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We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…

Methodology · Statistics 2025-09-04 P. Algikar , P. Sharma , M. Netto , L. Mili

We address the problem of constructing varying-coefficient models based on basis expansions along with the technique of regularization. A crucial point in our modeling procedure is the selection of smoothing parameters in the regularization…

Methodology · Statistics 2015-02-19 Hidetoshi Matsui , Toshihiro Misumi , Shuichi Kawano

In this work, we present methodologies for the quantification of confidence in bottom-up coarse-grained models for molecular and macromolecular systems. Coarse-graining methods have been extensively used in the past decades in order to…

In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due…

The problem of state reconstruction is considered for uncertain linear time-invariant systems with overparameterization, arbitrary state-space matrices and unknown additive perturbation described by an exosystem. A novel adaptive observer…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Anton Glushchenko , Konstantin Lastochkin

Weather and climate forecasts are inherently uncertain due to chaotic dynamics, imperfect initial conditions, and incomplete representation of the underlying physical processes. Operational ensemble forecasts aim to represent these…

Machine Learning · Computer Science 2026-05-26 Birgit Kühbacher , Daan Crommelin , Niki Kilbertus

Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a…

Optimization and Control · Mathematics 2021-05-11 Gustavo Barbosa Libotte , Fran Sérgio Lobato , Francisco Duarte Moura Neto , Gustavo Mendes Platt

We study quantum corrections to the $\Lambda$CDM model model arising from a minimum measurable length in Heisenberg's uncertainty principle. We focus on a higher-order Generalized Uncertainty Principle, beyond the quadratic form. This…

General Relativity and Quantum Cosmology · Physics 2025-12-25 Andronikos Paliathanasis , Genly Leon , Yoelsy Leyva , Giuseppe Gaetano Luciano , Amare Abebe

This paper investigates fuzzy nonlinear system equations using an optimization approach. Here, the inner-outer direct search technique is used with fuzzy coefficients and vectors to quantify the uncertain solution. The fuzzy nonlinear…

Optimization and Control · Mathematics 2022-06-02 Paresh Kumar Panigrahi , Sukanta Nayak , Sudipta Priyadarshini

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…

Numerical Analysis · Mathematics 2024-08-14 Christian Kuehn , Chiara Piazzola , Elisabeth Ullmann

The problem of dynamic estimation of all parameters of a model representing chaotic and hyperchaotic systems using information from a scalar measured output is solved. The variational calculus based method is robust in the presence of…

Chaotic Dynamics · Physics 2015-06-26 Rahul Konnur

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

An uncertainty quantification framework is developed for Eulerian-Lagrangian models of particle-laden flows, where the fluid is modeled through a system of partial differential equations in the Eulerian frame and inertial particles are…

Computational Physics · Physics 2018-11-01 Vasileios Fountoulakis , H. S. Udaykumar , Gustaaf B. Jacobs

In this paper we consider the problem of deriving approximate autonomous dynamics for a number of variables of a dynamical system, which are weakly coupled to the remaining variables. In a previous paper we have used the Ruelle response…

Statistical Mechanics · Physics 2015-06-11 Jeroen Wouters , Valerio Lucarini

We study the discretization, convergence, and numerical implementation of recent reformulations of the quadratic porous medium equation (multidimensional and anisotropic) and Burgers' equation (one-dimensional, with optional viscosity), as…

Numerical Analysis · Mathematics 2025-11-06 Jean-Marie Mirebeau , Erwan Stampfli

A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…

Analysis of PDEs · Mathematics 2013-10-16 Mickael D. Chekroun , Honghu Liu , Shouhong Wang

A popular approach for addressing uncertainty in variational inequality problems is by solving the expected residual minimization (ERM) problem. This avenue necessitates distributional information associated with the uncertainty and…

Optimization and Control · Mathematics 2015-12-14 Yue Xie , Uday V. Shanbhag

We propose a mathematical model that combines elastic, viscous and porous effects with growth or shrinkage due to microstructural changes. This phenomenon is important in tissue or tumor growth, as well as in dermal contraction. Although…

Numerical Analysis · Mathematics 2025-12-12 Sabia Asghar , Duncan den Bakker , Etelvina Javierre , Qiyao Peng , Fred J. Vermolen

In this work, we focus on reduced order modeling (ROM) techniques for hyperbolic conservation laws with application in uncertainty quantification (UQ) and in conjunction with the well-known Monte Carlo sampling method. Because we are…

Numerical Analysis · Mathematics 2018-08-13 R. Crisovan , D. Torlo , R. Abgrall , S. Tokareva

Reconstruction of equations of motion from incomplete or noisy data and dimension reduction are two fundamental problems in the study of dynamical systems with many degrees of freedom. For the latter extensive efforts have been made but…

Statistical Mechanics · Physics 2011-02-08 Jianhua Xing , Kenneth S Kim