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Treating uncertainties in models is essential in many fields of science and engineering. Uncertainty quantification (UQ) on complex and computationally costly numerical models necessitates a combination of efficient model solvers, advanced…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-28 Linus Seelinger , Anne Reinarz , Jean Benezech , Mikkel Bue Lykkegaard , Lorenzo Tamellini , Robert Scheichl

A novel solution to the smoothing problem for multi-object dynamical systems is proposed and evaluated. The systems of interest contain an unknown and varying number of dynamical objects that are partially observed under noisy and corrupted…

Computation · Statistics 2020-09-08 Jeremie Houssineau , Jiajie Zeng , Ajay Jasra

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

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

Explicit model-predictive control (MPC) is a widely used control design method that employs optimization tools to find control policies offline; commonly it is posed as a semi-definite program (SDP) or as a mixed-integer SDP in the case of…

Robotics · Computer Science 2023-07-25 Oleg Balakhnov , Sergei Savin , Alexandr Klimchik

This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Prabhat K. Mishra , Joel A. Paulson , Richard D. Braatz

Machine learning classifiers are probabilistic in nature, and thus inevitably involve uncertainty. Predicting the probability of a specific input to be correct is called uncertainty (or confidence) estimation and is crucial for risk…

Machine Learning · Computer Science 2023-01-11 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

Biomolecules exhibit conformational fluctuations near equilibrium states, inducing uncertainty in various biological properties in a dynamic way. We have developed a general method to quantify the uncertainty of target properties induced by…

Biomolecules · Quantitative Biology 2018-10-02 Huan Lei , Xiu Yang , Bin Zheng , Guang Lin , Nathan A. Baker

This work proposes a novel robust model predictive control (MPC) algorithm for linear systems affected by dynamic model uncertainty and exogenous disturbances. The uncertainty is modeled using a linear fractional perturbation structure with…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…

Systems and Control · Computer Science 2015-03-17 K. V. Ling , J. M. Maciejowski , A. G. Richards , B-F. Wu

Multiprocess systems, including grid systems, multiprocessors and multicore computers, incorporate a variety of specialized hardware and software mechanisms, which speed computation, but result in complex memory behavior. As a consequence,…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-06-04 Steven Cheng , Lisa Higham , Jalal Kawash

The recently introduced graph-accelerated non-intrusive polynomial chaos (NIPC) method has shown effectiveness in solving a broad range of uncertainty quantification (UQ) problems with multidisciplinary systems. It uses integration-based…

Computational Engineering, Finance, and Science · Computer Science 2024-05-10 Bingran Wang , Nicholas C. Orndorff , Mark Sperry , John T. Hwang

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples.…

Methodology · Statistics 2013-12-24 Roman Schefzik , Thordis L. Thorarinsdottir , Tilmann Gneiting

Practical structural engineering problems are often characterized by significant uncertainties. Historically, one of the prevalent methods to account for this uncertainty has been the standard Monte Carlo (MC) method. Recently, improved…

Numerical Analysis · Mathematics 2019-06-27 Philippe Blondeel , Pieterjan Robbe , Cédric van hoorickx , Geert Lombaert , Stefan Vandewalle

Many problems in science and engineering require uncertainty quantification that accounts for observed data. For example, in computational neuroscience, Neural Population Models (NPMs) are mechanistic models that describe brain physiology…

Computation · Statistics 2020-08-04 Philip Maybank , Patrick Peltzer , Uwe Naumann , Ingo Bojak

In Gaussian Process (GP) dynamical model learning for robot control, particularly for systems constrained by computational resources like small quadrotors equipped with low-end processors, analyzing stability and designing a stable…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Wenhan Cao , Alexandre Capone , Rishabh Yadav , Sandra Hirche , Wei Pan

A multifidelity method for the nonlinear propagation of uncertainties in the presence of stochastic accelerations is presented. The proposed algorithm treats the uncertainty propagation (UP) problem by separating the propagation of the…

Numerical Analysis · Mathematics 2025-08-19 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Francesco Sanfedino

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

Safety-critical control using high-dimensional sensory feedback from optical data (e.g., images, point clouds) poses significant challenges in domains like autonomous driving and robotic surgery. Control can rely on low-dimensional states…

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