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The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

The immense amount of daily generated and communicated data presents unique challenges in their processing. Clustering, the grouping of data without the presence of ground-truth labels, is an important tool for drawing inferences from data.…

Machine Learning · Statistics 2018-02-08 Panagiotis A. Traganitis , Georgios B. Giannakis

Deregulated energy markets, demand forecasting, and the continuously increasing share of renewable energy sources call---among others---for a structured consideration of uncertainties in optimal power flow problems. The main challenge is to…

Optimization and Control · Mathematics 2018-08-24 Tillmann Mühlpfordt , Timm Faulwasser , Veit Hagenmeyer

Frequency response functions (FRFs) are important for assessing the behavior of stochastic linear dynamic systems. For large systems, their evaluations are time-consuming even for a single simulation. In such cases, uncertainty…

Computation · Statistics 2017-03-23 V. Yaghoubi , S. Marelli , B. Sudret , T. Abrahamsson

Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…

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

Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…

Computational Engineering, Finance, and Science · Computer Science 2026-05-14 Mridul Tiwari , Sawan Kumar , Md Rushdie Ibne Islam , Souvik Chakraborty

This contribution deals with identification of fractional-order dynamical systems. System identification, which refers to estimation of process parameters, is a necessity in control theory. Real processes are usually of fractional order as…

Other Computer Science · Computer Science 2016-11-15 Deepyaman Maiti , Mithun Chakraborty , Amit Konar

A stabilized finite element method is introduced for the simulation of time-periodic creeping flows, such as those found in the cardiorespiratory systems. The new technique, which is formulated in the frequency rather than time domain,…

Numerical Analysis · Mathematics 2022-11-30 Mahdi Esmaily

The increasing uncertainty level caused by growing renewable energy sources (RES) and aging transmission networks poses a great challenge in the assessment of total transfer capability (TTC) and available transfer capability (ATC). In this…

Signal Processing · Electrical Eng. & Systems 2020-10-29 Xiaoting Wang , Xiaozhe Wang , Hao Sheng , Xi Lin

Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…

Numerical Analysis · Mathematics 2016-04-25 H. Cagan Ozen , Guillaume Bal

Computational fluid dynamics (CFD) simulations are broadly applied in engineering and physics. A standard description of fluid dynamics requires solving the Navier-Stokes (N-S) equations in different flow regimes. However, applications of…

Computational Engineering, Finance, and Science · Computer Science 2021-12-14 Shen Wang , Mehdi Nikfar , Joshua C. Agar , Yaling Liu

Although many deep-learning-based super-resolution approaches have been proposed in recent years, because no ground truth is available in the inference stage, few can quantify the errors and uncertainties of the super-resolved results. For…

Image and Video Processing · Electrical Eng. & Systems 2023-08-10 Jingyi Shen , Han-Wei Shen

A major challenge in next-generation industrial applications is to improve numerical analysis by quantifying uncertainties in predictions. In this work we present a formulation of a fully nonlinear and dispersive potential flow water wave…

Computational Physics · Physics 2016-04-15 Daniele Bigoni , Allan P. Engsig-Karup , Claes Eskilsson

Many combinatorial problems deal with preferences and violations, the goal of which is to find solutions with the minimum cost. Weighted constraint satisfaction is a framework for modeling such problems, which consists of a set of cost…

Artificial Intelligence · Computer Science 2014-01-21 J. H. M. Lee , Ka Lun Leung

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…

General Physics · Physics 2022-04-14 Jiri Prochazka

In engineering, simulations play a vital role in predicting the behavior of a nonlinear dynamical system. In order to enhance the reliability of predictions, it is essential to incorporate the inherent uncertainties that are present in all…

Computational Engineering, Finance, and Science · Computer Science 2025-03-12 Lars de Jong , Paula Clasen , Michael Müller , Ulrich Römer

The large-scale integration of renewable energy sources introduces significant operational uncertainty into power systems. Although Polynomial Chaos Expansion (PCE) provides an efficient tool for uncertainty quantification (UQ) in power…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Le Fang , Wangkun Xu , Fei Teng

The Direct Simulation Monte Carlo (DSMC) method was widely used to simulate low density gas flows with large Knudsen numbers. However, DSMC encounters limitations in the regime of lower Knudsen numbers (Kn<0.1). In such cases, approaches…