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This paper presents a unified framework for uncertainty propagation in dynamical systems involving hybrid aleatory and epistemic uncertainties. The framework accommodates precise probabilistic, imprecise probabilistic, and non-probabilistic…

Methodology · Statistics 2025-09-12 Yi Luo , Meng-Ze Lyu , Matteo Broggi , Marko Thiele , Vasileios C. Fragkoulis , Michael Beer

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

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…

Machine Learning · Computer Science 2023-12-19 Tyler E. Maltba , Vishwas Rao , Daniel Adrian Maldonado

We study distributed computation in synchronous dynamic networks where an omniscient adversary controls the unidirectional communication links. Its behavior is modeled as a sequence of directed graphs representing the active (i.e. timely)…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-20 Martin Biely , Peter Robinson , Ulrich Schmid

A novel solution to the smoothing problem for multi-object dynamical systems is proposed and evaluated. The systems of interest contain an unknown and varying number of dynamical objects that are partially observed under noisy and corrupted…

Computation · Statistics 2020-09-08 Jeremie Houssineau , Jiajie Zeng , Ajay Jasra

Single-particle traces of the diffusive motion of molecules, cells, or animals are by-now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics…

Statistical Mechanics · Physics 2023-09-14 Henrik Seckler , Janusz Szwabinski , Ralf Metzler

Consider briefly the equations of fluid dynamics-they describe the enormous wealth of detail in all the interacting physical elements of a fluid flow-whereas in applications we want to deal with a description of just that which is…

chao-dyn · Physics 2016-08-31 A. J. Roberts

This work studies distributed learning in the spirit of Yao's model of communication complexity: consider a two-party setting, where each of the players gets a list of labelled examples and they communicate in order to jointly perform some…

Machine Learning · Computer Science 2018-04-24 Daniel M. Kane , Roi Livni , Shay Moran , Amir Yehudayoff

Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…

Statistical Mechanics · Physics 2020-09-16 E. Abad , C. N. Angstmann , B. I. Henry , A. V. McGann , F. Le Vot , S. B. Yuste

This paper proposes an algorithm capable of driving a system to follow a piecewise linear trajectory without prior knowledge of the system dynamics. Motivated by a critical failure scenario in which a system can experience an abrupt change…

Robotics · Computer Science 2025-10-06 Taha Shafa , Yiming Meng , Melkior Ornik

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

In this paper, we consider the data-driven discovery of stable dynamical models with a single equilibrium. The proposed approach uses a basis-function parameterization of the differential equations and the associated Lyapunov function. This…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Zhe Li , Ilias Mitrai

We start from the Theory of Random Point Processes to derive n-point coupled master equations describing the continuous dynamics of discrete variables in random graphs. These equations constitute a hierarchical set of approximations that…

Disordered Systems and Neural Networks · Physics 2021-11-24 David Machado , Roberto Mulet

In open-domain dialogues, predictive uncertainties are mainly evaluated in a domain shift setting to cope with out-of-distribution inputs. However, in real-world conversations, there could be more extensive distributional shifted inputs…

Computation and Language · Computer Science 2021-09-02 Nyoungwoo Lee , ChaeHun Park , Ho-Jin Choi

The reliability assessment of a machine learning model's prediction is an important quantity for the deployment in safety critical applications. Not only can it be used to detect novel sceneries, either as out-of-distribution or anomaly…

Machine Learning · Computer Science 2022-05-12 Steve Dias Da Cruz , Bertram Taetz , Thomas Stifter , Didier Stricker

We provide an overview of high dimensional dynamical systems driven by random matrices, focusing on applications to simple models of learning and generalization in machine learning theory. Using both cavity method arguments and path…

Disordered Systems and Neural Networks · Physics 2026-01-12 Blake Bordelon , Cengiz Pehlevan

A key task in the field of modeling and analyzing nonlinear dynamical systems is the recovery of unknown governing equations from measurement data only. There is a wide range of application areas for this important instance of system…

Dynamical Systems · Mathematics 2019-04-11 Patrick Gelß , Stefan Klus , Jens Eisert , Christof Schütte

Traditional statistical estimation, or statistical inference in general, is static, in the sense that the estimate of the quantity of interest does not change the future evolution of the quantity. In some sequential estimation problems…

Machine Learning · Computer Science 2021-12-01 Aolin Xu

A method is introduced for studying large deviations in the context of statistical physics of disordered systems. The approach, based on an extension of the cavity method to atypical realizations of the quenched disorder, allows us to…

Disordered Systems and Neural Networks · Physics 2009-11-11 Olivier Rivoire

The goal of this presentation is to highlight various computational techniques used to study dynamics of quantum many-body systems. We examine the projection and variable phase methods being applied to multi-channel problems of scattering…

Nuclear Theory · Physics 2014-12-22 Alexander Volya