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Uncertainty quantification based on generalized polynomial chaos has been used in many applications. It has also achieved great success in variation-aware design automation. However, almost all existing techniques assume that the parameters…

Numerical Analysis · Mathematics 2019-06-21 Chunfeng Cui , Zheng Zhang

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

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

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

Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…

Numerical Analysis · Mathematics 2018-12-06 Chunfeng Cui , Zheng Zhang

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

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

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

We consider the effect of multiple stochastic parameters on the time-average quantities of chaotic systems. We employ the recently proposed \cite{Kantarakias_Papadakis_2023} sensitivity-enhanced generalized polynomial chaos expansion,…

Chaotic Dynamics · Physics 2023-11-02 George Papadakis , Kyriakos D. Kantarakias

Stochastic spectral methods are efficient techniques for uncertainty quantification. Recently they have shown excellent performance in the statistical analysis of integrated circuits. In stochastic spectral methods, one needs to determine a…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

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

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

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

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

Dimensionally decomposed generalized polynomial chaos expansion (DD-GPCE) efficiently performs forward uncertainty quantification (UQ) in complex engineering systems with high-dimensional random inputs of arbitrary distributions. However,…

Numerical Analysis · Mathematics 2026-01-06 Hojun Choi , Eunho Heo , Dongjin Lee

This paper proposes a general framework to estimate coefficients of generalized polynomial chaos (gPC) used in uncertainty quantification via rotational sparse approximation. In particular, we aim to identify a rotation matrix such that the…

Computation · Statistics 2021-09-20 Mengqi Hu , Yifei Lou , Xiu Yang

In this paper we address the problem of uncertainty management for robust design, and verification of large dynamic networks whose performance is affected by an equally large number of uncertain parameters. Many such networks (e.g. power,…

Computation · Statistics 2011-10-12 Amit Surana , Tuhin Sahai , Andrzej Banaszuk

Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…

Computational Engineering, Finance, and Science · Computer Science 2016-03-22 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

Because of the complexity of fluid flow solvers, non-intrusive uncertainty quantification techniques have been developed in aerodynamic simulations in order to compute the quantities of interest required in an optimization process, for…

Computational Physics · Physics 2018-03-02 Éric Savin , Béatrice Faverjon
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