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We study a version of the randomized Kaczmarz algorithm for solving systems of linear equations where the iterates are confined to the solution space of a selected subsystem. We show that the subspace constraint leads to an accelerated…

Numerical Analysis · Mathematics 2024-06-11 Jackie Lok , Elizaveta Rebrova

Discontinuities can be fairly arbitrary but also cause a significant impact on outcomes in larger systems. Indeed, their arbitrariness is why they have been used to infer causal relationships among variables in numerous settings. Regression…

Information Theory · Computer Science 2023-12-29 Ibtihal Ferwana , Suyoung Park , Ting-Yi Wu , Lav R. Varshney

A mesh refinement method is described for solving optimal control problems using Legendre-Gauss-Radau collocation. The method detects discontinuities in the control solution by employing an edge detection scheme based on jump function…

Optimization and Control · Mathematics 2020-03-27 Alexander T. Miller , WIlliam W. Hager , Anil V. Rao

In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making…

Methodology · Statistics 2017-03-20 Roland Schöbi , Bruno Sudret

The work presented here investigates the application of polynomial chaos expansion toward input shaper design in order to maintain robustness in dynamical systems subject to uncertainty. Furthermore, this work intends to specifically…

Systems and Control · Electrical Eng. & Systems 2026-02-05 Johannes Güttler , Karan Baker , Premjit Saha , James Warner , Adrian Stein

Robustness analysis is very important in biology and neuroscience, to unravel behavioural patterns of systems that are conserved despite large parametric uncertainties. To make studies of probabilistic robustness more efficient and scalable…

Quantitative Methods · Quantitative Biology 2026-01-08 Uros Sutulovic , Daniele Proverbio , Rami Katz , Giulia Giordano

Methods based on polynomial chaos expansion allow to approximate the behavior of systems with uncertain parameters by deterministic dynamics. These methods are used in a wide range of applications, spanning from simulation of uncertain…

Systems and Control · Computer Science 2017-11-28 Tillmann Mühlpfordt , Rolf Findeisen , Veit Hagenmeyer , Timm Faulwasser

Propagating uncertainties introduced by chemical reaction rate parameters to high-fidelity numerical simulations of complex combustion devices is necessary to ascertain impact on computational predictions. However, the high cost of detailed…

Computational Physics · Physics 2026-03-12 Vansh Sharma , Shuzhi Zhang , Rahul Jain , Venkat Raman

We present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…

Computational Engineering, Finance, and Science · Computer Science 2020-01-13 Dimitrios Loukrezis , Armin Galetzka , Herbert De Gersem

Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…

Computation · Statistics 2012-11-13 Lorenzo Fagiano , Mustafa Khammash

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

Numerical Analysis · Mathematics 2024-02-09 Nick Pepper , Francesco Montomoli , Kyriakos Kantarakias

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

In the discretization of differential problems on complex geometrical domains, discretization methods based on polygonal and polyhedral elements are powerful tools. Adaptive mesh refinement for such kind of problems is very useful as well…

Numerical Analysis · Mathematics 2019-12-12 Stefano Berrone , Andrea Borio , Alessandro D'Auria

We propose an overlapping Schwarz space-time refinement framework for the material point method (OS-MPM) to improve computational efficiency in problems with strongly localized deformation, contact, and large geometric nonlinearity. The…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Zhaofeng Luo , Minchen Li , Yupeng Jiang

This paper presents an enhanced direct-method-based approach for the real-time solution of optimal control problems to handle path constraints, such as obstacles. The principal contributions of this work are twofold: first, the existing…

Systems and Control · Electrical Eng. & Systems 2024-03-05 Juho Bae , Ji Hoon Bai , Byung-Yoon Lee , Jun-Yong Lee

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

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…

Numerical Analysis · Mathematics 2019-11-12 Sharif Rahman

This paper addresses uncertainty quantification (UQ) for problems where scalar (or low-dimensional vector) response quantities are insufficient and, instead, full-field (very high-dimensional) responses are of interest. To do so, an…

Probability · Mathematics 2018-04-18 D. G Giovanis , M. D. Shields

Recovering credible cosmological parameter constraints in a weak lensing shear analysis requires an accurate model that can be used to marginalize over nuisance parameters describing potential sources of systematic uncertainty, such as the…

Cosmology and Nongalactic Astrophysics · Physics 2023-04-20 Tianqing Zhang , Markus Michael Rau , Rachel Mandelbaum , Xiangchong Li , Ben Moews

Budgeted uncertainty sets have been established as a major influence on uncertainty modeling for robust optimization problems. A drawback of such sets is that the budget constraint only restricts the global amount of cost increase that can…

Optimization and Control · Mathematics 2020-08-28 Marc Goerigk , Stefan Lendl