uncertainty Quantification," 2013 SciDAC PI Meeting, Rockville, MD, July 24-26, 2013.

  • Chowdhary, K., Jakeman, J.D., Eldred, M.S., Safta, C., and Najm, H.N., "Algorithms for missing and sparse data," 2013 SciDAC PI Meeting, Rockville, MD, July 24-26, 2013.

  • Jackson, C., Price, S., Eldred, M.S., Heimbach, P., Jakeman, J.D., Kalashnikova, I., Perego, M., Salinger, A., and Stadler, G., "PISCEES - Quantification of Uncertainty in Sea-Level Rise from Next Generation Ice Sheet Models," 2013 SciDAC PI Meeting, Rockville, MD, July 24-26, 2013.

  • Debusschere, B.J., Eldred, M.S., Jakeman, J.D., Sargsyan, K., Safta, C., Ray, J., Chowdhary, K., and Najm, H.N., "Algorithm Developments fur UQ in Extreme Scale Simulations," 2012 SciDAC PI Meeting, Rockville, MD, Sept. 10-12, 2012.

  • Eldred, M.S., Higdon, D., Prudencio, E., and Debusschere, B.J., "QUEST Software Tools for Uncertainty Propagation and Inference," 2012 SciDAC PI Meeting, Rockville, MD, Sept. 10-12, 2012.

  • Najm, H.N., Debusschere, B.J., Eldred, M.S., Safta, C., Jakeman, J.D., Higdon, D.M., Gattiker, J.R., Ghanem, R.G., Knio, O.M., Alexanderian, A., Marzouk, Y.M., El Moselhy, T.A., Li, J., Conrad, P.R., Bui-Thanh, T., Ghattas, O., Martin, J., Moser, R., Prudencio, E., and Stadler, G., "Quantification of Uncertainty in Extreme Scale Computations (QUEST)," ASCR Exascale Research Conference, Portland, Apr. 16-18, 2012.

  • Alonso, J.J., Iaccarino, G., Duraisamy, K., Witteveen, J.A.S., Petrone, G., Tang, G., Eldred, M.S., Barone, M.F., Domino, S.P., Xiu, D., "Large-Scale Uncertainty and Error Analysis for Time-dependent Fluid/Structure Interactions in Wind Turbine Applications," 2011 ASCR Applied Mathematics Program PI Meeting, Washington DC, Oct. 17-19, 2011.

Conference Abstracts

  • Jakeman, J.D. and Eldred, M.S., "Adaptive Basis Selection Methods for Enhancing Compressed Sensing," SIAM Conference on Uncertainty Quantification (UQ14), Savannah, GA, March 31-April 3, 2014.

  • Jakeman, J.D. and Narayan, A., "Adaptive Sparse Grid Inteprolation Using One-Dimensional Leja Sequences," SIAM Conference on Uncertainty Quantification (UQ14), Savannah, GA, March 31-April 3, 2014.

  • Jakeman, J.D. and Eldred, M.S., "Constructing Polynomial Chaos Expansions via Compressed Sensing and Cross Validation," 12th U.S. National Congress on Computational Mechanics, Raleigh, NC, July 22-25, 2013.

  • Eldred, M.S., Jakeman, J.D., Wildey, T.M., and Ng, L.W.T., "Multiple Model Forms in Uncertainty Quantification," 2013 SIAM Conference on Computational Science & Engineering, Boston, MA, Feb. 25-March 1, 2013.

  • Eldred, M.S., "Formulations for Optimization Under Uncertainty: Tailoring for UQ Propagation Methods," 13th INFORMS Computing Society Conference, Santa Fe, NM, January 6-8, 2013.

  • Najm, H.N., Sargsyan, K., Safta, C., Debusschere, B.J., Jakeman, J.D., and Eldred, M.S., "Sparse Polynomial Representations of High Dimensional Models," 10th World Congress on Computational Mechanics, 8-13 July, 2012, Sao Paulo, Brazil.

  • Adams, B.M., Swiler, L.P., and Eldred, M.S., "Practical UQ for Engineering Applications with DAKOTA," SIAM Conference on Uncertainty Quantification, Raleigh, NC, April 2-5, 2012.

  • Eldred, M.S., Phipps, E.T., and Dalbey, K.R., "Adjoint enhancement within global stochastic methods," SIAM Conference on Uncertainty Quantification, Raleigh, NC, April 2-5, 2012.

  • Phipps, E.T. and Eldred, M.S., "Scalable collocation methods using a combination of Krylov basis recycling and adjoint enhancement," SIAM Conference on Parallel Processing for Scientific Computing, Savannah, GA, Feb. 15-17, 2012.

  • Eldred, M.S., "Dimension Adaptive Refinement Approaches in Stochastic Expansion Methods," 11th U.S. National Congress on Computational Mechanics (USNCCM), Minneapolis, MN, July 25-29, 2011.

  • Eldred, M.S., "Adaptive p-refinement Approaches in Stochastic Expansion Methods," 2011 SIAM Conference on Computational Science and Engineering (CSE11), Reno, NV, February 28 - March 4, 2011.

  • Phipps, E.T., Eldred, M.S., Ghanem, R., Pawlowski, R.P., Red-Horse, J.R., Schmidt, R.C., and Stripling, H., "Stochastic Dimension Reduction for Network Coupled Systems," 2010 SIAM Annual Meeting (AN10), Pittsburgh, PA, July 12--16, 2010.

  • Eldred, M.S. and Xiu, D., "Mixed Aleatory/Epistemic Uncertainty Analysis and Design Under Uncertainty with Nonintrusive Polynomial Chaos and Stochastic Collocation Methods," 10th U.S. National Congress on Computational Mechanics (USNCCM), Columbus, OH, July 16-19, 2009.

  • Eldred, M.S., "Experiences with nonintrusive polynomial chaos and stochastic collocation methods for uncertainty analysis and design," SIAM Conference on Computational Science and Engineering (CSE09), Miami, FL, March 2-6, 2009.

  • Maute, K., Weickum, G., and Eldred, M.S., "Stochastic Reduced-Order Modeling Techniques for Design Under Uncertainty," Proceedings of the 8th World Congress on Computational Mechanics (WCCM8), Venice, Italy, June 30 - July 5, 2008.

  • Adams, B.M., "The DAKOTA Toolkit for Parallel Optimization and Uncertainty Analysis," SIAM Conference on Optimization (OP08), Boston, MA, May 10--13, 2008.

  • Adams, B.M., "Uncertainty-Aware Design Optimization with the DAKOTA Toolkit," INFORMS Annual Meeting 2007, Seattle, WA, November 4--7, 2007.

  • Adams, B.M., "Derivative-free Optimization Methods in DAKOTA with Applications," Second International Conference on Continuous Optimization (ICCOPT II) and Modeling and Optimization: Theory and Applications (MOPTA 07), Hamilton, ON, Canada, August 13--16, 2007.

  • Carnes, B., Copps, K.D., Eldred, M.S., Adams, B.M., Wittwer, J.W., "Coupled a posteriori error estimation and uncertainty quantification for a nonlinear elasticity MEMS problem," abstract for SIAM Conference on Computational Science and Engineering (CSE07), Costa Mesa, CA, February 19-23, 2007.

  • Dunlavy, D.M. and Eldred, M.S., "Formulations for Surrogate-Based Optimization Using Data Fit and Multifidelity Models," abstract for SIAM Conference on Computational Science and Engineering (CSE07), Costa Mesa, CA, February 19-23, 2007.

  • Robinson, T.D., Willcox, K.E., Eldred, M.S., and Haimes, R., "Multifidelity Optimization for Variable-Complexity Design," Second International Workshop on Surrogate Modeling and Space Mapping for Engineering Optimization, Lyngby, Denmark, Nov. 9-11, 2006.

  • Adams, B.M., "Uncertainty quantification for credible simulation and risk analysis: methods, software tools, and research needs," Workshop on Assessment of Sensitivity/Uncertainty Analysis Capabilities Applicable for the Nuclear Fuel Cycle, NC State University, Raleigh, NC, May 31, 2006.

  • Adams, B.M., Eldred, M.S., and Swiler, L.P., "Uncertainty Quantification and Reliability Analysis-Based Design Optimization Capabilities in DAKOTA," Ninth Copper Mountain Conference on Iterative Methods, Copper Mountain, CO, April 7, 2006.

  • Giunta, A.A., Castro, J.P., Hough, P.D.,Gray, G.A., Eldred, M.S., "Multifidelity Modeling Approaches in Simulation-Based Optimization," abstract for the SIAM Conference on Optimization, Stockholm, Sweden, May 15-19, 2005.

  • Giunta, A.A., Eldred, M.S., Hough, P.D., and Castro, J.P., "Overview of Surrogate-Based Optimization Research and Applications at Sandia National Laboratories," abstract for the Surrogate Optimization Workshop, Houston, TX, May 24-25, 2004.

  • Giunta, A.A. and Eldred, M.S., "Robust Design Optimization Using Surrogate Models," abstract for the Robust Optimization-Directed Design (RODD) Conference, Shalimar, FL, April 19-21, 2004.

  • Giunta, A.A., Eldred, M.S., Wojtkiewicz, S.F., Jr., Trucano, T.G., and Castro, J.P., "Surrogate-Based Optimization Methods for Engineering Design," abstract in Proceedings of the Fifth Biennial Tri-Laboratory Engineering Conference on Computational Modeling, Santa Fe, NM, October 21-23, 2003.

  • Giunta, A. A., and Eldred, M. S., "Surrogate-Based Optimization Under Uncertainty: Formulations and Applications" abstract in the Proceedings of the 18th International Symposium on Mathematical Programming, Copenhagen, Denmark, Aug. 2003.

  • Eldred, M.S., Giunta, A.A., Wojtkiewicz, S.F., Jr., and Trucano, T.G., "Formulations for Surrogate-Based Optimization Under Uncertainty," abstract in Proceedings of the 7th U.S. National Congress on Computational Mechanics, Albuquerque, NM, July 28-30, 2003.

  • Giunta, A.A. and Eldred, M.S., "Engineering Design Optimization Algorithms: Theory and Practice," abstract in Proceedings of the 7th U.S. National Congress on Computational Mechanics, Albuquerque, NM, July 28-30, 2003.

  • Eldred, M.S., Giunta, A.A., Wojtkiewicz, S.F., Jr., and Trucano, T.G., "Surrogate-Based Optimization Under Uncertainty: Status and Directions," abstract in SIAM Conference on Computational Science and Engineering. Final Program and Abstracts, San Diego, CA, Feb 10-13, 2003.

  • Giunta, A.A. and Eldred, M.S., "Case Studies in Computational Engineering Design Optimization: Challenges and Solutions," abstract in SIAM Conference on Computational Science and Engineering. Final Program and Abstracts, San Diego, CA, Feb 10-13, 2003.

  • Eldred, M.S., "DAKOTA: Virtual Prototyping with Large-Scale Engineering Simulations," abstract in IMA Workshop 4: Optimization in Simulation-Based Models, Minneapolis, MN, January 9-16, 2003.

  • Eldred, M.S., "The DAKOTA Optimization Framework: Virtual Prototyping with ASCI-Scale Simulations," abstract in Proceedings of the Fourth Biennial Tri-Laboratory Engineering Conference on Computational Modeling, Albuquerque, NM, Oct. 23-24, 2001, p. 82.

  • Wojtkiewicz, S.F., Jr., Field, R.V., Jr., Eldred, M.S., Red-Horse, J.R., and Urbina, A., "Uncertainty Quantification in Large Computational Engineering Models," abstract in Proceedings of the Fourth Biennial Tri-Laboratory Engineering Conference on Computational Modeling, Albuquerque, NM, Oct. 23-24, 2001, p. 11.

  • Hart, W. E., Giunta, A. A., Salinger, A. G., and van Bloemen Waanders, B., "An Overview of the Adaptive Pattern Search Algorithm and its Application to Engineering Optimization Problems," abstract in Proceedings of the McMaster Optimization Conference: Theory and Applications, McMaster University, Hamilton, Ontario, Canada, August 2001, p. 20.

  • Wojtkiewicz, S.F., Jr., Eldred M.S., Field, R.V., Jr., Urbina, A., Red-Horse, J.R., and Giunta, A.A., "DAKOTA/UQ: A Toolkit for Uncertainty Quantification in a Multiphysics, Massively Parallel Computational Environment," presented as (1) poster at ODU-NASA Training Workshop on Nondeterministic Approaches and Their Potential for Future Aerospace Systems, held in Langley, Virginia, May 30-31, 2001, (2) abstract (no proceedings) at USNCCM VI (Sixth United States Congress on Computational Mechanics) held in Dearborn, Michigan, August 1-3, 2001, and (3) abstract (no proceedings) at LLNL Sensitivity Analysis Workshop, August 16-17, 2001.

  • van Bloemen Waanders, B., "Simultaneous Analysis and Design Optimization of Massively Parallel Simulation Codes using Object Oriented Framework," abstract for Tenth SIAM Conference on Parallel Processing for Scientific Computing, March 2001.

  • Giunta, A.A., "Coupling High-Performance Computing, Optimization, and Shock Physics Simulations," abstract in session CP04 of the Final Program of the First SIAM Conference on Computational Science and Engineering, Washington, DC, September 21-23, 2000, p. 47.

  • Hart, W.E., Eldred, M.S., and Giunta, A.A., "Solving mixed-integer nonlinear problems with PICO," abstract in proceedings of the 17th International Symposium on Mathematical Programming (ISMP 2000), Atlanta, GA, August 7-11, 2000.

  • van Bloemen Waanders, B.G., Eldred, M.S., Hart, W.E., Schimel, B.D., and Giunta, A.A., "A Review of the Dakota Toolkit, Multilevel Parallelism for Complex PDE Simulations on TeraFLOP Computers," abstract presented in the Optimization in Engineering Minisymposium at the SIAM Annual Meeting, Rio Grande, Puerto Rico, July 10-14, 2000.

  • Romero, V.J., Painton, L.A., and Eldred, M.S., "Optimization Under Uncertainty: Shifting of Maximum Vulnerability Point Due to Uncertain Failure Thresholds," 1997 INFORMS Spring Meeting, San Diego, CA, May 1997.

  • Eldred, M.S., Outka, D.E., and Bohnhoff, W.J., "Optimization of Complex Engineering Simulations with the DAKOTA Toolkit," abstract in Proceedings of the First Biennial Tri-Laboratory Engineering Conference on Computational Modeling, Pleasanton, CA, Oct. 31-Nov. 2, 1995.

SAND Reports



Advance Simulation and Computing Advanced Scientific Computing Research Consortium for Advanced Simulation of LWRs Scientific Discovery through Advanced Computing