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Mathematical models are essential for understanding and making predictions about systems arising in nature and engineering. Yet, mathematical models are a simplification of true phenomena, thus making predictions subject to uncertainty.…

Numerical Analysis · Mathematics 2023-03-03 Mark Hobbs , Hussein Rappel , Tim Dodwell

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter $y$. The performance parameter $y$ is random due to the presence of various sources…

Numerical Analysis · Mathematics 2016-07-20 Keyi Wu , Jinglai Li

Statistical estimation of the prediction uncertainty of physical models is typically hindered by the inadequacy of these models due to various approximations they are built upon. The prediction errors due to model inadequacy can be handled…

Data Analysis, Statistics and Probability · Physics 2017-09-11 Pascal Pernot

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

Computational molecular modeling and visualization has seen significant progress in recent years with sev- eral molecular modeling and visualization software systems in use today. Nevertheless the molecular biology community lacks…

Computational Engineering, Finance, and Science · Computer Science 2016-05-20 Muhibur Rasheed , Nathan Clement , Abhishek Bhowmick , Chandrajit Bajaj

We develop rigorous estimates and provably convergent approximations for the memory integral in the Mori-Zwanzig (MZ) formulation. The new theory is built upon rigorous mathematical foundations and is presented for both state-space and…

Numerical Analysis · Mathematics 2018-10-17 Yuanran Zhu , Jason M. Dominy , Daniele Venturi

In multiple-front solutions of the Burgers equation, all the fronts, except for two, are generated through the inelastic interaction of exponential wave solutions of the Lax pair associated with the equation. The inelastically generated…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 Alex Veksler , Yair Zarmi

Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…

Atmospheric and Oceanic Physics · Physics 2009-08-26 T. N. Palmer , F. J. Doblas-Reyes , A. Weisheimer , G. J. Shutts , J. Berner , J. M. Murphy

This paper deals with model order reduction of parametrical dynamical systems. We consider the specific setup where the distribution of the system's trajectories is unknown but the following two sources of information are available:…

Methodology · Statistics 2017-05-10 Patrick Héas , Cédric Herzet

A new approach for uncertainty management for fuzzy, rule based decision support systems is proposed: The domain expert's knowledge is expressed by a set of rules that frequently refer to vague and uncertain propositions. The certainty of…

Artificial Intelligence · Computer Science 2013-04-10 Christoph F. Eick

A new method of virtual unknown parameter is proposed to synchronize two different systems with unknown parameters and disturbance in finite time. Virtual unknown parameters are introduced in order to avoid the unknown parameters from…

Chaotic Dynamics · Physics 2009-09-30 Meili Lin , Zhengzhong Yuan , Jianping Cai

Hyperbolic balance laws with uncertain (random) parameters and inputs are ubiquitous in science and engineering. Quantification of uncertainty in predictions derived from such laws, and reduction of predictive uncertainty via data…

Statistics Theory · Mathematics 2021-04-28 Francesca Boso , Daniel M. Tartakovsky

We study the vanishing viscosity limit of the one-dimensional Burgers equation near nondegenerate shock formation. We develop a matched asymptotic expansion that describes small-viscosity solutions to arbitrary order up to the moment the…

Analysis of PDEs · Mathematics 2022-04-05 Sanchit Chaturvedi , Cole Graham

We develop a mathematical and numerical framework to solve state estimation problems for applications that present variations in the shape of the spatial domain. This situation arises typically in a biomedical context where inverse problems…

Numerical Analysis · Mathematics 2023-03-14 Felipe Galarce , Damiano Lombardi , Olga Mula

With the ever-increasing use of Reynolds-Averaged Navier--Stokes (RANS) simulations in mission-critical applications, the quantification of model-form uncertainty in RANS models has attracted attention in the turbulence modeling community.…

Fluid Dynamics · Physics 2017-03-28 Heng Xiao , Jian-Xun Wang , Roger G. Ghanem

In this paper we introduce a sublinear conditional operator with respect to a family of possibly nondominated probability measures in presence of multiple ordered default times. In this way we generalize the results of [5], where a…

Mathematical Finance · Quantitative Finance 2022-10-17 Francesca Biagini , Andrea Mazzon , Katharina Oberpriller

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

We develop a novel application of hybrid information divergences to analyze uncertainty in steady-state subsurface flow problems. These hybrid information divergences are non-intrusive, goal-oriented uncertainty quantification tools that…

Probability · Mathematics 2019-07-05 Eric Joseph Hall , Markos A. Katsoulakis

This study is a first step towards using data-informed differential models to predict and control the dynamics of cancer-on-chip experiments. We consider a conceptualized one-dimensional device, containing a cancer and a population of white…

Computational Engineering, Finance, and Science · Computer Science 2026-02-06 Silvia Bertoluzza , Vittoria Bianchi , Gabriella Bretti , Lorenzo Tamellini , Pietro Zanotti

Stochastic dynamics, such as molecular dynamics, are important in many scientific applications. However, summarizing and analyzing the results of such simulations is often challenging, due to the high dimension in which simulations are…

Dynamical Systems · Mathematics 2023-09-11 David Aristoff , Mats Johnson , Danny Perez