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Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…

Computation · Statistics 2012-11-13 Lorenzo Fagiano , Mustafa Khammash

The post-Moore era casts a shadow of uncertainty on many aspects of computer system design. Managing that uncertainty requires new algorithmic tools to make quantitative assessments. While prior uncertainty quantification methods, such as…

Signal Processing · Electrical Eng. & Systems 2019-10-22 Zichang He , Weilong Cui , Chunfeng Cui , Timothy Sherwood , Zheng Zhang

There exist several simple representations of uncertainty that are easier to handle than more general ones. Among them are random sets, possibility distributions, probability intervals, and more recently Ferson's p-boxes and Neumaier's…

Probability · Mathematics 2008-08-21 Sebastien Destercke , Didier Dubois , Eric Chojnacki

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

Numerical Analysis · Mathematics 2024-02-09 Nick Pepper , Francesco Montomoli , Kyriakos Kantarakias

Coupled problems with various combinations of multiple physics, scales, and domains can be found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled models is to…

Analysis of PDEs · Mathematics 2012-07-05 Maarten Arnst , Roger Ghanem , Eric Phipps , John Red-Horse

Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…

Computation · Statistics 2014-06-18 José Miguel Pasini , Tuhin Sahai

The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series…

Machine Learning · Statistics 2020-06-24 Panagiotis Tsilifis , Iason Papaioannou , Daniel Straub , Fabio Nobile

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

Statistical learning algorithms provide a generally-applicable framework to sidestep time-consuming experiments, or accurate physics-based modeling, but they introduce a further source of error on top of the intrinsic limitations of the…

Chemical Physics · Physics 2024-05-17 Matthias Kellner , Michele Ceriotti

This research introduces a new constraint domain for reasoning about data with uncertainty. It extends convex modeling with the notion of p-box to gain additional quantifiable information on the data whereabouts. Unlike existing approaches,…

Logic in Computer Science · Computer Science 2014-05-19 Aya Saad

Robustness analysis is very important in biology and neuroscience, to unravel behavioural patterns of systems that are conserved despite large parametric uncertainties. To make studies of probabilistic robustness more efficient and scalable…

Quantitative Methods · Quantitative Biology 2026-01-08 Uros Sutulovic , Daniele Proverbio , Rami Katz , Giulia Giordano

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…

Computation · Statistics 2017-04-13 Chu V. Mai , Bruno Sudret

The work presented here investigates the application of polynomial chaos expansion toward input shaper design in order to maintain robustness in dynamical systems subject to uncertainty. Furthermore, this work intends to specifically…

Systems and Control · Electrical Eng. & Systems 2026-02-05 Johannes Güttler , Karan Baker , Premjit Saha , James Warner , Adrian Stein

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

In the context of uncertainty quantification, computational models are required to be repeatedly evaluated. This task is intractable for costly numerical models. Such a problem turns out to be even more severe for stochastic simulators, the…

Computation · Statistics 2022-11-29 X. Zhu , B. Sudret

In the field of surrogate modeling, polynomial chaos expansion (PCE) allows practitioners to construct inexpensive yet accurate surrogates to be used in place of the expensive forward model simulations. For black-box simulations,…

Polynomial chaos expansion (PCE) is a versatile tool widely used in uncertainty quantification and machine learning, but its successful application depends strongly on the accuracy and reliability of the resulting PCE-based response…

Computation · Statistics 2023-06-14 Paul-Christian Bürkner , Ilja Kröker , Sergey Oladyshkin , Wolfgang Nowak

Polynomial chaos expansions (PCE) are widely used in the framework of uncertainty quantification. However, when dealing with high dimensional complex problems, challenging issues need to be faced. For instance, high-order polynomials may be…

Methodology · Statistics 2015-06-02 Chu V. Mai , Bruno Sudret

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

Resilience characterizes a system's ability to retain its original function when perturbations happen. In the past years our attention mainly focused on small-scale resilience, yet our understanding of resilience in large-scale network…

Adaptation and Self-Organizing Systems · Physics 2020-10-13 Mengbang Zou , Luca Zanotti Fragonara , Weisi Guo