Related papers: The ideas behind the Self Consistent Expansion
For many nonlinear physical systems, approximate solutions are pursued by conventional perturbation theory in powers of the non-linear terms. Unfortunately, this often produces divergent asymptotic series, collectively dismissed by Abel as…
Motivated by a controversy over the correct results derived from the dynamic renormalization group (DRG) analysis of the non linear molecular beam epitaxy (MBE) equation, a self-consistent expansion (SCE) for the non linear MBE theory is…
The self-consistent expansion (SCE) is a powerful technique for obtaining perturbative solutions to problems in statistical physics but it suffers from a subtle problem - too much freedom! The SCE can be used to generate an enormous number…
In this paper various predictions for the scaling exponents of the Nonlocal Kardar-Parisi-Zhang (NKPZ) equation are discussed. I use the Self-Consistent Expansion (SCE), and obtain results that are quite different from result obtained in…
A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis…
The method of self-consistent expansions is a powerful tool for handling strong coupling problems that might otherwise be beyond the reach of perturbation theory, providing surprisingly accurate approximations even at low order. First…
Polynomial chaos expansion (PCE) is a powerful surrogate model-based reliability analysis method. Generally, a PCE model with a higher expansion order is usually required to obtain an accurate surrogate model for some complex non-linear…
A novel method of exponentially stable adaptive control to compensate for matched parametric uncertainty under a mild condition of semi-persistent excitation (s-PE) of a regressor with piecewise-constant rank and nullspace is proposed. It…
The Stochastic Series Expansion (SSE) technique is a quantum Monte Carlo method that is especially efficient for many quantum spin systems and boson models. It was the first generic method free from the discretization errors affecting…
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
The Stochastic Series Expansion method (SSE) is a Quantum Monte Carlo (QMC) technique working directly in the imaginary time continuum and thus avoiding "Trotter discretization" errors. Using a non-local "operator-loop update" it allows…
Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…
Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful sparse regression solvers to approximate computer models with…
To explain the decision of any model, we extend the notion of probabilistic Sufficient Explanations (P-SE). For each instance, this approach selects the minimal subset of features that is sufficient to yield the same prediction with high…
Effective properties of composite materials are defined as the ensemble average of property-specific PDE solutions over the underlying microstructure distributions. Traditionally, predicting such properties can be done by solving PDEs…
The one dimensional symmetric simple exclusion process (SSEP) is one of the very few exactly soluble models of non-equilibrium statistical physics. It describes a system of particles which diffuse with hard core repulsion on a one…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Gradient Descent (SGD). To achieve computational efficiency, we…
The common spatial pattern analysis (CSP) is a widely used signal processing technique in brain-computer interface (BCI) systems to increase the signal-to-noise ratio in electroencephalogram (EEG) recordings. Despite its popularity, the…
Uncertainty quantification (UQ) has received much attention in the literature in the past decade. In this context, Sparse Polynomial chaos expansions (PCE) have been shown to be among the most promising methods because of their ability to…