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This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

We analyse computational efficiency of Metropolis-Hastings algorithms with stochastic AR(1) process proposals. These proposals include, as a subclass, discretized Langevin diffusion (e.g. MALA) and discretized Hamiltonian dynamics (e.g.…

Computation · Statistics 2016-05-23 Richard A. Norton , Colin Fox

To make better use of file diversity provided by random caching and improve the successful transmission probability (STP) of a file, we consider retransmissions with random discontinuous transmission (DTX) in a large-scale cache-enabled…

Information Theory · Computer Science 2018-02-13 Wanli Wen , Ying Cui , Fu-Chun Zheng , Shi Jin , Yanxiang Jiang

Despite the increasing prevalence of vector observations, computation of optimal experimental design for multi-response models has received limited attention. To address this problem within the framework of approximate designs, we introduce…

Computation · Statistics 2026-02-13 Pál Somogyi , Samuel Rosa , Radoslav Harman

In this article we propose a novel MCMC method based on deterministic transformations T: X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to our new methodology as Transformation-based…

Computation · Statistics 2013-10-21 Somak Dutta , Sourabh Bhattacharya

A number of problems in a variety of fields are characterised by target distributions with a multimodal structure in which the presence of several isolated local maxima dramatically reduces the efficiency of Markov Chain Monte Carlo…

Methodology · Statistics 2009-07-31 Miquel Trias , Alberto Vecchio , John Veitch

Modern-day civil, mechanical, and aeronautical structures are transitioning towards a continuous, online, and automated maintenance paradigm in order to ensure increased safety and reliability. The field of structural health monitoring…

Signal Processing · Electrical Eng. & Systems 2022-01-14 Shabbir Ahmed , Fotis Kopsaftopoulos

We propose a new kernel for Metropolis Hastings called Directional Metropolis Hastings (DMH) with multivariate update where the proposal kernel has state dependent covariance matrix. We use the derivative of the target distribution at the…

Computation · Statistics 2017-10-27 Abhirup Mallik , Galin L. Jones

We present a new multiple-try Metropolis-Hastings algorithm designed to be especially beneficial when a tailored proposal distribution is available. The algorithm is based on a given acyclic graph $G$, where one of the nodes in $G$, $k$…

Computation · Statistics 2018-07-06 Xin Luo , Håkon Tjelmeland

Within the framework of building energy assessment, this article proposes to use a derivative based sensitivity analysis of heat transfer models in a building envelope. Two, global and local, estimators are obtained at low computational…

Computational Engineering, Finance, and Science · Computer Science 2021-11-18 Ainagul Jumabekova , Julien Berger , Aurélie Foucquier

To solve complex real-world problems, heuristics and concept-based approaches can be used in order to incorporate information into the problem. In this study, a concept-based approach called variable functioning Fx is introduced to reduce…

Computational Engineering, Finance, and Science · Computer Science 2022-05-17 Amir H Gandomi , Kalyanmoy Deb , Ronald C Averill , Shahryar Rahnamayan , Mohammad Nabi Omidvar

Increasing penetration of renewable energy sources (RES) and electrification of energy systems necessitates the engagement of demand-side management (DSM) to help alleviate congestion in electricity grid. Heat pump and thermal energy…

Systems and Control · Electrical Eng. & Systems 2025-07-24 Weihong Tang , Yun Li , Shalika Walker , Tamas Keviczky

The heating, ventilation and air-conditioning (HVAC) system accounts for substantial energy use in buildings, whereas a large group of occupants are still not actually feeling comfortable staying inside. This poses the issue of developing…

Systems and Control · Electrical Eng. & Systems 2021-02-05 Yu Yang , Guoqiang Hu , Costas J. Spanos

We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…

In this study, analysis of shell and tube heat exchanger (HE) is performed. Theory part on heat transfer, calculation of heat exchanger and general thermal and hydrological properties are described. Several models are developed and computed…

Fluid Dynamics · Physics 2018-10-09 D. Loginov , A. Ustinov

A method for density-based topology optimization of heat exchangers with two fluids is proposed. The goal of the optimization process is to maximize the heat transfer from one fluid to the other, under maximum pressure drop constraints for…

In statistical physics, the efficiency of tempering approaches strongly depends on ingredients such as the number of replicas $R$, reliable determination of weight factors and the set of used temperatures, ${\mathcal T}_R = \{T_1, T_2,…

Statistical Mechanics · Physics 2014-09-01 A. Valentim , M. G. E. da Luz , Carlos E. Fiore

This article proposes an offline Energy Management System (EMS) for Parallel Hybrid Electric Vehicles (PHEVs). Dividing the torque between the Electric Motor (EM) and the Internal Combustion Engine (ICE) requires a suitable EMS. Batteries…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Arash Mousaei

Heat pump and thermal energy storage (HPTES) systems, which are widely utilized in modern buildings for providing domestic hot water, contribute to a large share of household electricity consumption. With the increasing integration of…

Systems and Control · Electrical Eng. & Systems 2024-02-26 Weihong Tang , Yun Li , Shalika Walker , Tamas Keviczky

Innovative numerical scheme studied in this work enables to overcome two main limitations of Building Performance Simulation (BPS) programs as high computational cost and the choice of a very fine numerical grid. The method, called…

Computational Engineering, Finance, and Science · Computer Science 2020-01-07 Madina Abdykarim , Julien Berger , Denys Dutykh , Amen Agbossou