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Uncertainty quantification (UQ) plays a pivotal role in scientific machine learning, especially when surrogate models are used to approximate complex systems. Although multilayer perceptions (MLPs) are commonly employed as surrogates, they…

Numerical Analysis · Mathematics 2025-01-22 Zhiwei Gao , George Em Karniadakis

In the complex multi-state system (MSS), reliability analysis is a significant research content, both for equipment design, manufacturing, usage and maintenance. Universal Generating Function (UGF) is an important method in the reliability…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Xu Liu , Wen Yao , Xiaohu Zheng , Yingchun Xu

Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…

Machine Learning · Statistics 2024-01-25 Pascal Pernot

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the…

Numerical Analysis · Mathematics 2023-10-18 Saibal De , Reese E. Jones , Hemanth Kolla

With increasing computational demand, Neural-Network (NN) based models are being developed as pre-trained surrogates for different thermohydraulics phenomena. An area where this approach has shown promise is in developing higher-fidelity…

Fluid Dynamics · Physics 2024-12-13 Cody Grogan , Som Dutta , Mauricio Tano , Somayajulu L. N. Dhulipala , Izabela Gutowska

This paper is the second of a two-part series that discusses the implementation issues and test results of a robust Unscented Kalman Filter (UKF) for power system dynamic state estimation with non-Gaussian synchrophasor measurement noise.…

Systems and Control · Computer Science 2020-06-02 Junbo Zhao , Lamine Mili

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…

Mathematical Finance · Quantitative Finance 2017-04-24 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKF-GPS) is…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Kai Sun , Jianhui Wang , Hui Liu

Efficient high-rank approximations of the Hessian can accelerate seismic full waveform inversion (FWI) and uncertainty quantification (UQ). In FWI, approximations of the inverse of the Hessian may be used as preconditioners for Newton-type…

Numerical Analysis · Mathematics 2025-08-12 Mathew Hu , Nick Alger , Rami Nammour , Omar Ghattas

The existing control barrier function literature generally relies on precise mathematical models to guarantee system safety, limiting their applicability in scenarios with parametric uncertainties. While incremental control techniques have…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Johannes Autenrieb , Hyo-Sang Shin

Modern container ships face higher wind loads due to increased windage areas, making accurate predictions of wind loads essential for mooring design. Existing empirical models, largely developed for container ships with smaller windage…

Machine Learning · Computer Science 2026-04-28 Matilde Fiore , Andrea Bresciani , Miguel Alfonso Mendez , Jeroen van Beeck

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

We present a comprehensive study of radial basis function (RBF) approximations for elliptic and obstacle-type boundary value problems under a variational formulation. Our focus is on practical accuracy, robustness and efficiency. To address…

Numerical Analysis · Mathematics 2026-04-23 Tan Phuong Dong Le , Giang Tran , Hans De Sterck

Uncertainty quantification (UQ) for foundation models is essential to identify and mitigate potential hallucinations in automatically generated text. However, heuristic UQ approaches lack formal guarantees for key metrics such as the false…

Computation and Language · Computer Science 2025-06-26 Zhiyuan Wang , Jinhao Duan , Qingni Wang , Xiaofeng Zhu , Tianlong Chen , Xiaoshuang Shi , Kaidi Xu

Deep learning-based numerical schemes for solving high-dimensional backward stochastic differential equations (BSDEs) have recently raised plenty of scientific interest. While they enable numerical methods to approximate very…

Numerical Analysis · Mathematics 2023-10-06 Lorenc Kapllani , Long Teng , Matthias Rottmann

Measurements and state estimates are often imperfect in control practice, posing challenges for safety-critical applications, where safety guarantees rely on accurate state information. In the presence of estimation errors, several prior…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Ersin Das , Rahal Nanayakkara , Xiao Tan , Ryan M. Bena , Joel W. Burdick , Paulo Tabuada , Aaron D. Ames

This paper proposes a safety controller for control-affine nonlinear systems with unmodelled dynamics and disturbances to improve closed-loop robustness. Uncertainty estimation-based control barrier functions (CBFs) are utilized to ensure…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Ersin Daş , Skylar X. Wei , Joel W. Burdick

Quantum reservoir computing (QRC) is a promising quantum machine learning framework for near-term quantum platforms, yet the performance of different QRC architectures under realistic constraints remains largely unexplored. Here, we provide…

Quantum Physics · Physics 2026-04-03 Dong-Sheng Liu , Qing-Xuan Jie , Chang-Ling Zou , Xi-Feng Ren , Guang-Can Guo

Uncrewed Surface Vehicles (USVs) are a popular and efficient type of marine craft that find application in a large number of water-based tasks. When multiple USVs operate in the same area, they may be required to dock to each other to…

Robotics · Computer Science 2025-12-09 Gianpietro Battocletti , Dimitris Boskos , Bart De Schutter
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