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Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

Numerical Analysis · Mathematics 2013-04-09 Paul G. Constantine , Michael S. Eldred , Eric T. Phipps

Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

Systems and Control · Computer Science 2020-01-01 Lukas Hewing , Juraj Kabzan , Melanie N. Zeilinger

Gaussian multiplicative chaos (GMC) is a canonical random fractal measure obtained by exponentiating log-correlated Gaussian processes, first constructed in the seminal work of Kahane (1985). Since then it has served as an important…

Probability · Mathematics 2025-02-25 Mriganka Basu Roy Chowdhury , Shirshendu Ganguly

Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…

Computation · Statistics 2020-01-01 Florian Gerber , Douglas W. Nychka

The Massively Parallel Computation (MPC) model is an emerging model which distills core aspects of distributed and parallel computation. It has been developed as a tool to solve (typically graph) problems in systems where the input is…

Data Structures and Algorithms · Computer Science 2020-02-20 Artur Czumaj , Peter Davies , Merav Parter

Polynomial chaos expansion (PCE) is an increasingly popular technique for uncertainty propagation and quantification in systems and control. Based on the theory of Hilbert spaces and orthogonal polynomials, PCE allows for a unifying…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Tillmann Mühlpfordt , Frederik Zahn , Veit Hagenmeyer , Timm Faulwasser

The conformal mapping of the Borel plane can be utilized for the analytic continuation of the Borel transform to the entire positive real semi-axis and is thus helpful in the resummation of divergent perturbation series in quantum field…

High Energy Physics - Phenomenology · Physics 2008-11-26 U. D. Jentschura , G. Soff

Nowadays, several industrial applications are being ported to parallel architectures. In fact, these platforms allow acquire more performance for system modelling and simulation. In the electric machines area, there are many problems which…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-10-25 Antonio Wendell De Oliveira Rodrigues , Frédéric Guyomarch , Yvonnick Le Menach , Jean-Luc Dekeyser

In this paper we present a basis selection method that can be used with $\ell_1$-minimization to adaptively determine the large coefficients of polynomial chaos expansions (PCE). The adaptive construction produces anisotropic basis sets…

Numerical Analysis · Computer Science 2015-06-22 John D. Jakeman , Michael S. Eldred , Khachik Sargsyan

Many problems in real life can be converted to combinatorial optimization problems (COPs) on graphs, that is to find a best node state configuration or a network structure such that the designed objective function is optimized under some…

Machine Learning · Computer Science 2019-09-17 Jing Liu , Fei Gao , Jiang Zhang

This letter presents a continuous probabilistic modeling methodology for spatial point cloud data using finite Gaussian Mixture Models (GMMs) where the number of components are adapted based on the scene complexity. Few hierarchical and…

Machine Learning · Computer Science 2023-03-14 Kshitij Goel , Nathan Michael , Wennie Tabib

We present a new approach for constructing a data-driven surrogate model and using it for Bayesian parameter estimation in partial differential equation (PDE) models. We first use parameter observations and Gaussian Process regression to…

Numerical Analysis · Mathematics 2020-07-15 Jing Li , Alexandre M Tartakovsky

In this paper we study systems of $N$ uniformly expanding coupled maps when $N$ is finite but large. We introduce self-consistent transfer operators that approximate the evolution of measures under the dynamics, and quantify this…

Dynamical Systems · Mathematics 2022-09-28 Matteo Tanzi

Overdecomposition has emerged as a powerful and sometimes essential technique in parallel programming. Many application domains or frameworks, including those based on adaptive mesh refinements, or tree codes use it. Charm++ is a parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-14 Aditya Bhosale , Anant Jain , Shourya Goel , Ritvik Rao , Peddoju Sateesh Kumar , Laxmikant Kale

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…

Computation · Statistics 2017-04-13 Chu V. Mai , Bruno Sudret

Incomplete multi-view clustering has become one of the important research problems due to the extensive missing multi-view data in the real world. Although the existing methods have made great progress, there are still some problems: 1)…

Machine Learning · Computer Science 2025-02-27 Guoqing Chao , Kaixin Xu , Xijiong Xie , Yongyong Chen

Incorporating probabilistic terms in mathematical models is crucial for capturing and quantifying uncertainties in real-world systems, especially when the solution is not unique or exhibits sudden qualitative changes as parameters vary.…

Numerical Analysis · Mathematics 2026-02-17 Isabella Carla Gonnella , Moaad Khamlich , Federico Pichi , Gianluigi Rozza

This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the…

Numerical Analysis · Mathematics 2025-02-05 Liying Zhang , Qi Zhang , Lihai Ji

The paper addresses parametric inequality systems described by polynomial functions in finite dimensions, where state-dependent infinite parameter sets are given by finitely many polynomial inequalities and equalities. Such systems can be…

Optimization and Control · Mathematics 2015-09-15 G. Li , B. S. Mordukhovich , T. T. A. Nghia , T. S. Pham

Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper…