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The solution of a (stochastic) differential equation can be locally approximated by a (stochastic) expansion. If the vector field of the differential equation is a polynomial, the corresponding expansion is a linear combination of iterated…

Probability · Mathematics 2010-09-29 Christophe Ladroue , Anastasia Papavasiliou

Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpensively. We show, by analysis and example, that when the data…

Numerical Analysis · Mathematics 2015-06-19 Fei Lu , Matthias Morzfeld , Xuemin Tu , Alexandre J. Chorin

Ordinary differential equations (ODEs) are a conventional way to describe the observed dynamics of physical systems. Scientists typically hypothesize about dynamical behavior, propose a mathematical model, and compare its predictions to…

Machine Learning · Computer Science 2025-11-20 Nils Wildt , Daniel M. Tartakovsky , Sergey Oladyshkin , Wolfgang Nowak

The `equation-free toolbox' empowers the computer-assisted analysis of complex, multiscale systems. Its aim is to enable you to immediately use microscopic simulators to perform macro-scale system level tasks and analysis, because…

Mathematical Software · Computer Science 2020-04-08 John Maclean , J. E. Bunder , A. J. Roberts

Estimating worst-case execution times (WCET) is an important activity at early design stages of real-time systems. Based on WCET estimates, engineers make design and implementation decisions to ensure that task executions always complete…

Software Engineering · Computer Science 2023-08-14 Jaekwon Lee , Seung Yeob Shin , Shiva Nejati , Lionel C. Briand , Yago Isasi Parache

We present algorithms to solve coupled systems of linear differential equations, arising in the calculation of massive Feynman diagrams with local operator insertions at 3-loop order, which do {\it not} request special choices of bases.…

Symbolic Computation · Computer Science 2016-01-11 Jakob Ablinger , Johannes Bluemlein , Abilio de Freitas , Carsten Schneider

lcensemble is a high-performing, scalable and user-friendly Python package for the general tasks of classification and regression. The package implements Local Cascade Ensemble (LCE), a machine learning method that further enhances the…

Machine Learning · Computer Science 2023-08-17 Kevin Fauvel , Élisa Fromont , Véronique Masson , Philippe Faverdin , Alexandre Termier

We present the Matlab toolbox MacaulayLab, which implements numerical linear algebra algorithms for solving multivariate polynomial systems and rectangular multiparameter eigenvalue problems. Its structure and functionality are the result…

Mathematical Software · Computer Science 2026-05-21 Christof Vermeersch , Bart De Moor

Policy Decomposition (PoDec) is a framework that lessens the curse of dimensionality when deriving policies to optimal control problems. For a given system representation, i.e. the state variables and control inputs describing a system,…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Ashwin Khadke , Hartmut Geyer

Humans excel at reusing prior knowledge to address new challenges and developing skills while solving problems. This paradigm becomes increasingly popular in the development of autonomous agents, as it develops systems that can self-evolve…

Machine Learning · Computer Science 2025-03-18 Tenglong Liu , Jianxiong Li , Yinan Zheng , Haoyi Niu , Yixing Lan , Xin Xu , Xianyuan Zhan

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

The results of this study are continuation of the research of Poincar\'e chaos initiated in papers (Akhmet M, Fen MO. Commun Nonlinear Sci Numer Simulat 2016;40:1-5; Akhmet M, Fen MO. Turk J Math, doi:10.3906/mat-1603-51, accepted). We…

Chaotic Dynamics · Physics 2017-01-04 Marat Akhmet , Mehmet Onur Fen

In this work, we consider the Biot problem with uncertain poroelastic coefficients. The uncertainty is modelled using a finite set of parameters with prescribed probability distribution. We present the variational formulation of the…

Numerical Analysis · Mathematics 2020-02-19 Michele Botti , Daniele A. Di Pietro , Olivier Le Maître , Pierre Sochala

Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…

Optimization and Control · Mathematics 2020-07-07 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

This paper introduces PolyDiM, an open-source C++ library tailored for the development and implementation of polytopal discretization methods for partial differential equations. The library provides robust and modular tools to support…

Numerical Analysis · Mathematics 2025-05-21 Stefano Berrone , Andrea Borio , Gioana Teora , Fabio Vicini

We present an introduction to the study of chaos in discrete and continuous dynamical systems using the CAS Maxima. These notes are intended to cover the standard topics and techniques: discrete and continuous logistic equation to model…

Chaotic Dynamics · Physics 2015-12-29 A. Morante , J. A. Vallejo

One of the open problems in the field of forward uncertainty quantification (UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to…

Numerical Analysis · Mathematics 2020-08-25 Ling Guo , Akil Narayan , Yongle Liu , Tao Zhou

We present an efficient implementation of the Generalized Green's function Cluster Expansion (GGCE), which is a new method for computing the ground-state properties and dynamics of polarons (single electrons coupled to lattice vibrations)…

Computational Physics · Physics 2023-10-16 Matthew R. Carbone , Stepan Fomichev , Andrew J. Millis , Mona Berciu , David R. Reichman , John Sous

Disordered materials are attracting considerable attention because of their enhanced properties compared to their ordered analogs, making them particularly suitable for high-temperature applications. The feasibility of incorporating these…

This paper presents an approach for the modelling of dependent random variables using generalised polynomial chaos. This allows to write chance-constrained optimization problems with respect to a joint distribution modelling dependencies…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Nicola Ramseyer , Matthieu Jacobs , Mario Paolone