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Growing uncertainty from renewable energy integration and distributed energy resources motivate the need for advanced tools to quantify the effect of uncertainty and assess the risks it poses to secure system operation. Polynomial chaos…

Optimization and Control · Mathematics 2019-10-16 David Métivier , Marc Vuffray , Sidhant Misra

Uncertainty quantification seeks to provide a quantitative means to understand complex systems that are impacted by parametric uncertainty. The polynomial chaos method is a computational approach to solve stochastic partial differential…

Numerical Analysis · Mathematics 2017-09-27 Melvin Leok , Gautam Wilkins

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

Machine Learning · Statistics 2025-07-22 Xiaoping Du

Polynomial chaos expansion (PCE) is a classical and widely used surrogate modeling technique in physical simulation and uncertainty quantification. By taking a linear combination of a set of basis polynomials - orthonormal with respect to…

Machine Learning · Computer Science 2026-04-01 Johannes Exenberger , Sascha Ranftl , Robert Peharz

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…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

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

The large-scale integration of renewable energy sources introduces significant operational uncertainty into power systems. Although Polynomial Chaos Expansion (PCE) provides an efficient tool for uncertainty quantification (UQ) in power…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Le Fang , Wangkun Xu , Fei Teng

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

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 expansion (PCE) is a powerful surrogate model-based reliability analysis method. Generally, a PCE model with a higher expansion order is usually required to obtain an accurate surrogate model for some complex non-linear…

Machine Learning · Computer Science 2022-04-05 Xiaohu Zheng , Wen Yao , Yunyang Zhang , Xiaoya Zhang

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

The formation and accretion of ice on the leading edge of a wing can be detrimental to airplane performance. Complicating this reality is the fact that even a small amount of uncertainty in the shape of the accreted ice may result in a…

Data Analysis, Statistics and Probability · Physics 2014-11-14 Anthony M. DeGennaro , Clarence W. Rowley , Luigi Martinelli

We present a regression technique for data-driven problems based on polynomial chaos expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ), where it is typically used to replace a runnable but expensive…

Machine Learning · Statistics 2019-04-02 E. Torre , S. Marelli , P. Embrechts , B. Sudret

Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…

Numerical Analysis · Mathematics 2016-04-25 H. Cagan Ozen , Guillaume Bal

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

The Polynomial Chaos Expansion (PCE) technique recovers a finite second order random variable exploiting suitable linear combinations of orthogonal polynomials which are functions of a given stochas- tic quantity {\xi}, hence acting as a…

Computational Finance · Quantitative Finance 2016-10-31 Luca Di Persio , Michele Bonollo , Gregorio Pellegrini

Increasing frequency and intensity of extreme weather events motivates the assessment of power system resilience. The random nature of power system failures during these events mandates probabilistic resilience assessment, but…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Aidan Gerkis , Xiaozhe Wang

Accurate modeling of radio wave propagation over irregular terrains is crucial for designing reliable wireless communication systems in such environments, yet uncertainties in the antenna configuration are not quantified within…

Signal Processing · Electrical Eng. & Systems 2026-03-04 Sicheng An , Luca Di Rienzo , Hao Qin , Xingqi Zhang , Lorenzo Codecasa

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

Building surrogate models with uncertainty quantification capabilities is essential for many engineering applications where randomness, such as variability in material properties, is unavoidable. Polynomial Chaos Expansion (PCE) is widely…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields
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