Related papers: Stochastic Testing Method for Transistor-Level Unc…
This paper develops a systematic parametric method for analyzing stochastic systems under volatility uncertainty within the $G$-expectation framework. Leveraging the dual representation of the $G$-expectation as a supremum over a family of…
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…
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…
Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…
We present a multiscale continuous Galerkin (MSCG) method for the fast and accurate stochastic simulation and optimization of time-harmonic wave propagation through photonic crystals. The MSCG method exploits repeated patterns in the…
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…
This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…
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…
In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…
This paper proposes an adaptive sparse polynomial chaos expansion(PCE)-based method to quantify the impacts of uncertainties on critical clearing time (CCT) that is an important index in transient stability analysis. The proposed method can…
We propose a bootstrapping framework to quantify uncertainty in time-frequency representations (TFRs) generated by the short-time Fourier transform (STFT) and the STFT-based synchrosqueezing transform (SST) for oscillatory signals with…
Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…
In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…
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…
We propose a modification to Nielsen's circuit complexity for Hamiltonian simulation using the Suzuki-Trotter (ST) method, which provides a network like structure for the quantum circuit. This leads to an optimized gate counting linear in…
The flow-driven spectral chaos (FSC) is a recently developed method for tracking and quantifying uncertainties in the long-time response of stochastic dynamical systems using the spectral approach. The method uses a novel concept called…
Simulation of unsteady creeping flows in complex geometries has traditionally required the use of a time-stepping procedure, which is typically costly and unscalable. To reduce the cost and allow for computations at much larger scales, we…
Presence of a high-dimensional stochastic parameter space with discontinuities poses major computational challenges in analyzing and quantifying the effects of the uncertainties in a physical system. In this paper, we propose a stochastic…
Stochastic computing (SC) allows reducing hardware complexity and improving energy efficiency of error resilient applications. However, a main limitation of the computing paradigm is the low throughput induced by the intrinsic serial…
This paper considers the simultaneous state and unknown input estimation for continuous-discrete stochastic systems. Two types of approaches (with and without modeling of unknown inputs) which can address this issue are investigated. A…