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We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomial chaos expansions, which model random variables via series…

Optimization and Control · Mathematics 2025-02-14 Ruchuan Ou , Jonas Schießl , Michael Heinrich Baumann , Lars Grüne , Timm Faulwasser

A simple and reliable algorithm for collision avoidance maneuvers (CAMs), capable of computing impulsive, multi-impulsive, and low-thrust maneuvers, is proposed. The probability of collision (PoC) is approximated by a polynomial of…

Optimization and Control · Mathematics 2025-02-21 Zeno Pavanello , Laura Pirovano , Roberto Armellin

This paper studies the formation mission design problem for commercial aircraft in the presence of uncertainties. Specifically, it considers uncertainties in the departure times of the aircraft and in the fuel burn savings for the trailing…

Optimization and Control · Mathematics 2024-07-03 María Cerezo-Magaña , Alberto Olivares , Ernesto Staffetti

Uncertainty quantification seeks to provide a quantitative means to understand complex systems that are impacted by parametric uncertainty. The polynomial chaos method is a computational approach to solve stochastic partial differential…

Numerical Analysis · Mathematics 2017-09-27 Melvin Leok , Gautam Wilkins

This paper deals with the applications of stochastic spectral methods for structural topology optimization in the presence of uncertainties. A non-intrusive polynomial chaos expansion is integrated into a topology optimization algorithm to…

Computational Engineering, Finance, and Science · Computer Science 2021-08-04 Nilton Cuellar , Anderson Pereira , Ivan F. M. Menezes , Americo Cunha

Assuming the availability of a reliable aircraft trajectory planner, this paper presents a probabilistic methodology to detect conflicts between aircraft, in the cruise phase of the flight, in the presence of wind prediction uncertainties…

Optimization and Control · Mathematics 2024-07-17 Jaime de la Mota , María Cerezo-Magaña , Alberto Olivares , Ernesto Staffetti

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

This paper proposes an adaptive sparse polynomial chaos expansion(PCE)-based method to quantify the impacts of uncertainties on critical clearing time (CCT) that is an important index in transient stability analysis. The proposed method can…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

This paper presents a method to verify closed-loop properties of optimization-based controllers for deterministic and stochastic constrained polynomial discrete-time dynamical systems. The closed-loop properties amenable to the proposed…

Optimization and Control · Mathematics 2016-11-16 Milan Korda , Colin N. Jones

We propose a data-driven control method for systems with aleatoric uncertainty, for example, robot fleets with variations between agents. Our method leverages shared trajectory data to increase the robustness of the designed controller and…

Robotics · Computer Science 2024-03-25 Alexander von Rohr , Dmitrii Likhachev , Sebastian Trimpe

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

In this paper, we develop a numerical approach based on Chaos expansions to analyze the sensitivity and the propagation of epistemic uncertainty through a queueing systems with breakdowns. Here, the quantity of interest is the stationary…

Probability · Mathematics 2017-05-17 Katia Bachi , Cédric Chauvière , Hacène Djellout , Karim Abbas

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

Verification solutions for uncertainty quantification are presented for time dependent transport problems where $c$, the scattering ratio, is uncertain. The method of polynomial chaos expansions is employed for quick and accurate…

Computational Engineering, Finance, and Science · Computer Science 2023-12-19 William Bennett , Ryan G. McClarren

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah

Leveraging recent developments in black-box risk-aware verification, we provide three algorithms that generate probabilistic guarantees on (1) optimality of solutions, (2) recursive feasibility, and (3) maximum controller runtimes for…

Optimization and Control · Mathematics 2023-03-14 Prithvi Akella , Wyatt Ubellacker , Aaron D. Ames

Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…

Machine Learning · Computer Science 2023-11-16 Tom Lefebvre