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Spectral clustering is a popular unsupervised learning technique which is able to partition unlabelled data into disjoint clusters of distinct shapes. However, the data under consideration are often experimental data, implying that the data…

Machine Learning · Statistics 2025-05-26 Jürgen Dölz , Jolanda Weygandt

In this paper, we study the generalized polynomial chaos (gPC) based stochastic Galerkin method for the linear semiconductor Boltzmann equation under diffusive scaling and with random inputs from an anisotropic collision kernel and the…

Analysis of PDEs · Mathematics 2018-02-19 Liu Liu

We consider traffic flow models at different scales of observation. Starting from the well known hierarchy between microscopic, kinetic and macroscopic scales, we will investigate the propagation of uncertainties through the models using…

Numerical Analysis · Mathematics 2022-10-13 Elisa Iacomini

Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…

Computational Physics · Physics 2021-05-05 Tianbai Xiao , Martin Frank

In this paper the optimal control of flocking models with random inputs is investigated from a numerical point of view. The effect of uncertainty in the interaction parameters is studied for a Cucker-Smale type model using a generalized…

Numerical Analysis · Mathematics 2015-03-03 Giacomo Albi , Lorenzo Pareschi , Mattia Zanella

Many systems such as autonomous vehicles and quadrotors are subject to parametric uncertainties and external disturbances. These uncertainties can lead to undesired performance degradation and safety issues. Therefore, it is important to…

Systems and Control · Electrical Eng. & Systems 2019-10-09 Huishan Chen , Zheng Zhang

When simulating a complex stochastic system, the behavior of output response depends on input parameters estimated from finite real-world data, and the finiteness of data brings input uncertainty into the system. The quantification of the…

Risk Management · Quantitative Finance 2017-12-20 Helin Zhu , Tianyi Liu , Enlu Zhou

This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Prabhat K. Mishra , Joel A. Paulson , Richard D. Braatz

This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve…

Numerical Analysis · Mathematics 2023-11-01 Zhibao Zheng , Udo Nackenhorst

This work suggests several methods of uncertainty treatment in multiscale modelling and describes their application to a system of coupled turbulent transport simulations of a tokamak plasma. We propose a method to quantify the usually…

Plasma Physics · Physics 2023-07-10 Yehor Yudin , David Coster , Udo von Toussaint , Frank Jenko

Recent years have seen unprecedented advance in the design and control of quantum computers. Nonetheless, their applicability is still restricted and access remains expensive. Therefore, a substantial amount of quantum algorithms research…

Quantum Physics · Physics 2020-12-11 Thomas Grurl , Richard Kueng , Jürgen Fuß , Robert Wille

We develop generalized polynomial chaos (gPC) based stochastic Galerkin (SG) methods for a class of highly oscillatory transport equations that arise in semiclassical modeling of non-adiabatic quantum dynamics. These models contain…

Numerical Analysis · Mathematics 2017-04-05 Nicolas Crouseilles , Shi Jin , Mohammed Lemou , Liu Liu

Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…

Numerical Analysis · Mathematics 2019-12-20 Jakob Dürrwächter , Thomas Kuhn , Fabian Meyer , Louisa Schlachter , Florian Schneider

This paper proposes a general framework to estimate coefficients of generalized polynomial chaos (gPC) used in uncertainty quantification via rotational sparse approximation. In particular, we aim to identify a rotation matrix such that the…

Computation · Statistics 2021-09-20 Mengqi Hu , Yifei Lou , Xiu Yang

The calculation of physical quantities by lattice QCD simulations requires in some important cases the determination of the inverse of a very large matrix. In this article we describe how stochastic estimator methods can be applied to this…

High Energy Physics - Lattice · Physics 2007-05-23 S. Güsken

Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…

Computation · Statistics 2015-09-11 Nikolas Kantas , Arnaud Doucet , Sumeetpal S. Singh , Jan Maciejowski , Nicolas Chopin

A comprehensive uncertainty estimation is vital for the precision program of the LHC. While experimental uncertainties are often described by stochastic processes and well-defined nuisance parameters, theoretical uncertainties lack such a…

High Energy Physics - Phenomenology · Physics 2023-05-08 Aishik Ghosh , Benjamin Nachman , Tilman Plehn , Lily Shire , Tim M. P. Tait , Daniel Whiteson

This paper presents a stochastic model predictive control (SMPC) algorithm for linear systems subject to additive Gaussian mixture disturbances, with the goal of satisfying chance constraints. We focus on a special case where each Gaussian…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Maico H. W. Engelaar , Micha P. P. Swaanen , Mircea Lazar , Sofie Haesaert

Many quantum technologies rely on high-precision dynamics, which raises the question of how these are influenced by the experimental uncertainties that are always present in real-life settings. A standard approach in the literature to…

Quantum Physics · Physics 2022-04-27 Mogens Dalgaard , Carrie A. Weidner , Felix Motzoi

In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…

Numerical Analysis · Mathematics 2019-10-31 Jose Antonio Carrillo , Mattia Zanella