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Stochastic computing (SC) is an emerging computing technique which offers higher computational density, and lower power over binary-encoded (BE) computation. Unlike BE computation, SC encodes values as probabilistic bitstreams which makes…

Emerging Technologies · Computer Science 2018-10-12 Vincent T. Lee , Armin Alaghi , Luis Ceze , Mark Oskin

We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík , Kookjin Lee

Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

Systems and Control · Computer Science 2016-12-06 Gang Cao , Edmund M-K Lai , Fakhrul Alam

Security-Constrained Unit Commitment (SCUC) is one of the most significant problems in secure and optimal operation of modern electricity markets. New sources of uncertainties such as wind speed volatility and price-sensitive loads impose…

Optimization and Control · Mathematics 2017-01-25 Mahdi Mehrtash , Mahdi Raoofat , Mohammad Mohammadi , Mohammad Hossein Zakernejad

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Numerical Analysis · Mathematics 2018-06-04 Ehsan Kharazmi , Mohsen Zayernouri

We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…

Dynamical Systems · Mathematics 2007-05-23 Yu Zou , Ioannis G. Kevrekidis

We first investigate the structure of the systems derived from the gPC based stochastic Galerkin method for the nonlinear hyperbolic systems with random inputs. This method adopts a generalized Polynomial Chaos (gPC) approximations in the…

Numerical Analysis · Mathematics 2016-01-27 Zhenning Cai , Ruo Li , Yanli Wang

The study of uncertainty propagation is of fundamental importance in plasma physics simulations. To this end, in the present work we propose a novel stochastic Galerkin (sG) particle {method} for collisional kinetic models of plasmas under…

Numerical Analysis · Mathematics 2023-03-22 Andrea Medaglia , Lorenzo Pareschi , Mattia Zanella

In this paper we address the problem of uncertainty management for robust design, and verification of large dynamic networks whose performance is affected by an equally large number of uncertain parameters. Many such networks (e.g. power,…

Computation · Statistics 2011-10-12 Amit Surana , Tuhin Sahai , Andrzej Banaszuk

When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is both simulation and input uncertainty in the performance…

Methodology · Statistics 2020-11-10 Wei Xie , Barry L. Nelson , Russell R. Barton

For decades, uncertainty quantification techniques based on the spectral approach have been demonstrated to be computationally more efficient than the Monte Carlo method for a wide variety of problems, particularly when the dimensionality…

Numerical Analysis · Mathematics 2022-07-22 Hugo Esquivel , Arun Prakash , Guang Lin

We present an enriched formulation of the Least Squares (LSQ) regression method for Uncertainty Quantification (UQ) using generalised polynomial chaos (gPC). More specifically, we enrich the linear system with additional equations for the…

Numerical Analysis · Mathematics 2023-08-09 Kyriakos D. Kantarakias , George Papadakis

In stochastic simulation, input uncertainty refers to the propagation of the statistical noise in calibrating input models to impact output accuracy, in addition to the Monte Carlo simulation noise. The vast majority of the input…

Methodology · Statistics 2024-03-18 Motong Chen , Henry Lam , Zhenyuan Liu

Mid-circuit measurements and measurement-controlled gates are supported by an increasing number of quantum hardware platforms and will become more relevant as an essential building block for quantum error correction. However, mid-circuit…

Quantum Physics · Physics 2025-02-27 Yanbin Chen , Innocenzo Fulginiti , Christian B. Mendl

More than 23 million people are suffered by Heart failure worldwide. Despite the modern transplant operation is well established, the lack of heart donations becomes a big restriction on transplantation frequency. With respect to this…

Fluid Dynamics · Physics 2017-06-29 Chen Song , Vincent Heuveline

In the study of gas dynamics, theoretical modeling and numerical simulation are mostly set up with deterministic settings. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between flow-field…

Computational Physics · Physics 2020-08-07 Tianbai Xiao

Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique…

Computational Engineering, Finance, and Science · Computer Science 2016-11-08 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

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