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We propose a method for quantifying uncertainty in high-dimensional PDE systems with random parameters, where the number of solution evaluations is small. Parametric PDE solutions are often approximated using a spectral decomposition based…

Machine Learning · Statistics 2022-11-09 Jacqueline Wentz , Alireza Doostan

A central challenge in analyzing multivariate interactions within complex systems is to decompose how multiple inputs jointly determine an output. Existing approaches generally operate on observed probability distributions and can conflate…

Information Theory · Computer Science 2026-03-19 Clifford Bohm , Vincent R. Ragusa , Arend Hintze , Charles Ofria , Emily Dolson , Christoph Adami

Koopman operators linearize nonlinear dynamical systems, making their spectral information of crucial interest. Numerous algorithms have been developed to approximate these spectral properties, and Dynamic Mode Decomposition (DMD) stands…

Dynamical Systems · Mathematics 2023-11-13 Matthew J. Colbrook , Qin Li , Ryan V. Raut , Alex Townsend

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

Understanding and modeling human driver behavior is crucial for advanced vehicle development. However, unique driving styles, inconsistent behavior, and complex decision processes render it a challenging task, and existing approaches often…

Robotics · Computer Science 2020-02-18 Stefan Löckel , Jan Peters , Peter van Vliet

This paper develops a predictive switching control algorithm for stochastic gene regulatory networks described by a Partial Integro-Differential Equation (PIDE) model, which enables direct shape control of the probability density function.…

Dynamical Systems · Mathematics 2026-05-11 Christian Fernández , Manuel Pájaro , Gábor Szederkényi , Irene Otero-Muras

In our previous work, a reduced order model (ROM) for a stochastic system was made, where noisy data was projected onto principal component analysis (PCA)-derived basis vectors to obtain an accurate reconstruction of the noise-free data.…

Numerical Analysis · Mathematics 2017-02-07 Indika Udagedara , Brian Helenbrook , Aaron Luttman , Jared Catenacci

A numerical framework is proposed for identifying partial differential equations (PDEs) governing dynamical systems directly from their observation data using Chebyshev polynomial approximation. In contrast to data-driven approaches such as…

Numerical Analysis · Mathematics 2026-01-21 Phonepaserth Sisaykeo , Shogo Muramatsu

The study of multimodality has garnered significant interest in fields where the analysis of interactions among multiple information sources can enhance predictive modeling, data fusion, and interpretability. Partial information…

Machine Learning · Computer Science 2025-10-07 Wenyuan Zhao , Adithya Balachandran , Chao Tian , Paul Pu Liang

Numerical simulation codes are very common tools to study complex phenomena, but they are often time-consuming and considered as black boxes. For some statistical studies (e.g. asset management, sensitivity analysis) or optimization…

Statistics Theory · Mathematics 2017-08-14 Vincent Moutoussamy , Simon Nanty , Benoît Pauwels

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Analysis of PDEs · Mathematics 2013-11-14 Mickaël D. Chekroun , Honghu Liu , Shouhong Wang

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

Artificial intelligence (AI)-driven fault diagnosis in motor drives often requires significant computational efforts and time for re-training, in addition to the limited knowledge behind the model and suitability of training and learning…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Subham Sahoo , Huai Wang , Frede Blaabjerg

Probabilistic programming (PP) is a programming paradigm that allows for writing statistical models like ordinary programs, performing simulations by running those programs, and analyzing and refining their statistical behavior using…

Programming Languages · Computer Science 2024-06-19 Martin Kuhn , Joscha Grüger , Christoph Matheja , Andrey Rivkin

Time series forecasting remains a central challenge problem in almost all scientific disciplines. We introduce a novel load forecasting method in which observed dynamics are modeled as a forced linear system using Dynamic Mode Decomposition…

Physics and Society · Physics 2021-07-13 Daniel Dylewsky , David Barajas-Solano , Tong Ma , Alexandre M. Tartakovsky , J. Nathan Kutz

We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…

Optimization and Control · Mathematics 2021-06-25 Joshua L. Pulsipher , Victor M. Zavala

We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Zhong Yi Wan , Themistoklis P. Sapsis

Motivated by the recent success of end-to-end deep neural models for ranking tasks, we present here a supervised end-to-end neural approach for query performance prediction (QPP). In contrast to unsupervised approaches that rely on various…

Information Retrieval · Computer Science 2022-02-16 Suchana Datta , Debasis Ganguly , Derek Greene , Mandar Mitra

The paper introduces a new numerical characteristic of one dimensional stochastic systems. This quantity is a measure of minimal periodicity, can be detected in the process deep differential structure. The claim is that this new measure of…

Dynamical Systems · Mathematics 2016-09-07 A. Yu. Shahverdian , A. V. Apkarian

Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Probability · Mathematics 2025-08-06 Eric José Ávila-Vales , José Villa-Morales