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Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…

Optimization and Control · Mathematics 2020-07-07 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…

Computation · Statistics 2012-11-02 Piyush Tagade , Han-Lim Choi

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

The modeling of wave breaking dissipation in coastal areas is investigated with a fully nonlinear and dispersive wave model. The wave propagation model is based on potential flow theory, which initially assumes non-overturning waves.…

Atmospheric and Oceanic Physics · Physics 2019-12-05 Bruno Simon , Christos E. Papoutsellis , Michel Benoit , Marissa L. Yates

Seismic full waveform inversion (FWI) is a powerful technique to generate high resolution images of the Earth's interior. However, significant uncertainty exists in all FWI solutions due to imperfect acquisition geometries, inherent noise…

Geophysics · Physics 2026-03-13 Xuebin Zhao , Andrew Curtis

In this paper we review recent developments in the statistical theory of weakly nonlinear dispersive waves, the subject known as Wave Turbulence (WT). We revise WT theory using a generalisation of the random phase approximation (RPA). This…

Mathematical Physics · Physics 2007-05-23 Yeontaek Choi , Yuri V. Lvov , Sergey Nazarenko

We present the design and development of a data stream system that captures data uncertainty from data collection to query processing to final result generation. Our system focuses on data that is naturally modeled as continuous random…

Databases · Computer Science 2009-09-15 Yanlei Diao , Boduo Li , Anna Liu , Liping Peng , Charles Sutton , Thanh Tran , Michael Zink

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

Surrogate-modelling techniques including Polynomial Chaos Expansion (PCE) is commonly used for statistical estimation (aka. Uncertainty Quantification) of quantities of interests obtained from expensive computational models. PCE is a…

Computational Engineering, Finance, and Science · Computer Science 2019-09-05 Alexander Tarakanov , Ahmed H. Elsheikh

Accurate overland runoff and infiltration predictions are critical for effective water resources management, in particular for urban flood management. However, the inherent uncertainty in rainfall patterns, soil properties, and initial…

Systems and Control · Electrical Eng. & Systems 2026-03-09 Mohamad H. Kazma , Ahmad F. Taha

Accurate modeling of contamination in subsurface flow and water aquifers is crucial for agriculture and environmental protection. Here, we demonstrate a parallel method to quantify the propagation of the uncertainty in the dispersal of…

Numerical Analysis · Mathematics 2019-05-07 Alexander Litvinenko , Dmitry Logashenko , Raul Tempone , Gabriel Wittum , David Keyes

The authors present a Polynomial Chaos (PC)-based Bayesian inference method for quantifying the uncertainties of the K-Profile Parametrization (KPP) within the MIT General Circulation Model (MITgcm) of the tropical pacific. The inference of…

Methodology · Statistics 2016-12-21 Ihab Sraj , Sarah E. Zedler , Omar M. Knio , Charles S. Jackson , Ibrahim Hoteit

Data-driven methods for improving turbulence modeling in Reynolds-Averaged Navier-Stokes (RANS) simulations have gained significant interest in the computational fluid dynamics community. Modern machine learning algorithms have opened up a…

Fluid Dynamics · Physics 2019-02-05 Nicholas Geneva , Nicholas Zabaras

The assimilation and prediction of phase-resolved surface gravity waves are critical challenges in ocean science and engineering. Potential flow theory (PFT) has been widely employed to develop wave models and numerical techniques for wave…

Conformal prediction provides a distribution-free framework for uncertainty quantification via prediction sets with exact finite-sample coverage. In low dimensions these sets are easy to interpret, but in high-dimensional or structured…

Machine Learning · Statistics 2026-05-08 Trevor Harris

Many applications in aerodynamics, particularly in closed-loop control, depend on sensors to estimate the evolving state of the flow. This estimation task is inherently accompanied by uncertainty due to the noisy measurements of sensors or…

Fluid Dynamics · Physics 2026-01-07 Jeff D. Eldredge , Hanieh Mousavi

Turbulence Models represent the workhorse for simulations used in engineering design and analysis. Despite their low computational cost and robustness, these models suffer from substantial predictive uncertainty, most of which is epistemic.…

Fluid Dynamics · Physics 2025-09-05 Minghan Chu , Weicheng Qian

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Ghulam Mohy-ud-din , Yunqi Wang , Rahmat Heidari , Frederik Geth

As the share of renewables in the grid increases, the operation of power systems becomes more challenging. The present paper proposes a method to formulate and solve chance-constrained optimal power flow while explicitly considering the…

Systems and Control · Computer Science 2019-04-04 T. Mühlpfordt , L. Roald , V. Hagenmeyer , T. Faulwasser , S. Misra