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In this paper, we focus on the construction of a hybrid scheme for the approximation of non-Maxwellian kinetic models with uncertainties. In the context of multiagent systems, the introduction of a kernel at the kinetic level is useful to…

Numerical Analysis · Mathematics 2022-07-14 Andrea Medaglia , Andrea Tosin , Mattia Zanella

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

This work outlines a diffuse interface method for the study of fracture and fragmentation in ductile metals at high strain-rates in Eulerian finite volume simulations. The work is based on an existing diffuse interface method capable of…

Computational Physics · Physics 2022-10-11 Tim Wallis , Philip T. Barton , Nikolaos Nikiforakis

For objects in the low Earth orbit region, uncertainty in atmospheric density estimation is an important source of orbit prediction error, which is critical for space situational awareness activities such as the satellite conjunction…

Space Physics · Physics 2022-11-01 Smriti Nandan Paul , Richard J. Licata , Piyush M. Mehta

Uncertainty estimation, which provides a means of building explainable neural networks for medical imaging applications, have mostly been studied for single deep learning models that focus on a specific task. In this paper, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2023-10-02 Leonhard F. Feiner , Martin J. Menten , Kerstin Hammernik , Paul Hager , Wenqi Huang , Daniel Rueckert , Rickmer F. Braren , Georgios Kaissis

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Computation · Statistics 2015-03-19 Tuhin Sahai , Jose Miguel Pasini

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…

Numerical Analysis · Mathematics 2025-03-28 Markus Bachmayr , Martin Eigel , Henrik Eisenmann , Igor Voulis

Quantifying uncertainty associated with the microstructure variation of a material can be a computationally daunting task, especially when dealing with advanced constitutive models and fine mesh resolutions in the crystal plasticity finite…

Materials Science · Physics 2023-02-10 Anh Tran , Pieterjan Robbe , Hojun Lim

Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative…

Optimization and Control · Mathematics 2024-04-05 Johannes O. Royset

The present paper is motivated by one of the most fundamental challenges in inverse problems, that of quantifying model discrepancies and errors. While significant strides have been made in calibrating model parameters, the overwhelming…

Computational Physics · Physics 2018-03-08 Lukas Bruder , Phaedon-Stelios Koutsourelakis

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

Current research on robust trajectory planning for autonomous agents aims to mitigate uncertainties arising from disturbances and modeling errors while ensuring guaranteed safety. Existing methods primarily utilize stochastic optimal…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Christian Vitale , Savvas Papaioannou , Panayiotis Kolios , Georgios Ellinas

When a large body of data from diverse experiments is analyzed using a theoretical model with many parameters, the standard error matrix method and the general tools for evaluating errors may become inadequate. We present an iterative…

High Energy Physics - Phenomenology · Physics 2009-07-24 J. Pumplin , D. R. Stump , W. K. Tung

Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…

Statistical Mechanics · Physics 2025-10-07 Javier Aguilar , Miguel A. Muñoz , Sandro Azaele

We introduce a framework for quantifying propagation of uncertainty arising in a dynamic setting. Specifically, we define dynamic uncertainty sets designed explicitly for discrete stochastic processes over a finite time horizon. These…

Risk Management · Quantitative Finance 2024-02-05 Marlon Moresco , Mélina Mailhot , Silvana M. Pesenti

We study a class of stochastic optimal design problems for elliptic partial differential equations in divergence form, where the coefficients represent mixtures of two conducting materials. The objective is to minimize a generalized risk…

Optimization and Control · Mathematics 2026-02-24 Amal Alphonse , Petar Kunštek , Marko Vrdoljak

We present a novel approach aimed at high-performance uncertainty quantification for time-dependent problems governed by partial differential equations. In particular, we consider input uncertainties described by a Karhunen-Loeeve expansion…

Computational Engineering, Finance, and Science · Computer Science 2021-02-05 Seif Ben Bader , Pietro Benedusi , Alessio Quaglino , Patrick Zulian , Rolf Krause

We propose an discontinuous Galerkin local orthogonal decomposition multiscale method for convection-diffusion problems with rough, heterogeneous, and highly varying coefficients. The properties of the multiscale method and the…

Numerical Analysis · Mathematics 2015-09-14 Daniel Elfverson

The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…

Chaotic Dynamics · Physics 2014-07-29 Sergey A. Kamenshchikov

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

Numerical Analysis · Mathematics 2021-10-19 Pelin Çiloğlu , Hamdullah Yücel
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