Related papers: Determination of Bond Wire Failure Probabilities i…
One of the most important satellite subsystems is its electric power subsystem. The occurrence of a fault in the satellite power system causes the failure of all or part of the satellite. Calculating the overall reliability of the power…
The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model's credibility. For computationally expensive simulations, this is often feasible only via surrogate models that…
Stationary collectors reading wireless, battery powered smart meters, often operate in harsh channel conditions to cut network installation cost to a minimum, challenging the individual link to each meter. The desired performance measure is…
Decision-making in manufacturing often involves optimizing key process parameters using data collected from simulation experiments. Gaussian processes are widely used to surrogate the underlying system and guide optimization. Uncertainty…
In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…
A DC OPF surrogate modeling framework is developed for Monte Carlo (MC) sampling-based risk quantification in power grid operation. MC simulation necessitates solving a large number of DC OPF problems corresponding to the samples of…
The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…
We carefully study how well minimizing convex surrogate loss functions, corresponds to minimizing the misclassification error rate for the problem of binary classification with linear predictors. In particular, we show that amongst all…
Multi-fidelity Monte Carlo (MFMC) is a variance reduction method that leverages a multi-fidelity ensemble of models of varying cost and accuracy levels. Constructing an MFMC estimator with optimal variance requires knowledge of the…
Probabilistic model-based diagnosis computes the posterior probabilities of failure of components from the prior probabilities of component failure and observations of system behavior. One problem with this method is that such priors are…
The energy transition entails a rapid uptake of renewable energy sources. Besides physical changes within the grid infrastructure, energy storage devices and their smart operation are key measures to master the resulting challenges like,…
This paper outlines the issues related to RF MEMS packaging and low actuation voltage. An original approach is presented concerning the modeling of capacitive contacts using multiphysics simulation and advanced characterization. A similar…
Simulation of the crack network evolution on high strain rate impact experiments performed in brittle materials is very compute-intensive. The cost increases even more if multiple simulations are needed to account for the randomness in…
Heterogeneity and uncertainty in a composite microstructure lead to either computational bottlenecks if modeled rigorously or to solution inaccuracies in the stress field and failure predictions if approximated. Although methods suitable…
To model and quantify the variability in plasticity and failure of additively manufactured metals due to imperfections in their microstructure, we have developed uncertainty quantification methodology based on pseudo marginal likelihood and…
Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…
Agricultural commodity futures are often settled by delivery. Quality options that allow the futures short to deliver one of several underlying assets are commonly used in such contracts to prevent manipulation. Inclusion of these options…
This paper concerns the potential of corrective actions, such as generation and load dispatch on minimizing the effects of transmission line failures in electric power systems. Three loss functions (grid-centric, consumer-centric, and…
We consider a network whose links have random capacities and in which a certain target amount of flow must be carried from some source nodes to some destination nodes. Each destination node has a fixed demand that must be satisfied and each…
A significant fraction of software failures in large-scale Internet systems are cured by rebooting, even when the exact failure causes are unknown. However, rebooting can be expensive, causing nontrivial service disruption or downtime even…